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
- Strong Python development skills; exposure to C++ is advantageous
- Solid understanding of listed and OTC equity options, volatility indices, and derivatives markets
- Experience with statistical modelling, time-series analysis, and regression techniques
- Hands-on exposure to 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
- Deep expertise in Python (and/or Rust); C++ experience is an advantage
- Strong experience with relational databases (e.g. PostgreSQL, Snowflake, ClickHouse)
- Experience working with 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
- Direct exposure to live trading strategies
- Highly collaborative, low-ego investment culture
- Strong emphasis on code quality, research rigour, and production impact
- Excellent infrastructure, tooling, and resourcing
- Long-term growth opportunities within a global platform