Quant Trader

The Firm

A leading Singapore-based proprietary trading firm specialising in quantitative and systematic trading across global financial markets.

The firm combines quantitative research, advanced trading technology and sophisticated execution infrastructure to identify and capture opportunities in highly competitive electronic markets.

The team operates at the intersection of mathematics, computer science, financial markets and technology, with a strong focus on algorithmic trading, market making, statistical arbitrage and high-frequency trading.

We are looking for a highly analytical and intellectually curious Junior Quantitative Trader to join the trading team in Singapore.

This is an opportunity for a high-potential graduate or early-career professional to develop into a quantitative trader within a highly technical and performance-driven environment.

You will work alongside experienced traders, quantitative researchers and software engineers, gaining exposure to the full trading lifecycle from analysing market data and developing trading ideas through to backtesting, execution, monitoring and risk management.

The successful candidate will have a strong quantitative foundation, excellent problem-solving ability and a genuine interest in financial markets and technology.

• Analyse financial market and trading data to identify patterns, inefficiencies and potential trading opportunities.
• Develop, test and refine quantitative trading signals and strategies.
• Conduct statistical analysis, modelling and backtesting.
• Research market microstructure, order-book dynamics, liquidity and execution behaviour.
• Monitor live trading strategies and analyse performance.
• Investigate trading anomalies and unexpected market behaviour.
• Analyse execution quality, transaction costs, slippage and latency.
• Assist with position sizing, portfolio construction and quantitative risk management.
• Work closely with quantitative researchers and engineers to implement and improve trading strategies.
• Continuously evaluate live performance and adapt strategies based on changing market conditions.
• Develop a deep understanding of electronic markets and systematic trading.

We are particularly interested in candidates with exceptional quantitative and analytical ability.

Ideal candidates will have:

• A Bachelor's, Master's or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering, Economics, Finance or another highly quantitative discipline.
• Strong foundations in probability, statistics and mathematical modelling.
• Excellent numerical and problem-solving skills.
• Programming experience in Python, C++, Java or another relevant language.
• A genuine interest in financial markets and quantitative trading.
• Strong intellectual curiosity and the ability to learn quickly.
• Excellent attention to detail.
• A logical, structured and data-driven approach to problem solving.
• The ability to work independently while collaborating effectively within a small, highly technical team.

Experience or knowledge in any of the following would be beneficial:

• Algorithmic or quantitative trading
• Market making
• Statistical arbitrage
• High-frequency trading
• Market microstructure
• Order-book analysis
• Time-series modelling
• Machine learning
• Optimisation
• Numerical methods
• Derivatives or futures
• Financial data analysis
• Backtesting and simulation
• C++ / Python
• Low-latency systems
• Competitive programming
• Mathematics, programming or quantitative competitions

Prior professional trading experience is not essential.

We are particularly interested in candidates who can demonstrate exceptional mathematical ability, strong technical foundations and the potential to become an independent trader.

• Direct exposure to live global…