Quantitative Researcher – Systematic Trading Desk

About the role

We are looking for a hands‑on Quantitative Researcher to join our systematic trading desk in Singapore. The role owns the full research lifecycle, from raw data ingestion to live signal deployment, and will lead the buildout of research infrastructure while generating alpha on market microstructure and relative‑value strategies.

Key responsibilities

• Own the end‑to‑end research pipeline, including data ingestion, cleaning, storage, versioning, signal research, backtesting and production deployment.
• Design and build scalable research infrastructure and frameworks in Python in partnership with the development team.
• Develop and refine signals based on market microstructure analysis such as order flow, liquidity dynamics and execution analytics.
• Research and model relative‑value opportunities across equities, futures and derivatives in APAC and global markets.
• Conduct rigorous statistical analysis to evaluate signal quality, decay and capacity constraints.

Required profile

• 3+ years of experience in quantitative research or systematic trading.
• Strong Python skills across the research stack (data engineering, statistical analysis, backtesting, visualization).
• Demonstrated experience building research infrastructure or frameworks from the ground up.
• Deep understanding of market microstructure, order‑book dynamics and intraday price formation.
• Familiarity with APAC market structure and exchange mechanics.

Required skills

• Python
• pandas, numpy, scipy
• SQL
• Cloud data infrastructure
• Distributed computing frameworks