A leading global multi-strategy investment firm is expanding its Singapore platform and is hiring
two quantitative professionals
to support its
equity volatility and systematic trading businesses
. These hires will sit at the intersection of
quant research, trading, and technology
, working closely with Portfolio Managers, Quant Researchers, and Traders in a fast-paced, production-focused environment.
This is a rare opportunity to join a well-resourced, collaborative buy-side platform with direct impact on live trading strategies.
Role 1: Equity Volatility Quantitative Researcher
This role is designed for a
quantitative researcher with strong derivatives expertise
, focused on alpha research, analytics, and tooling for equity volatility trading.
Key Responsibilities
- Partner directly with Portfolio Managers and Analysts to design and enhance
bespoke alpha research and analytics tools
- Build and extend internal analytics for
equity derivatives and delta-one products
- Develop valuation tools, screeners, and research frameworks to improve trade identification and portfolio construction
- Test trading strategies and perform ad-hoc quantitative research using
Python-based workflows
- Support trading and risk management through scenario analysis, relative value frameworks, and basis analytics
- Contribute to the onboarding and integration of
vendor models and datasets
- Maintain high standards of documentation, code quality, testing, and numerical stability
- Identify opportunities to automate manual or inefficient research processes
Background & Skillset
- Master’s or PhD in Mathematics, Statistics, Physics, Engineering, Computational Finance, or a related quantitative discipline
Python
development skills; exposure to
C++
is advantageous
listed and OTC equity options
, volatility indices, and derivatives markets
- Experience with statistical modelling, time-series analysis, and regression techniques
alpha research, signal generation, or derivative pricing models
preferred
- Comfortable operating in a fast-moving trading environment with minimal supervision
Role 2: Multi-Asset / Equity Vol Trading Software Developer
This position suits a
hands-on software engineer or quant developer
focused on building and scaling
systematic trading infrastructure
for equity volatility or multi-asset strategies.
Key Responsibilities
- Design, build, and maintain a
production-grade equity volatility systematic trading platform
- Partner closely with Quant Researchers and Portfolio Managers to translate ideas into
robust, scalable systems
- Own the full development lifecycle: requirements, architecture, implementation, testing, deployment, and support
- Develop tools for resource scheduling, monitoring, and platform reliability
- Improve system performance across
latency, scalability, and stability
- Contribute to best practices around APIs, data pipelines, tooling, and release management
- Automate operational workflows and reduce manual intervention
- Work collaboratively across technology and investment teams
Background & Skillset
- Degree in Computer Science, Engineering, or a related discipline
- 3–7+ years of professional software development experience; buy-side or trading experience strongly preferred
Python
(and/or Rust);
C++
experience is an advantage
relational databases
(e.g. PostgreSQL, Snowflake, ClickHouse)
real-time and historical market data
- Familiarity with modern engineering stacks is beneficial (e.g. React, AWS, Kafka, Kubernetes, Redis)
- Experience with Agile/SCRUM environments and basic DevOps practices (CI/CD, IaC)
- High attention to detail, strong debugging skills, and clear documentation habits
What Both Roles Have in Common
live trading strategies
- Highly collaborative, low-ego investment culture
code quality, research rigour, and production impact
- Excellent infrastructure, tooling, and resourcing
- Long-term growth opportunities within a global platform