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Urgent! Quantitative Researcher (C++) Job Opening In Singapore, Singapore – Now Hiring Refine Group

Quantitative Researcher (C++)



Job description

Overview
Company: Alveria Capital
Designation: Quantitative Researcher (C++)
Location: Eu Tong Sen Street, The Central, Singapore
Address: 8 Eu Tong Sen St, Singapore
Industry: Finance
Job Type: Entry Level / Junior Executive; Part/Temp Intern/TS
Date Listed: 14 Jul 2025
Period: Immediate Start, For At Least 6 Months
Allowance / Remuneration: $1,000 - 1,950 monthly
Job Description
About the Role: We are seeking a highly motivated and intellectually curious Quantitative Researcher to join our trading team.

You will be responsible for designing, testing, and deploying systematic trading strategies in fast-moving financial markets.

This role demands a deep understanding of statistical modeling, market microstructure, and hands-on programming skills — especially in C++, which is core to our production research and execution stack.


Responsibilities
Develop, test, and refine alpha-generating strategies across global equities and derivatives.


Analyze large datasets to discover actionable trading signals using statistical and machine learning techniques.


Implement research models and tools in C++ for high-performance simulation and backtesting.


Collaborate with software engineers and traders to bring research to production with low latency and reliability.


Continuously monitor model performance and adapt to evolving market conditions.


Qualifications
Must-Have:
Bachelor’s, Master’s, or Ph.D. in Computer Science, Applied Mathematics, Statistics, Physics, or a related quantitative field.


Strong proficiency in C++ (11/14/17), with a focus on performance and multi-threading.


Solid understanding of data structures, algorithms, and computational complexity.


Experience working with large datasets and building high-performance systems.


Background in probability, statistics, or time-series analysis applied to financial markets.


Nice-to-Have:
Familiarity with Python for rapid prototyping and data analysis.


Experience in systematic or high-frequency trading environments.


Prior exposure to market data feeds, order books, or exchange APIs.
Experience with backtesting platforms or simulation engines.


Why Join Us
Work directly with an elite team of quants, engineers, and traders.


Have a measurable impact on real P&L from day one.


Cutting-edge tech stack with low-latency infrastructure.


Competitive compensation, performance-based bonuses, and benefits.


This position is no longer available.


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    Unlock Your Quantitative Researcher Potential: Insight & Career Growth Guide


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