Job Description

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.