*Singapore returnees or candidates currently residing outside of Singapore are welcome to apply.
Company Summary
A leading global financial institution is building out its next-generation Equities Systematic Trading platform in Singapore. This initiative focuses on modernising core data infrastructure to support quantitative research, electronic trading, and derivatives trading strategies.
This is a high-impact opportunity to work at the intersection of data engineering, quantitative research, and low-latency trading systems, with direct exposure to front-office teams.
Roles & Responsibilities
- Design and build scalable KDB+ platforms to handle real-time and historical data across market data, pricing, risk, and analytics
- Develop data stores and APIs to support quant research, signal generation, and trading strategy implementation
- Partner closely with Quant Research, Electronic Trading, and Trading teams to deliver data-driven solutions
- Act as the KDB Subject Matter Expert for systematic trading applications
- Optimise system performance, including query efficiency, data architecture, and latency
- Ensure high-quality, secure production code; conduct code reviews and troubleshooting
- Improve system reliability through automation and issue remediation
- Collaborate with support teams to ensure platform stability and uptime
Requirements
- 5+ years of hands-on experience with KDB/Q in a production environment
- Strong understanding of KDB+ tick architecture, data modelling, and performance optimisation
- Experience working with large-scale time-series datasets and building high-availability systems
- Prior collaboration with quantitative, algo, or trading teams (front-office exposure
- preferred)
- Solid software engineering fundamentals: system design, testing, and production support
- Familiarity with CI/CD, automation, and agile development practices
- Experience scaling and load-balancing distributed systems
Nice to have:
- Cloud and infrastructure experience (e.g., AWS, Kubernetes, Terraform)
- Programming in Python, C++, or Java
- Exposure to market data systems or vendor platforms
- Interest or experience in applying LLMs to data/analytics workflows
If you're interested in the above role, click on the apply function now! Alternatively, you can contact Mon Fei at [Confidential Information] for a confidential discussion. Only shortlisted candidates will be notified.
Morgan McKinley Pte Ltd
Chow Mon Fei
EA Licence No: 11C5502
EA Registration No.
