Search by job, company or skills

Selby Jennings

Quant Researcher (Systematic Futures) - Global Prop Trading Firm

Early Applicant
  • Posted 11 days ago
  • Be among the first 10 applicants
5-7 Years

Job Description

Quant Researcher (Systematic Futures) - Global Prop Trading Firm

Location - Hongkong/Singapore/Shanghai/Australia/Dubai.

Global Top Tier Systematic Trading Firm Hiring for Research & Trading Group

After several consecutive years of market-leading performance, this division has established itself as a dominant force in systematic futures trading. Operating within a highly collaborative framework, it offers new hires immediate integration into impactful projects-backed by a hybrid research-trading model that directly ties contributions to PnL generation and commensurate compensation.

About the Role

The team benefits from state-of-the-art technology across mid-frequency and high-frequency trading platforms, dedicated trading support systems designed for systematic strategy execution, and access to cutting-edge research tools and low-latency infrastructure.

Responsibilities

  • Quantitative Research: Conduct in-depth analysis to identify systematic futures trading opportunities, leveraging statistical modeling and market microstructure insights.
  • Model Development & Implementation: Design, enhance, and deploy trading models/algorithms using cutting-edge technology to drive PnL growth.
  • Cross-Functional Collaboration: Partner with quants, engineers, and risk teams to optimize strategies, refine risk management frameworks, and implement trading solutions.
  • Market Intelligence Integration: Monitor global market trends, industry innovations, and regulatory shifts to inform strategy evolution.
  • Continuous Optimization: Refine quantitative models to maximize profitability and adapt to changing market dynamics.

Qualifications

  • Advanced Academic Credentials: Ph.D. in Finance, Mathematics, Statistics, Physics, or related quantitative discipline.
  • Professional Experience: Proven track record in systematic futures research or trading at a mid-to-high frequency trading firm, with demonstrable impact on strategy performance.
  • Technical Proficiency: Expertise in Python and/or C++ for quantitative modeling, backtesting, and algorithmic implementation.
  • Soft Skills: Exceptional communication under high-pressure environments, with the ability to translate complex research into actionable trading strategies.
Desired Skills and Experience

High-Frequency TradingQuantitative AnalyticsCTAFutures TradingMachine LearningInvestmentsCryptoEquity TradingOptionsQuantitative Research

More Info

Industry:Other

Function:Finance

Job Type:Permanent Job

Date Posted: 19/09/2025

Job ID: 126507261

Report Job

About Company

View More
Last Updated: 28-09-2025 10:52:53 PM
Home Jobs in Singapore Quant Researcher (Systematic Futures) - Global Prop Trading Firm