Evolute - Executive Search Hiring! Full Time Quantitative Trader in - Ricebowl

We are pleased to be partnering a global trading firm to appoint a Quantitative Trader into their organisation. Specialising in high-frequency and systematic strategies, the client's offerings span equities, derivatives and other asset classes across major exchanges worldwide. They pride themselves on maintaining a flat, collaborative and results‑driven culture where good ideas and execution are valued over titles/tenures. This will be a good opportunity for someone who is intellectually keen and thrives in a fast‑paced environment in Singapore.

Job Description

You will work alongside researchers, traders and engineers, participating in the full lifecycle of strategy development – from research and backtesting to live deployment. Depending on your background and interests, your focus may include one or more of the following:

• Strategy Research & Modelling – using statistics, machine learning, and time‑series analysis to uncover market signals, build predictive models, and generate alpha.
• Live Trading & Risk Management – monitoring real‑time system performance, adjusting parameters, and managing risk across strategies.
• Systems Development & Infrastructure – designing and maintaining low‑latency execution platforms, data pipelines, backtesting engines, and performance optimisation.

In a high‑frequency environment, individuals who understand both strategy logic and system architecture are especially valuable.

The Successful Candidate

• Bachelor’s degree or higher in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related quantitative field (Master’s/PhD preferred for research‑heavy roles)
• Strong programming skills – proficiency in Python (research/analysis) or C++ (systems/low‑latency development)
• Solid foundation in probability, statistics, stochastic processes, and/or machine learning
• Experience handling large datasets (tick data, order books, alternative data)
• Familiarity with financial market structure and trading mechanics
• Genuine curiosity about financial markets and quantitative trading
• Analytical problem‑solving ability and rapid probabilistic reasoning under pressure
• Background in competitive programming / mathematics (IMO, ICPC, Kaggle) or a strong research/project portfolio is a plus
• Collaborative mindset – we value open communication and knowledge sharing within teams

The flat structure means your ideas and execution matter; individual contributions are visible and rewarded. Despite being physically based in Singapore, you are presented with an international platform with exposure to both Asian and European markets. Finally, the incoming will work alongside top‑tier engineers and researchers, pushing the boundaries of low‑latency and data science.

Janard Liew

Principal Consultant - Executive Search

Email: *************

Personnel Registration Number: R21100704