Quantitative Researcher (MM)

About the role

I am currently working with a reputable technology solutions company. Permanent role in Singapore. Overseas candidates will need to relocate. Salary budget open and attractive! Base + AWS + 3-4 months bonus! 5 days in office located in CBD area. about job (please reach out for more detailed JD) Develop systematic signals, backtesting frameworks, and analytics that directly influence trading outcomes and P&L Work across a diverse range of assets including FX, crypto, indices, and derivatives for both spot and structured products Design and evaluate backtests for market-making, hedging, and risk strategies while monitoring capital usage and risk limits Build and validate quantitative models for flow toxicity, client classification, and predictive market-making signals Create tactical decision-support tools and interactive dashboards for real-time position monitoring and "what-if" scenario analysis skills and requirement Proven experience in desk quant roles, market-making, or systematic/algorithmic trading environments Strong programming skills in Python and SQL, with exposure to Spark or similar big data frameworks being a significant advantage Proficient in time-series analysis, statistical modelling, and P&L/risk analytics Familiarity with trade surveillance, flow analysis, or market-making mechanics across traditional or digital assets Experience in FX, futures, or equities is highly welcomed; prior exposure to crypto markets is a plus but not mandatory Demonstrated ability to build functional tools or visualization dashboards specifically for trading or dealing desk environments. (plus point) Market Making experience To apply online please use the 'apply' function, alternatively you may contact Stella at 96554170 (EA: 94C3609 /R1875382)

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Company Intel

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