52 Trading Strategies jobs in Singapore

As a member of STS trading desk, you will be responsible for developing, implementing and managing quantitative trading strategies across global markets with specific focus on APAC markets. You will closely work with sales and structuring to identify opportunities and with infrastructure teams to optimize and automate executions. You will drive the growth of the reinsurance business by leading pricing, risk management and ongoing oversight of reinsurance transactions.

Job responsibilities

• Partner with sales/structuring to design and deliver client-focused systematic investment/hedging solutions, driving the process from product ideation to platform implementation.

• Responsible for firm’s offering in reinsurance space from risk management perspective

• Work closely with technology team to enhance risk management and execution tools with sharp focus on control aspect

• Grow business revenue and franchise for QIS products across asset classes

• Ensure that all activities and duties are carried out in full compliance with regulatory requirements, firm wide risk framework, and internal policies

Required qualifications, capabilities and skills

• Bachelor’s Degree in Finance, Economics or other related disciplines

• Minimum 5 years of relevant experience in trading/structuring of QIS products

• Experience in pricing/structuring/risk management of reinsurance products

• Ability to collaborate with global teams on strategic initiatives and to effectively prioritize and allocate resources to maximize impact

• Strong awareness of market structure changes and the impact of regulation

• Strong communication skills, especially around complicated concepts

• Able to work in a pressured environment; tenacious & self-motivated

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We are seeking a highly motivated and detail-oriented Research Assistant to support the Principal Investigator in research projects related to Biostatistics and Modelling.

The successful candidate will work on a project studying infectious disease dynamics and impact of control using mathematical and statistical models. The role will involve working on research projects in Asia, analyzing data using statistical and mathematical modelling techniques, writing reports and presentations, and publishing results and findings in peer-reviewed journals.

This is an excellent opportunity for individuals with a strong background in Computer Science, Mathematics, Statistics, Engineering, Physics, or Biomedical/Life Sciences to gain valuable experience and contribute to cutting-edge research in public health.

• Hold a Bachelor's Degree in Computer Science, Mathematics, Statistics, Engineering, Physics, or Biomedical/Life Sciences.
• Have excellent written and verbal communication skills.
• Be able to work effectively with colleagues to achieve team goals.
• Have good proficiency in Statistical software (R).

The successful candidate will have the opportunity to work on a dynamic and diverse team, gain hands-on experience in research and analysis, and develop their skills in statistical modelling and data analysis.

Recruitment is open immediately, and applications will be considered until the position is filled. Interested candidates should submit their CV, three named references, and any additional supporting documents via email. For further enquiries, please contact Dr Hannah Clapham at (email address).

We are seeking a highly skilled Quantitative Researcher to join our team. As a key member of the organization, you will be responsible for developing and applying technical strategies using quantitative and machine learning methods to meet business goals.

The ideal candidate will have a strong background in a quantitative field such as Mathematics, Statistics, Economics, or Quantitative Finance, with at least 3 years of experience in financial quantitative research roles. They will also possess hands-on experience with machine learning tools like TensorFlow and PyTorch, as well as expertise in developing NLP models for financial use.

In this role, you will work closely with the CEO and technical team to drive research projects and improve systems. You will provide expert advice on quantitative analysis and algorithm design, and lead the development and back-testing of quantitative and fundamental strategies. Additionally, you will work with team members to develop and improve AI tools for market prediction and portfolio optimization.

The successful candidate will have a Master's degree in a quantitative field, and excellent programming skills in languages such as Python, C++, Java, MySQL, Matlab, R, and Latex. They will also be able to communicate complex ideas effectively and work collaboratively in a team environment.

Join to apply for the Research Analyst/ Associate/ Fellow in Database and Quantitative Analysis role at National University of Singapore .

1 hour ago Be among the first 25 applicants

Join to apply for the Research Analyst/ Associate/ Fellow in Database and Quantitative Analysis role at National University of Singapore .

The Role

The Sustainable and Green Finance Institute (SGFIN) is a new university-level research institute in the National University of Singapore (NUS), jointly supported by the Monetary Authority of Singapore (MAS) and NUS. SGFIN aims to develop deep research capabilities in sustainable and green finance, provide thought leadership, and shape sustainability outcomes across the financial sector and economy.

