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Open nowFirst seen 12 hours ago

Quant Trader

newbridge100 open roles

Where
Singapore
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Your applicationOpen nowQuant Tradernewbridge · Singapore

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The clock on this job

Early applications get read.

11.5% of postings close within 7 days. Measured by our own scanner across the market.

Share of postings closed within
  1. 2.0%1 day
  2. 4.3%3 days
  3. 11.5%7 days
  4. 18.1%14 days
  5. 35.6%30 days
  6. 44.6%60 days
This job: first seen 12 hours ago

The posting

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.

The Role

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.

Key Responsibilities

  • 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.

Candidate Profile

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.

Highly Advantageous

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.

What You'll Get

  • Direct exposure to live global financial markets.
  • Close mentorship from experienced quantitative traders.
  • The opportunity to work on real trading strategies rather than purely theoretical research.
  • Exposure to quantitative research, execution, market microstructure and risk management.
  • Collaboration with highly technical software and infrastructure teams.
  • Significant responsibility as your trading ability develops.
  • A clear pathway towards taking independent responsibility for strategies and risk.
  • A highly meritocratic environment where analytical ability, initiative and performance are rewarded.

The Ideal Candidate

The ideal candidate is highly competitive, intellectually curious and naturally analytical.

You may come from a pure mathematics, physics, computer science or engineering background rather than traditional finance.

You enjoy solving difficult problems, working with data and understanding complex systems. You are comfortable questioning assumptions, testing hypotheses and using evidence to determine what works.

Most importantly, you have the intellectual horsepower, curiosity and discipline to operate in an environment where small improvements in decision-making and execution can translate into significant trading outcomes.

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