Role Description
Goldden Valley Capital Management is looking for an experienced Quant Trader specializing in Arbitrage & Market Making for a full-time on-site position in Singapore. The role involves developing and executing quantitative trading strategies, optimizing market-making operations, and analyzing quantitative data for investment decisions. The Quant Trader will work in a dynamic environment to identify and capitalize on market inefficiencies.
Key Responsibilities
Conduct quantitative research onshort-term inefficiencies, liquidity, and price dynamicswithin a single exchange
Design and evaluatearbitrage and market-making strategies, including:
- Funding-ratedriven strategies Perpetual futures pricing opportunities Inventory-aware liquidity provision
- Build and maintainevent-driven backteststhat realistically model execution, fees, funding, latency, and partial fills.
Supportlive or paper-traded strategiesthrough:
- Performance monitoring
- Post-trade analysis and P&L attribution
- Execution quality and slippage analysis
- Identification of strategy and operational failure modes Iterate on strategies using feedback from live trading behavior and changing market conditions.
Required Qualifications
- Minimum 3 years of proven, relevant experience in this role is required.
- Strong proficiency inPythonwith experience contributing to research or production trading codebases. Optional/beneficial but not mandatory, working knowledge of at least one systems language such asC++ or Rust(or equivalent).
- Solid understanding ofcrypto market mechanics, including centralized exchange structures,perpetual futures, and funding rate dynamics.
- Practical experience withexecution and risk management, including slippage, fees, partial fills, and basic inventory risk.
- Strong quantitative foundation inprobability, statistics, time-series analysis, and market microstructure. Prior experience working withhigh-frequency market dataandsupporting live or paper-traded strategies, includingperformance monitoring, post-trade analysis, and execution quality assessment.
- Ability to conductindependent quantitative research, take ownership of well-scoped projects, and collaborate closely with experienced developers and researchers.
What We Expect at This Level
- Can take a strategy fromhypothesis backtest deployment support post-trade review
- Understands the gap between backtest results and live performance
- Able to diagnose underperformance using execution and market data
- Comfortable working in alean environmentwith high ownership and minimal supervision
How to apply:
Submit your application to [Confidential Information] or by clicking Apply Now
