About Us
We are a Singapore-based financial technology company focused on building advanced quantitative systems for derivatives markets.
Our work sits at the intersection of:
- Quantitative research
- Real-time data systems
- Trading infrastructure
We specialize in:
- Volatility modeling
- Options analytics
- High-frequency data processing
Our platform is designed to support decision-making in fast-moving markets, combining robust engineering with deep quantitative insight.
Role Overview
We are looking for a Senior Quantitative Strategist to join our core team.
This role involves working closely with both quantitative logic and real-time systems, building tools and models used in derivatives markets.
You will be responsible for translating complex market behavior into scalable, production-grade systems.
Key Responsibilities
Quantitative Development
- Build and maintain models related to:Options pricing and volatility surfacesGreeks and higher-order sensitivitiesIntraday volatility and market behavior
- Develop tools for analyzing:Implied vs realized volatilityTerm structure and skew dynamics
Systems & Infrastructure
- Design and optimize real-time data pipelines
- Work with streaming data (tick-level or high-frequency)
- Build low-latency analytics and monitoring systems
Research Integration
- Translate research ideas into production systems
- Support backtesting and forward-testing frameworks
- Improve robustness and performance of existing models
Collaboration
- Work cross-functionally with:Quant researchersEngineering teams
- Contribute to architecture decisions and system design
Requirements
Must Have
- 5-12+ years of experience in:Quantitative development OR financial engineering OR trading systems
- Strong programming skills (Python required C++ is a plus)
- Solid understanding of:Derivatives (especially options)Volatility concepts (IV, RV, skew, term structure)
- Experience working with real-time or high-frequency data
Strong Plus
- Experience building:Options pricing librariesVolatility surface models
- Familiarity with:Redis, time-series databases (e.g., TimescaleDB)Event-driven architectures
- Exposure to systematic trading environments
Ideal Profile
- Thinks in systems + markets, not just code
- Comfortable dealing with noisy, real-world data
- Strong intuition for market behavior and edge cases
- Able to balance speed vs accuracy in production systems
What We Offer
- Opportunity to work on real-world, high-impact financial systems
- High ownership and autonomy
- Lean, fast-moving team
- Exposure to both quant research and production systems
Compensation
- Competitive base salary
- Performance-linked incentives
- Flexible depending on experience
