Editorial summary

The company is seeking an HFT Quant Trader based at Raffles Place with hybrid working arrangements. The role focuses on researching, developing, backtesting, and deploying quantitative trading strategies across areas such as market making, cross-exchange arbitrage, spot-perpetual/spot-futures arbitrage, statistical arbitrage, relative-value trading, short-term alpha strategies, and tokenised asset markets. The position is permanent, with a five-day work week (Mon–Fri, 9:00am–5:00pm) and compensation including a basic salary up to SGD 5,000 plus commissions and a variable bonus. Specific qualifications or requirements were not listed in the job description.

This summary is AI-generated and may contain inaccuracies. Please refer to the full job description below.

Job description

[This job https://singapore.job-q.com/jobs/detail/hft-quant-trader-10279-39126 first appeared in Job-Q.com on 20 Oct 2026]

Job Description

• Industry/ Organization Type: Financial Services
• Position Title: HFT Quant Trader
• Working Location: Raffles Place (Hybrid)
• Working Hours: 5 days (Mon-Fri: 9.00am - 5.00pm)
• Salary Package: Basic salary up to $5,000 + Commissions + Variable Bonus
• Duration: Permanent Role

Key Responsibilities

• Research, develop, backtest, and deploy quantitative trading strategies.
• Develop strategies across areas such as Market Making, Cross-Exchange Arbitrage, Spot-Perpetual / Spot-Futures Arbitrage, Statistical Arbitrage, Relative-Value Trading, Short-Term Alpha Strategies and Tokenised Asset Market Making.
• Analyse market data, including order books, trades, funding, and position data, to identify trading opportunities.
• Build and improve backtesting and simulation models considering transaction costs, market impact, latency, and execution factors.
• Work with developers and infrastructure teams to implement trading strategies into production systems.
• Optimise execution logic, risk controls, position sizing, and portfolio performance.
• Monitor live trading strategies and improve profitability, scalability, and reliability.
• Develop risk management frameworks, including position limits and exposure controls.
• Stay updated on quantitative trading, market structure, DeFi, tokenised assets, and trading technologies.

APPLY NOW!!!

• Bachelor’s degree or higher in Mathematics, Statistics, Physics, Computer Science, Engineering, Financial Engineering, Economics, or related quantitative fields.
• Minimum 5 years of quantitative trading or research experience in proprietary trading firms, hedge funds, market makers, investment banks, or similar environments.
• Proven experience developing and managing systematic trading strategies with live trading performance.
• Strong knowledge of market microstructure, order books, execution methods, and trading costs.
• Strong quantitative and statistical research skills.
• Proficient in Python for research, data analysis, backtesting, and strategy development.
• Familiarity with C++ and low-latency trading systems is an advantage.

Kindly apply through ANY of the following methods:

• Submit your application by clicking the APPLY button;
• Email your resume to . Please indicate #10279 on the email subject.

Anradus Application Policy: We value each application and ensure every resume is reviewed. Our process is efficient, typically concluding within 3 working days. If you do not receive communication from us within this timeframe, it's likely that your application has not been shortlisted by our client. In such cases, we recommend continuing your job search to maximize your opportunities.

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