Quantitative Execution Trader - Electronic Trading & Systematic Strategies

Role Overview

A leading systematic investment firm is seeking a Quantitative Execution Trader to join its Singapore execution trading function. In this position, you will help improve how systematic strategies are implemented by combining electronic trading expertise, quantitative analysis, and a strong understanding of market microstructure.

You will work alongside quantitative researchers and portfolio managers to raise execution quality, study trading behaviour, reduce transaction costs, and support better strategy outcomes across global markets. The role is highly practical and sits at the intersection of electronic trading, research, and execution improvement within a collaborative investment setting.

What You Will Do

• Carry out and refine the execution of systematic trading strategies across global markets so investment decisions are implemented efficiently.
• Study execution performance, liquidity conditions, market microstructure, and order flow patterns using quantitative methods.
• Measure transaction costs, slippage, market impact, and execution quality to uncover areas where trading can be improved.
• Build quantitative tools, models, and analytics that strengthen execution workflows and overall trading results.
• Investigate short-horizon signals and execution-focused opportunities that can add value to systematic strategies.
• Partner closely with quantitative researchers, portfolio managers, and technology teams to improve trading infrastructure and capabilities.

Candidate Profile

The ideal candidate has experience in quantitative trading, electronic trading, market making, or institutional trading, preferably gained at a proprietary trading firm, systematic hedge fund, or electronic trading team. A solid grasp of market microstructure, liquidity, order flow, and execution behaviour is important, along with practical exposure to electronic or algorithmic trading.

Strong programming ability in Python and/or C++ is required, especially for working with large datasets and building quantitative solutions. You should also bring strong analytical thinking, problem-solving ability, and clear communication skills. Experience with traditional markets such as equities, futures, options, FX, rates, or similar institutional asset classes is preferred.

Additional Information

This role is based in Singapore and is open only to candidates who are currently working in Singapore and already hold valid work authorisation. All applications will be handled in strict confidence. While every application is appreciated, only shortlisted candidates will be contacted.