691 Quantitative Developer jobs in Singapore

Orbit Markets is the leading institutional liquidity provider of digital asset options and structured derivatives. The company was founded in 2022 by former executives in finance and technology, and is backed by major hedge funds and venture capital firms.

In 3 years, we have built a fast-growing and highly profitable business encompassing high-frequency option market-making and over-the-counter derivatives solutions. We are a diverse organisation which seeks to attract outstanding talent from all backgrounds. We strive for excellence in everything we do.

We are now expanding the team with a small number of quant and dev hires. This is a unique opportunity to join a thriving international startup operating at the cutting edge of derivatives trading.

Contact us:

What you'll do:

• Develop the systems that support the pricing and risk management of our derivatives business.
• Bring up and support low-latency option market-making systems on exchanges.
• Add new features and improve the performance of the quantitative library.
• Deploy and maintain the software services on cloud.

Who we're looking for:

• Top-tier academic background in a quantitative discipline
• Very strong programming skills in Python, Java, C#, C++, or related languages.
• Prior experience (internship or academic research projects) in software development
• Ability and desire to write simple code with clean abstractions.
• Familiarity with git, CI/CD, and container technologies such as Docker and Kubernetes. Experience with public cloud infrastructure such as GCP or AWS is a plus.
• Curious, keen to learn, hardworking, adaptable and reliable.

(Prior interest in financial markets is NOT required)

We are seeking a highly skilled Quantitative Developer to join our digital asset trading team in Singapore. The ideal candidate will design, implement, and maintain algorithmic trading strategies that focus on spot–futures arbitrage and other market-neutral opportunities across major cryptocurrency exchanges.

You will collaborate closely with our quantitative researchers, traders, and infrastructure engineers to build high-performance trading systems capable of executing in low-latency environments.

• Develop, test, and deploy automated trading strategies for cryptocurrency spot–futures arbitrage .
• Implement robust execution algorithms, order management, and risk control systems.
• Integrate APIs from major exchanges (e.g., Binance, OKX, Bybit, CME) and maintain real-time market data feeds.
• Optimize system performance, latency, and reliability in production environments.
• Conduct backtesting and performance analysis on large historical datasets.
• Work with team members to identify new quantitative opportunities and improve existing models.

• Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, or a related field .
• Strong programming skills in Python, C++, or Rust .
• Proven experience in quantitative or algorithmic trading , preferably in crypto or derivatives markets .
• Solid understanding of futures contracts , funding rates, basis spreads, and hedging mechanics.
• Experience with REST/WebSocket APIs and multi-threaded systems.
• Strong analytical, problem-solving, and debugging skills.
• Familiarity with Linux environments and version control (Git).

• Experience with market-making or delta-neutral strategies.
• Knowledge of high-frequency trading systems and distributed architecture.
• Prior exposure to risk management, portfolio optimization, or exchange connectivity.

Our client, a well- established global investment firm in Singapore is looking to expand their business within the Asia Pacific region. The company is looking for a Quantitative Developer (Risk) to join them. This role is pivotal in ensuring the integrity of the company's operations and establishing standards.

This role offers a unique opportunity to gain hands-on experience in quantitative finance and software development within a dynamic and fast-paced environment. The successful candidate will work closely with experienced professionals to assist in the development, implementation, and testing of quantitative models and risk management tools used to assess market risk exposures.

Job Responsibilities

• To understand risk analytics requirements and translate them into technical specifications for quantitative models and risk management systems.

• Design, develop, and maintain software applications and libraries for pricing derivatives, risk metrics, and scenario analysis.
• Implement and test quantitative models in development and production environments to ensure accuracy and reliability of results.
• Test and validate to ensure the quality and integrity of developed software, including identifying and resolving issues as needed.
• Work closely with team members to document processes, procedures, and technical specifications for developed systems and models.
• Stay informed about industry trends, best practices, and regulatory requirements related to market risk management and quantitative finance.
• Participate in team meetings, training sessions, and other learning opportunities to enhance knowledge and skills in quantitative finance and software development.

Requirements:

• 3 to 5 years experience in financial software development

• Bachelor's or advanced degree in Computer Science, Mathematics, Finance, or a related quantitative field.

• Strong programming skills in languages such as Python, with a solid understanding of software development principles and practices

.
• Interest in financial markets, derivatives pricing, and risk management concepts, with coursework or projects related to quantitative finance preferred.

• Basic knowledge of quantitative finance techniques, including stochastic calculus, numerical methods, and statistical analysis.

• Excellent analytical and problem-solving skills, with the ability to learn quickly and apply new concepts effectively.
• Strong communication and teamwork skills, with the ability to collaborate effectively with cross-functional teams.

