Systematic Trader Lead

Metabit; Singapore; On-site; SGD 180,000 - 250,000; Full time

Job summary

Metabit is seeking a senior risk/ops professional to supervise live automated trading engines in a high-performance, quant environment in Singapore. You will own incident response, verify system behavior against risk logic, and drive platform improvements in collaboration with Quant/Tech teams.

You will act as the desk''s first line of defense for live trading, exercising decisive control during anomalies and outages while ensuring PnL and risk outcomes align with firm protocols.

Qualifications

• Experience managing live systematic/quantitative trading desks in global equities preferred.
• Deep understanding of trading system architecture, order execution lifecycles, FIX mechanics, and live workflows.
• Proven ability to make split-second Kill/No-Kill decisions under pressure and to perform autonomous interventions.

Responsibilities

• Real-Time Supervision: Own real-time supervision of firm''s automated trading strategies; monitor performance, positions, and system health; diagnose anomalies before incidents occur.
• Trading Operations & Support: Manage intraday broker/exchange notifications, approvals, and deployments to ensure uninterrupted trading continuity.
• Incident Response: Exercise ultimate authority during prolonged system failures; make decisive interventions and own financial/risk outcomes.
• Platform Improvement: Drive end-to-end enhancements from postmortems to engineering prioritization and delivery.
• External Liaison: Coordinate with Prime Brokers, Executing Brokers, and Exchanges during outages or rule changes.

Skills

Real-time supervision

Python analytics

Linux/UNIX

FIX protocol

Trading systems

Incident response

Decision making

English fluency

Platform improvement

Equity market knowledge

Job description

In a high-performance quantitative trading environment, immediate awareness, system intuition, and decisive reaction to automated strategies and platform anomalies are critical. Serving as a core member of the desk and the primary firewall for live risk, your core focus centers on the real-time supervision of automated trading engines and decisive emergency incident response.

You own execution quality and operational risk. You are not expected to build core engine infrastructure or develop quantitative alpha models; however, you must deeply comprehend trading system architecture and business workflows. You will leverage Python analytics to verify whether system response behaviors during anomalies conform to expected protocols, defining tool enhancement specifications for Quant/Tech teams. Crucially, you are explicitly empowered with absolute, autonomous authority (Kill-Switch & Liquidation) during system anomalies, taking ultimate responsibility for the resulting PnL and risk outcomes.

Key Responsibility

• Real-Time Supervision：Own real-time supervision of the firm's automated trading strategies: monitor strategy performance, positions, and system health; detect and diagnose anomalies before they escape into incidents. Serve as the first line of defense for all live trading issues, communicating findings to research and engineering with clear, actionable context.
• Trading Operations & Support：Serve as the desk's operational interface to handle intraday broker/exchange notifications and ad-hoc requests, manage change approvals, execute production deployments to maintain uninterrupted trading continuity.
• Incident Response：Exercise the desk's ultimate disposition authority under exceptional conditions: make and execute decisive intervention decisions during prolonged system failures, assuming sole ownership and ultimate responsibility for the effectiveness and financial/risk outcomes of these actions.
• Platform Improvement：Drive the continual improvement of the trading and monitoring platform: own enhancement initiatives end-to-end — from incident postmortems and recurring pain points to specification, prioritization with engineering, and delivery.
• External Liaison：Leverage deep expertise in global equity market microstructures (Order Types, matching engines, Dark Pools/ATS, Fee Tiers, and regulatory rules) to coordinate with Prime Brokers, Executing Brokers, and Exchanges during venue outages or specific rule adjustments.

Requirements

• 5+ years of hands-on experience managing live systematic/quantitative trading desks in Global Equities at a top-tier quantitative hedge fund, prop shop, or sell-side PB electronic trading risk desk.
• Deep comprehension of quantitative trading system architecture, order execution lifecycles, FIX protocol mechanics (e.g., tag-level parsing and order states), and live operational business workflows, backed by strong system intuition.
• Expert-level knowledge of global equity market microstructures (Direct Feeds vs. SIP, Dark Pools/ATS, Order Types, Fee Tiers, volatility halts/LULD, and regional Market Access regulatory boundaries).
• Demonstrated ability to make split-second "Kill/No-Kill" decisions under extreme pressure, with the proven capability to perform autonomous, non-standard discretionary interventions, standing behind the ultimate financial and risk outcomes.
• Proficiency in Linux/UNIX environments and foundational Python scripting capabilities to parse system logs, analyze anomaly response behaviors, and verify risk logic against expectations; hands-on experience managing live strategy/parameter deployments and change control workflows.
• Fluent in English (written and spoken) as the primary working language to interface seamlessly with global teams, PB risk desks, and international exchanges.