This role is suitable for those interested in academic or industry research in finance, especially in quantitative analysis. Responsibilities include designing and developing smart databases of unstructured and non-traditional information related to corporate environmental and social impacts.

There are no teaching obligations, and the candidate can develop their research portfolio.

Duties and Responsibilities:

• Design research projects in collaboration with institute directors and research affiliates.
• Manage and deliver research projects within deadlines and budgets, ensuring quality and targets are met.
• Identify resources and prepare high-level project plans.
• Develop data collection and storage frameworks.
• Collect data from various sources and perform quantitative analyses, including textual and graphical analysis.
• Develop accessible databases for internal and external use.
• Monitor project progress and ensure smooth completion.
• Manage stakeholder collaborations, providing progress updates and deliverables.
• Prepare results for industry communications, presentations, and academic publications.
• For Research Fellow: guide and supervise research staff.
• Support SGFIN activities and objectives.

Requirements:

• Degree in computing, information systems, economics, finance, or related fields; bachelor's required, master's preferred, PhD for Research Fellow.
• Understanding of financial sector, markets, and corporate financial statements preferred.
• Strong knowledge in quantitative analysis and programming, including textual and graphical analysis.
• Experience in database design and management preferred.
• Proactive problem-solving, good time management, and project management skills.
• Ability to handle multiple projects, adapt to change, and work collaboratively.
• Excellent communication and interpersonal skills, with leadership qualities.

• Seniority level: Not Applicable
• Employment type: Full-time
• Job function: Research, Analyst, and IT
• Industries: Higher Education, Education Administration, Strategic Management

Referrals increase your chances of interviewing at NUS by 2x. Get notified about new Research Analyst jobs in Singapore.

Research Analyst/ Associate/ Fellow in Database and Quantitative Analysis

Join to apply for the Research Analyst/ Associate/ Fellow in Database and Quantitative Analysis role at National University of Singapore .

Research Analyst/ Associate/ Fellow in Database and Quantitative Analysis

1 hour ago Be among the first 25 applicants

Join to apply for the Research Analyst/ Associate/ Fellow in Database and Quantitative Analysis role at National University of Singapore .

The Role

The Sustainable and Green Finance Institute (SGFIN) is a new university-level research institute in the National University of Singapore (NUS), jointly supported by the Monetary Authority of Singapore (MAS) and NUS. SGFIN aims to develop deep research capabilities in sustainable and green finance, provide thought leadership, and shape sustainability outcomes across the financial sector and economy.

This role is suitable for those interested in academic or industry research in finance, especially in quantitative analysis. Responsibilities include designing and developing smart databases of unstructured and non-traditional information related to corporate environmental and social impacts.

There are no teaching obligations, and the candidate can develop their research portfolio.

Duties and Responsibilities:

• Design research projects in collaboration with institute directors and research affiliates.
• Manage and deliver research projects within deadlines and budgets, ensuring quality and targets are met.
• Identify resources and prepare high-level project plans.
• Develop data collection and storage frameworks.
• Collect data from various sources and perform quantitative analyses, including textual and graphical analysis.
• Develop accessible databases for internal and external use.
• Monitor project progress and ensure smooth completion.
• Manage stakeholder collaborations, providing progress updates and deliverables.
• Prepare results for industry communications, presentations, and academic publications.
• For Research Fellow: guide and supervise research staff.
• Support SGFIN activities and objectives.

Requirements:

• Degree in computing, information systems, economics, finance, or related fields; bachelor's required, master's preferred, PhD for Research Fellow.
• Understanding of financial sector, markets, and corporate financial statements preferred.
• Strong knowledge in quantitative analysis and programming, including textual and graphical analysis.
• Experience in database design and management preferred.
• Proactive problem-solving, good time management, and project management skills.
• Ability to handle multiple projects, adapt to change, and work collaboratively.
• Excellent communication and interpersonal skills, with leadership qualities.

