Our client, a leading trading firm, is looking for a seasoned Quantitative Trader/Researcher to join the Commodities trading team in Singapore.
Job Responsibilities
- Analyze market microstructure and execution patterns to uncover opportunities, enhance order fills, and mitigate adverse selection risks.
- Create, evaluate, and refine execution-driven trading strategies (such as decisions on taking vs.
making liquidity, optimizing visible order sizes, and positioning in queues).
- Carry out thorough backtesting, simulate various scenarios, and assess strategy outcomes in real-time.
- Partner with trading, quantitative, and engineering teams to develop tools and systems that speed up strategy creation and assessment.
- Track live trading metrics and adjust strategies dynamically in response to evolving market liquidity and competition.
Job Requirements
- Experience in quantitative research/trading, execution research, and/or market microstructure research, focusing on the Commodities markets.
- Demonstrated success in building short-term or execution-driven strategies that provided quantifiable advantages.
- Proficient in programming (Python required; knowledge of C++ or equivalent beneficial) for handling data, conducting backtests, and researching strategies.
- In-depth knowledge of order book dynamics, liquidity provision, and exchange microstructure.
- Analytical and meticulous, with strong communication skills to thrive in a high-speed trading setting and collaborate across teams.