Senior Quantitative Researcher (Alpha Generation & Pricing)

Altonomy; Singapore; On-site; SGD 100,000 - 150,000; Full time

Job summary

A leading proprietary trading firm in Singapore is seeking a Quantitative Researcher to enhance its predictive edge. The role includes developing and optimizing statistical models, implementing predictive signals, and collaborating with traders to create systematic strategies. Ideal candidates will have a strong mathematical background, proven experience in quantitative roles, and expert skills in Python. This position offers a dynamic work environment with a focus on market research and cutting-edge technology.

Qualifications

• 5+ years of experience in a Quantitative Research role, preferably in a proprietary trading firm.
• Expert in predictive modeling and statistical arbitrage.
• Strong understanding of liquidity shifts and execution outcomes.

Responsibilities

• Identify, backtest, and implement predictive signals for digital assets.
• Design and refine statistical models to forecast market movements.
• Develop advanced simulation frameworks for pricing models.

Skills

Statistical analysis

Machine learning

Time-series analysis

Python

C++

Education

Master’s or PhD in a mathematical field

Tools

NumPy

Pandas

Scipy

PyTorch

TensorFlow

Job description

The Role

We are seeking an exceptionally mathematical Quantitative Researcher to join our core trading team. In this role, you won't just analyze data; you will be the architect of our predictive edge. You will focus on the full lifecycle of strategy development—from mining "alpha" in noisy datasets to building sophisticated pricing simulations that ensure we remain market-neutral and profitable in all conditions.

Key Responsibilities

• Alpha Generation: Identify, backtest, and implement novel predictive signals (alphas) for digital assets using high-frequency and alternative data.

• Predictive Modelling: Design and refine statistical and machine learning models to forecast market movements, liquidity shifts, and execution outcomes.

• Pricing Simulation: Develop and maintain advanced simulation frameworks to stress-test pricing models and trading logic against various market regimes and edge cases.

• Strategy Optimization: Collaborate closely with Quantitative Traders to translate research findings into production-ready systematic strategies.

• DeFi Research: Conduct deep-dives into protocol mechanics (EVM, L2s, AMMs) to uncover structural inefficiencies and arbitrage opportunities.

What You Bring

• Advanced Quantitative Background: A Master’s or PhD in a highly mathematical field (e.g., Physics, Statistics, Applied Math, Financial Engineering, or Computer Science).

• Proven Experience: 5+ years of experience in a Quantitative Research role, preferably within a proprietary trading firm, hedge fund, or high-frequency environment.

• Alpha Expertise: A track record of developing successful predictive models and a deep understanding of time-series analysis and statistical arbitrage.

• The "Predictive Edge": You think in probabilities and distributions. You are obsessed with reducing noise and identifying the underlying drivers of price action.

• Technical Proficiency: Expert-level Python (NumPy, Pandas, Scipy, PyTorch/TensorFlow). Experience with Rust or C++ is a significant plus.

About Tokka Labs

Tokka Labs is a leading proprietary trading firm at the intersection of quantitative finance and decentralized ecosystems. We are pioneers in digital asset market making, leveraging cutting-edge technology and rigorous research to provide liquidity across 40+ protocols and chains. With over $10B in annual trading volume, we treat market problems as scientific questions, building proprietary systems that trade 24/7 in the world’s most volatile environments.