Senior Quantitative Developer

HKDAG (SINGAPORE) PTE. LTD.; Singapore; On-site; SGD 90,000 - 130,000; Full time

Job summary

A leading financial technology firm in Singapore is seeking a skilled professional to research and implement quantitative trading and liquidity models. The ideal candidate will have over 5 years of experience in quantitative research and a strong proficiency in programming languages like Java and Python. This role emphasizes innovation in trading strategies and requires a deep understanding of market dynamics, making it perfect for creative problem solvers eager to make an impact in the finance sector.

Qualifications

• 5+ years of experience in quantitative research, trading, or strategy development.
• Strong programming skills in Java and Python; proficiency in C++ or Rust is a plus.
• Deep understanding of market microstructure and time-series analysis.

Responsibilities

• Research, design, and implement quantitative trading models.
• Apply statistical and machine learning techniques to extract predictive signals.
• Conduct rigorous backtesting and stress testing to validate strategies.

Skills

Quantitative research

Statistical modeling

Programming in Java

Programming in Python

Time-series analysis

Problem-solving

Education

Degree in a quantitative discipline

Tools

Java

Python

C++

Rust

Job description

Key Responsibilities

• Research, design, and implement quantitative trading and liquidity models that enhance execution quality and market performance.
• Apply advanced statistical and machine learning techniques to extract short- to medium-term predictive signals from high-frequency and on-chain data.
• Conduct rigorous backtesting, parameter optimization, and stress testing to validate strategy robustness.
• Analyze market microstructure across multiple venues to identify patterns and inefficiencies in liquidity and pricing.
• Build and maintain simulation frameworks and research infrastructure in Java, Python and C++ to support continuous model improvement.
• Collaborate closely with developers and trading teams to deploy models and monitor live trading performance.
• Continuously explore new data sources, DeFi protocols, and liquidity mechanisms to drive alpha generation.

Qualifications

• Degree in a quantitative discipline such as Mathematics, Physics, Computer Science, Engineering, or Statistics (advanced degree preferred but not required).
• 5+ years of experience in quantitative research, trading, or systematic strategy development within crypto, HFT, or traditional financial markets.
• Strong programming skills in Java and Python; proficiency in C++ or Rust is a plus.
• Deep understanding of market microstructure, statistical modeling, and time-series analysis.
• Proven ability to work with large, noisy datasets and apply advanced data analysis techniques.
• Strong problem-solving skills, creativity, and intellectual curiosity.
• Entrepreneurial mindset — comfortable with autonomy, ambiguity, and rapid iteration.

Preferred

• Hands-on experience in liquidity or execution strategy design (CeFi or DeFi).
• Knowledge of exchange APIs, order types, and real-time data systems.
• Experience in developing machine learning models and automated research pipelines.
• Track record in competitive quantitative challenges (e.g., Kaggle, ICPC, math competitions).