
Quantitative Trader Systematic Strategies
- Singapore
- Permanent
- Full-time
- 4+ years of experience trading systematic strategies (intraday to medium horizon) across equities, futures, or global macro instruments.
- Proven ability to design, backtest, and execute strategies with live PnL attribution.
- Advanced programming capabilities (Python, C++, or similar) with strong knowledge of data pipelines, alpha decay, and execution costs.
- Deep understanding of market microstructure, liquidity dynamics, and risk-adjusted capital deployment.
- Experience within a prop trading desk or multi-strategy fund, operating with minimal oversight.
- Familiarity with signal orthogonality, ensemble modelling, or execution alpha optimization.
- STEM degree from a top university; advanced degrees welcomed but not mandatory if performance is proven.