Equity Volatility - Quant Researcher & Quant Developer

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 ResearcherThis role is designed for a quantitative researcher with strong derivatives expertise, focused on alpha research, analytics, and tooling for equity volatility trading.Key ResponsibilitiesPartner directly with Portfolio Managers and Analysts to design and enhance bespoke alpha research and analytics toolsBuild and extend internal analytics for equity derivatives and delta-one productsDevelop valuation tools, screeners, and research frameworks to improve trade identification and portfolio constructionTest trading strategies and perform ad-hoc quantitative research using Python-based workflowsSupport trading and risk management through scenario analysis, relative value frameworks, and basis analyticsContribute to the onboarding and integration of vendor models and datasetsMaintain high standards of documentation, code quality, testing, and numerical stabilityIdentify opportunities to automate manual or inefficient research processesBackground & SkillsetMaster’s or PhD in Mathematics, Statistics, Physics, Engineering, Computational Finance, or a related quantitative disciplineStrong Python development skills; exposure to C++ is advantageousSolid understanding of listed and OTC equity options, volatility indices, and derivatives marketsExperience with statistical modelling, time-series analysis, and regression techniquesHands-on exposure to alpha research, signal generation, or derivative pricing models preferredComfortable operating in a fast-moving trading environment with minimal supervision

Role 2: Multi-Asset / Equity Vol Trading Software DeveloperThis 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 ResponsibilitiesDesign, build, and maintain a production-grade equity volatility systematic trading platformPartner closely with Quant Researchers and Portfolio Managers to translate ideas into robust, scalable systemsOwn the full development lifecycle: requirements, architecture, implementation, testing, deployment, and supportDevelop tools for resource scheduling, monitoring, and platform reliabilityImprove system performance across latency, scalability, and stabilityContribute to best practices around APIs, data pipelines, tooling, and release managementAutomate operational workflows and reduce manual interventionWork collaboratively across technology and investment teamsBackground & SkillsetDegree in Computer Science, Engineering, or a related discipline3–7+ years of professional software development experience; buy-side or trading experience strongly preferredDeep expertise in Python (and/or Rust); C++ experience is an advantageStrong experience with relational databases (e.g. PostgreSQL, Snowflake, ClickHouse)Experience working with real-time and historical market dataFamiliarity 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 CommonDirect exposure to live trading strategiesHighly collaborative, low-ego investment cultureStrong emphasis on code quality, research rigour, and production impactExcellent infrastructure, tooling, and resourcingLong-term growth opportunities within a global platform