Please contact Sophia Lin via email, you can send your cv directly in word format with job reference no to

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days we regret to inform you that your application for this position was unsuccessful.

• Design, build, and maintain low-latency trading systems and infrastructure tailored for digital assets.
• Collaborate with quantitative researchers to implement, backtest, and deploy systematic strategies.
• Develop robust data pipelines and research frameworks to support strategy development.
• Enhance execution algorithms, market data handling, and risk management tools.
• Monitor system performance, debug production issues, and ensure high system availability.
• Continuously optimize code and infrastructure for efficiency and scalability.
• Document development processes and maintain coding best practices across the team.

• Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, or a related quantitative discipline.
• 6-10 years of development experience, with at least 2+ years in the crypto trading industry.
• Strong programming skills in C++ and/or Rust (Python for research and prototyping).
• Proven experience building quant trading systems (market data, execution, risk management).
• Familiarity with exchange APIs, order book structures, and crypto-specific market microstructure.
• Solid understanding of algorithms, data structures, and low-latency/high-performance optimization.
• Experience with distributed systems, cloud computing, and databases.
• Excellent problem-solving skills and ability to thrive in a fast-paced, dynamic environment.

Key Responsibilities

- Design, develop, and maintain quantitative trading backend systems using Java, Springboot, and related technologies.

- Design and develop frontend systems using Javascript and React.

- Collaborate with quantitative researchers and product managers to translate business and mathematical models into scalable, production-ready backend systems.

- Implement data processing pipelines, API integrations, and WebSocket channels for low- latency data communication between internal services and user interfaces.

- Enhance system reliability through caching, partitioning, and rate-limiting strategies using tools such as Redis, MyBatis, and Spring Boot.

- Conduct performance tuning, code reviews, and refactoring to ensure high throughput and fault tolerance in distributed environments.

- Participate in architecture design discussions for new quantitative modules and internal risk- management tools.

- Support deployment, monitoring, and troubleshooting in multi-environment CI/CD pipelines.

Qualifications

- Bachelor's or Master's degree in Computer Science or related field.

- Strong proficiency in Java with solid experience in Spring Boot, RESTful APIs, and multithreading/concurrency.

- Understanding of quantitative trading concepts and statistical computation. Experience with relational databases and query optimization.

- Familiarity with distributed systems WebSocket messaging, and API gateway integration.

- Strong problem-solving skills, attention to detail, and ability to work in cross-functional teams.

- Experience with Python or C++ is a plus.

- Prior experience in financial technology or quantitative systems is preferred.

We are seeking a highly skilled Quantitative Developer to join our digital asset trading team in Singapore. The ideal candidate will design, implement, and maintain algorithmic trading strategies that focus on spot–futures arbitrage and other market-neutral opportunities across major cryptocurrency exchanges.

You will collaborate closely with our quantitative researchers, traders, and infrastructure engineers to build high-performance trading systems capable of executing in low-latency environments.

• Develop, test, and deploy automated trading strategies for cryptocurrency spot–futures arbitrage.
• Implement robust execution algorithms, order management, and risk control systems.
• Integrate APIs from major exchanges (e.g., Binance, OKX, Bybit, CME) and maintain real-time market data feeds.
• Optimize system performance, latency, and reliability in production environments.
• Conduct backtesting and performance analysis on large historical datasets.
• Work with team members to identify new quantitative opportunities and improve existing models.

• Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, or a related field.
• Strong programming skills in Python, C++, or Rust.
• Proven experience in quantitative or algorithmic trading, preferably in crypto or derivatives markets.
• Solid understanding of futures contracts, funding rates, basis spreads, and hedging mechanics.
• Experience with REST/WebSocket APIs and multi-threaded systems.
• Strong analytical, problem-solving, and debugging skills.
• Familiarity with Linux environments and version control (Git).

• Experience with market-making or delta-neutral strategies.
• Knowledge of high-frequency trading systems and distributed architecture.
• Prior exposure to risk management, portfolio optimization, or exchange connectivity.

