Company Description
Peakwater Management is a Singapore-based volatility-focused hedge fund applying systematic, relative-value, and cross-asset volatility strategies. Peakwater Management Funds are managed by Pilgrim Partners Asia (Pte.) Ltd., a licensed investment manager under the Monetary Authority of Singapore. We combine quantitative research, disciplined risk management, and scalable execution to capture volatility premia across global multi-asset classes.
We are expanding our quantitative platform and seeking a Quant Developer to help build scalable research, screening, and execution systems.
Role Overview
This role is ideal for a technically strong candidate with 13 years of experience in quantitative development, trading systems, or data engineering within financial markets. You will work closely with the CIO to design and implement volatility screeners, options analytics pipelines, and execution connectivitywith direct exposure to live trading and portfolio decision-making.
This is a hands-on build role, not a pure academic research position.
Key Responsibilities
- Design and develop volatility screening systems across indices, ETFs, and single-stock options.
- Build and maintain options analytics pipelines, including implied volatility surfaces, term structure, skew, and dispersion metrics.
- Implement and maintain IBKR connectivity for market data ingestion, order routing, and trade monitoring.
- Develop systematic trade execution frameworks in Python and/or Java with robust logging and risk checks.
- Conduct quantitative data mining on large datasets to identify volatility premia, regime shifts, and structural patterns.
- Support backtesting, simulation, and performance attribution of systematic strategies.
- Work closely with the CIO to translate trading ideas into production-ready systems.
- Improve system stability, latency, and scalability as the fund grows.
Requirements
- 13 years of experience as a Quant Developer, Trading Systems Developer, or Quantitative Researcher with strong engineering exposure.
- Strong proficiency in Python and/or Java experience is a strong plus.
- Solid understanding of options pricing, volatility concepts, and derivatives market mechanics.
- Experience working with IBKR APIs, FIX, or broker execution interfaces preferred.
- Familiarity with time-series data, event-driven systems, and backtesting frameworks.
- Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, Physics, or related quantitative fields.
- Ability to write clean, production-quality code with strong debugging and documentation discipline.
- Comfortable operating in a small, high-responsibility hedge fund environment.
Nice to Have
- Experience building volatility or derivatives research tools.
- Exposure to live trading environments and real-time data pipelines.
- Knowledge of databases (SQL/NoSQL), cloud infrastructure, or message queues.
- Interest in cross-asset or digital-asset volatility strategies.
What We Offer
- Direct mentorship from the CIO and exposure to multi-strategy volatility trading.
- Opportunity to take ownership of strategy modules and execution pipelines.
- Competitive compensation linked to performance and value creation.
- A high-growth environment in one of the top emerging volatility hedge funds in Asia, with clear career progression as the fund scales.
- A culture that values innovation, research-driven decision making, and disciplined risk management.