Additional Details

• Seniority level: Not Applicable
• Employment type: Full-time
• Job function: Research, Analyst, and IT
• Industries: Higher Education, Education Administration, Strategic Management

Referrals increase your chances of interviewing at NUS by 2x. Get notified about new Research Analyst jobs in Singapore.

Algorithmic Trading Support Specialist

We are seeking a highly detail-oriented individual to support our algorithmic trading desk during European trading hours. The ideal candidate will be responsible for monitoring live trades, ensuring strategies operate smoothly and within defined parameters.

About BestEx Research
BestEx Research is a financial technology and research firm specializing in building sophisticated execution algorithms and transaction cost modeling tools servicing multiple asset classes. The firm provides high-performance algorithmic execution services to hedge funds, CTAs, asset managers, and banks through a traditional electronic broker and in a broker-neutral Software as a Service (SaaS) model.
Its cloud-based platform, Algo Management System (AMS), is the first end-to-end algorithmic trading solution for equities and futures that delivers an entire ecosystem around execution algorithms, including transaction cost analysis (TCA), an algorithm customization tool called Strategy Studio, a trading dashboard, and pre-trade analytics in a single platform. The platform is currently live for U.S., Europe, and Canadian equities and global futures trading.
BestEx Research is disrupting a $100 billion industry by challenging the status quo of stale, black-box solutions from banks and offering next-generation execution algorithms that combine performance improvement with transparency and customization. BestEx Research uses leading-edge technology to support its low-latency, highly scalable research and trading systems, with its backend in C++, research libraries in C++/Python and R, and web-based technologies for delivering its front-end platforms.
BestEx Research’s mission is to become the leader in automation and measurement of execution across asset classes globally and significantly reduce transaction costs for our clients.
Visit bestexresearch.com for more information about our mission, products, research, and services.
Why Join Us?
BestEx Research’s Bangalore office is not an “offshore center.” It’s a core engineering and research hub—working on the exact same problems and projects as our U.S. team. You’ll be part of the global brain trust, solving some of the hardest problems in trading, systems, and data science.
What You’ll Love:
· Zero bureaucracy, zero silos—engineers directly collaborate with traders, researchers, and the management team.
· Direct ownership of subsystems.
· Daily opportunity to learn from pioneers in HFT, low-latency systems, and algo trading.
· A high-trust environment, where performance speaks louder than hierarchy.
· Competitive compensation in India, including equity and cash bonuses.
· Ability to transition between various teams and projects, whether related to trading systems, algorithmic trading or system tooling
· 5-week structured training program:
o Market microstructure and trading mechanics
o Algorithmic execution and strategy design
o Exchange simulators and performance testing
o Market data systems and real-time analytics
o Hands-on exercises using production research data
· Continuous professional development, with refresher courses, advanced sessions, and on-demand training tailored to your growth.
· Global exposure: Opportunities to collaborate with, visit, or relocate to our U.S., Singapore, or London offices, based on performance and business needs.
Your Role: Build What Most Engineers Never Get to Touch
You’ll be part of a lean, focused team building ultra-low-latency trading systems, real-time exchange simulators, execution algorithms, and alpha forecasting models. Our engineers own the stack—from C++ nanosecond-sensitive infrastructure to Python-based research platforms.
This role is ideal for someone who thrives at the intersection of research and engineering—comfortable building systems, testing hypotheses, and working directly with data that moves markets.
What You’ll Work On
Designing and developing system architecture :
· Core trading systems and algorithmic trading frameworks
· High-performance execution algorithms for global markets
· Exchange simulators and tick-level backtesting frameworks
· Market data adaptors and exchange connectivity adaptors
Building from scratch :
· Trading systems for new asset classes and execution algorithms
· Performance optimizations for low-latency, high-throughput systems
Enhancing existing systems :
· Add support for new features and improve scalability and reliability
Collaborating closely with :
· A global team of quants, traders, and senior engineers to design cutting-edge solutions
Analyzing and optimizing system performance :
· Across application, OS, and hardware layers to achieve industry-leading performance
· Work primarily with C++17 in a high-impact, low-bureaucracy environment
You Should Have:
· Bachelor’s or Master’s from a top-tier CS or Engineering program (IIT/NIT/BITS preferred but not required)
· At least 5+ years software development experience with C++
· Expert-level knowledge of C++ and excellent software design skills
· Expert-level knowledge of TCP/IP and multithreading
· Excellent problem solving and analytical skills
· Excellent communication skills and ability to articulate ideas
· An attitude of constant curiosity and growth, as well as the ability and desire to mentor others
· While domain experience is a plus, we welcome strong engineers from other industries
Bonus Points For
· Database optimization and experience with research or market data pipelines
· Prior work on trading platforms, FIX engines, or exchange protocols
· Contributions to open-source C++/Python performance tools, ability to work with large datasets
· Prior experience developing trading systems or execution algorithms
· Knowledge of relational databases, database optimizations, and SQL.
· Experience with Python/R
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• As a team lead, you will oversee a team of quantitative professionals, driving research and analysis on a diverse range of external fund managers and investment strategies in delivering high-impact insights and tools that strengthen and inform the investment decision-making process.
• To develop the team’s expertise in leveraging data, quantitative techniques, and AI/ML methodologies to deliver comprehensive, data-driven insights and evidence-based recommendations.
• To enhance and innovate across various stages of the investment process by applying quantitative and AI/ML tools, thereby expanding our capabilities in scale, depth, and performance. Additionally, you will contribute to the broader organization by sharing analytical tools and data-driven insights, fostering collective domain expertise.