The 0epsilon team is responsible for putting together a best-in-class mid-frequency trading platform. We are looking for an enthusiastic and talented Software Engineer to join our team. The ideal candidate thrives in ambiguous, fast-paced environments, is excited about building products from the ground up, has strong experience and proficiency in Python and Cython, and will be responsible for developing and maintaining our trading infrastructure.
Key Responsibilities
Participate in the design and implementation of our trading infrastructure from scratch
Collaborate with stakeholders to define technical requirements and architectural decisions
Write clean, well-documented code with appropriate test coverage
Participate in code reviews and contribute to technical documentation
Assist in troubleshooting and debugging production issues
Be on-call on a rotating basis
Help establish engineering best practices and coding standards
Mentor future junior team members as we scale
Take ownership of smaller projects and features from design to deployment
Requirements
Able to thrive in the crucible of an extremely fast-paced, demanding start-up like environment
Able to bear immense responsibility for high-stakes, large-scale production infrastructure
Highly proficient in machine learning, with preference towards deep-learning architectures
High proficiency in Python and proficient in Pytorch and Polars
Experience with SQL-like databases, such as Postgres and Clickhouse database is a plus
Experience with Cython in a performance sensitive environment is a plus
Some knowledge of financial markets and instruments is a plus
Create a Job Alert
Interested in building your career at AlphaGrep Securities? Get future opportunities sent straight to your email.
Apply for this job
*
indicates a required field
First Name *
Last Name *
Preferred First Name
Email *
Phone
Resume/CV
Enter manually
Accepted file types: pdf, doc, docx, txt, rtf
Enter manually
Accepted file types: pdf, doc, docx, txt, rtf
#J-18808-Ljbffr

QCP is Asia's leading digital asset partner, empowering clients to seamlessly integrate digital assets into their portfolios.
We offer a comprehensive range of solutions - from spot on/off ramping and fixed income strategies to vanilla options and bespoke exotics.
Driven by the vision to be the most trusted partner in digital asset markets, we provide innovative solutions that make digital assets a core component of every portfolio, balance sheet, and treasury.
Since our founding in 2017, we have witnessed the potential of digital assets to transform financial markets and the world at large. We exist at the centre of change, successfully navigating three market cycles and bridging institutional and crypto ecosystems.
We work to build trusted partnerships, putting client success and care at the heart of everything that we do.
Responsibilities
As a Quantitative Developer for a systematic trading firm, your role will be within a trading team that is building and maintaining the proprietary systems that the Relative Value Vol Arb group is using on a day-to-day basis.
Work within a small team of quant developers under direction from the product manager responsible for the trading strategies.
The daily tasks will centre on:
Developing risk management tools,
Maintaining and developing market adaptors + gateways,
Optimisation of trading signals and execution,
Writing and maintaining derivative pricing models, including calibration to market conditions.
Minimum Requirements
Bachelor's or Master's degree in computer science, engineering, or a related field.
At least 2 years experience working in a formal programming language. Knowledge in Java is an advantage but not a requirement.
Experience in developing trading systems and exchange gateway integrations.
Ability to work on derivatives pricing models.
The Environment We Offer
As a growing firm with a tightly-knit team, we respect and listen to all our employees. You will get the chance to make an impact by having your voice heard by everyone, including the management.
Our employees enjoy a high level of autonomy at work. We focus on substance, not form - as long as you can perform, you will be recognized and rewarded. We are also dedicated to supporting our staff and ensuring they develop holistically to maximize their potential in the long term.
We also provide flexible working arrangements as required and a casual and fun environment to boot!
#J-18808-Ljbffr

Overview
QCP is Asia's leading digital asset partner, empowering clients to seamlessly integrate digital assets into their portfolios. We offer a comprehensive range of solutions - from spot on/off ramping and fixed income strategies to vanilla options and bespoke exotics. Driven by the vision to be the most trusted partner in digital asset markets, we provide innovative solutions that make digital assets a core component of every portfolio, balance sheet, and treasury. Since our founding in 2017, we have witnessed the potential of digital assets to transform financial markets and the world at large. We exist at the centre of change, successfully navigating three market cycles and bridging institutional and crypto ecosystems. We work to build trusted partnerships, putting client success and care at the heart of everything that we do.
Responsibilities
As a Quantitative Developer for a systematic trading firm, your role will be within a trading team that is building and maintaining the proprietary systems that the Relative Value Vol Arb group is using on a day-to-day basis.
Work within a small team of quant developers under direction from the product manager responsible for the trading strategies.
Developing risk management tools
Maintaining and developing market adapters + gateways
Optimization of trading signals, and execution
Writing and maintaining derivative pricing models, including calibration to market conditions
Qualifications
Bachelor's or Master's degree in computer science, engineering, or a related field.
At least 2 years' experience working in a formal programming language. Knowledge in Java is an advantage but not a requirement.
Experience in developing trading systems and exchange gateway integrations.
Ability to work on derivatives pricing models.
Benefits
As a growing firm with a tightly-knit team, we respect and listen to all our employees. You will get the chance to make an impact by having your voice heard by everyone, including the management.
Our employees enjoy a high level of autonomy at work. We focus on substance, not form - as long as you can perform, you will be recognized and rewarded. We are also dedicated to supporting our staff and ensuring they develop holistically to maximize their potential in the long-term.
We also provide flexible working arrangements as required and a casual and fun environment to boot!
Job Details
Seniority level: Associate
Employment type: Full-time
Job function: Other
Industries: IT Services and IT Consulting
#J-18808-Ljbffr