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GRIT

Quant Developer

GRIT

Singapore • Vollzeit

Bewerben Sie sich als Erste/r!

Erfahrung
Up to 1 yrs
Gehalt
Stellenangebote
1
Veröffentlicht
vor 1 Stunde
Work mode
Im Büro
Ausbildung
B.Tech
Eligibility
Fresh graduates or final-year students from the 2025 or 2026 graduating class who studied Computer Science, Mathematics, Statistics, Physics, or Financial Engineering and can work in English and Chinese.
Resume
Required to apply

Where you'll work

Stellenbeschreibung

Role overview

This position is with a growing quantitative fund in Singapore that already has live strategies in production and is steadily increasing assets under management. The team is looking to expand with a fresh graduate who is excited about quantitative finance, comfortable in a demanding environment, and eager to learn directly from portfolio managers and senior engineers.

What the role involves

  • Building and supporting trading systems, trading operations workflows, alpha factor research, portfolio optimization tools, and backtesting frameworks.
  • Working with Level 1 and Level 2 tick data, fundamental datasets, and alternative data sources.
  • Helping with live strategy changes and ongoing risk monitoring.
  • Developing production-ready software in Python and C++.

Learning path

The role is expected to progress quickly: during the first 1 to 3 months, you will learn the trading environment through hands-on work with PMs and senior developers while assisting with system operations and development, alongside daily quant paper reading and coding tasks. From month 3 to 6, you will move into live strategy support and begin taking on real performance pressure while contributing code and strategy ideas. After 6 months, you may take ownership of a small strategy area or system component independently.

Who should apply

  • Final-year students from the 2025 or 2026 graduating class with a background in Computer Science, Mathematics, Statistics, Physics, or Financial Engineering from a top university.
  • Candidates with strong Python skills, especially using NumPy and pandas, or solid C++ skills.
  • Applicants who can communicate in both English and Chinese to work smoothly with teams across Asia-Pacific and North America.
  • Prior internship exposure at quant hedge funds, mutual fund quant teams, prop trading desks, or international hedge funds is a strong advantage.
  • Achievements in Kaggle, CMIMC, mathematical modeling, NOI, or ICPC are also highly valued.

Additional notes

The environment is described as fast-moving and high intensity, with frequent feedback and significant growth potential for candidates who enjoy quantitative problem-solving and can adapt quickly. The team values people who are genuinely motivated by quant finance, comfortable working with multicultural colleagues, and able to learn rapidly under close mentorship.

Lassen Sie es so, wenn Sie eine Antwort wünschen – wir werden es für nichts anderes verwenden.

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