Senior Quantitative Developer

HASHKEY CAPITAL SINGAPORE PTE. LTD.; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A leading financial technology firm in Singapore is seeking an experienced quantitative trader to research and implement trading and liquidity models. The role requires strong programming skills in Java and Python, along with a deep understanding of market dynamics. The ideal candidate has over 5 years of expertise in quantitative research and a passion for innovative data analysis within financial markets.

Qualifications

• 5+ years of experience in quantitative research, trading, or strategy development in financial markets.
• Ability to work with large, noisy datasets and apply advanced data analysis techniques.
• Strong programming skills and deep understanding of financial systems.

Responsibilities

• Research and implement quantitative trading models.
• Apply machine learning techniques for signal extraction.
• Conduct backtesting and stress testing for strategy validation.
• Analyze market microstructure for liquidity patterns.
• Build simulation frameworks in Java, Python, and C++.
• Collaborate with teams to monitor live trading performance.

Skills

Quantitative trading and liquidity modeling

Statistical analysis

Machine learning techniques

Programming in Java

Programming in Python

Understanding market microstructure

Time-series analysis

Problem-solving

Creativity

Education

Degree in Mathematics, Physics, Computer Science, Engineering, or Statistics

Advanced degree preferred

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).