Responsibilities:

• Serve as a strategic thought partner to department and investment leaders, leveraging data, quantitative techniques, and AI/ML methods to enhance investment processes, shape the department’s analytical capabilities, and conduct research focused on capital allocations, portfolio construction, optimization, and risk management.
• Lead and manage quantitative research and analysis across the entire investment process, from manager screening and selection to strategy due diligence and portfolio construction, ensuring high research quality and timely delivery.
• Oversee and govern the implementation of models, analysis, and tools to ensure alignment with best practices and team-wide infrastructure, while managing the team's model and analytics operations.
• Facilitate the sharing and cross-pollination of quantitative applications, analysis, and tools across departments, while providing macro-level insights to the team.

Qualifications:

• Master’s or Doctoral degree in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, Engineering, or Economics.
• 8-12 years of relevant experience in quantitative research and analysis, with a strong emphasis on applying quantitative methods and AI/ML techniques in capital allocation, portfolio construction, optimization, and sk management.
• • Experience in a fund allocator environment is highly desirable, along with a solid understanding of macroeconomic trends, credit and equity investing, and capital markets, complemented by exceptional communication skills to effectively understand, influence, and secure buy-in from stakeholders.
• Proficiency in programming languages such as R or Python, along with SQL.

This is in partnership with the Employment and Employability Institute Pte Ltd (“e2i”).

e2i is the empowering network for workers and employers seeking employment and employability solutions. e2i serves as a bridge between workers and employers, connecting with workers to offer job security through job-matching, career guidance and skills upgrading services, and partnering employers to address their manpower needs through recruitment, training, and job redesign solutions. e2i is a tripartite initiative of the National Trades Union Congress set up to support nation-wide manpower and skills upgrading initiatives.

By applying for this role, you consent to GMP Technologies (S) Pte Ltd’s PDPA and e2i’s PDPA.

For more information, please visit to and search for Job Reference: QXX859VR

We regret that only shortlisted candidates will be notified.

GMP Technologies (S) Pte Ltd | EA Licence: 11C3793 | Tang Lee Ling | Registration No: R1106845

To ensure seamless transactions across multiple asset classes, including Equity, Options, Derivatives, FX, and Commodities, this role oversees the clearing and settlement processes. Ensuring accurate reconciliation of positions and cash reduces operational risk.

• Collaborate with internal teams and external exchanges to resolve issues and drive continuous improvement.
• Act as a subject matter expert, implementing new processes to enhance overall performance.

• Strong understanding of financial markets, regulations, and risk management practices.
• Excellent communication and problem-solving skills.
• Ability to work in a fast-paced environment and prioritize tasks effectively.

• Competitive compensation package.
• Opportunities for professional growth and development.
• A dynamic and supportive work environment.