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Quantitative Trading Analyst - Job Opportunity at AlphaGrep Securities

Singapore, Singapore
Full-time
Entry-level
Posted: May 26, 2025
On-site
SGD 80,000 - 120,000 annually for entry-level positions, with significant performance bonuses potentially doubling total compensation. Mid-level analysts typically earn SGD 120,000 - 200,000 base, while senior positions can command SGD 200,000+ with substantial profit-sharing opportunities.

Benefits

Premium gym membership supporting physical wellness and work-life balance
Comprehensive health and wellness programs designed to maximize employee productivity and satisfaction
Generous vacation package enabling proper rest and recovery for high-performance roles
Fully stocked kitchen facilities providing convenient nutrition throughout intensive trading sessions
Regular team-building activities including yearly offsites fostering collaboration in high-pressure environments
Corporate sports teams promoting team cohesion and stress management

Key Responsibilities

Design and deploy sophisticated algorithmic trading strategies that directly impact firm profitability and market position across global exchanges
Lead comprehensive market microstructure analysis to identify alpha-generating patterns that provide competitive advantage in high-frequency trading
Execute critical post-trade analysis to optimize strategy performance and risk-adjusted returns
Collaborate with senior trading professionals to develop deep expertise in advanced financial modeling and institutional-grade risk management frameworks
Develop and maintain complex, high-performance code infrastructure that drives business growth and enhances global financial market efficiency

Requirements

Education

Bachelor's, Master's, or PhD in computer science, mathematics, financial engineering, and related fields from elite universities

Experience

All degree levels encouraged to apply

Required Skills

Brilliant problem-solving abilities Experience with data analysis, market research, and quantitative modeling A passion for financial markets and new technologies Programming experience as demonstrated through course work, research projects, or open source activities, preferably in Python The ability to manage multiple tasks in a fast-paced environment Strong English communication skills
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Sauge AI Market Intelligence

Industry Trends

The quantitative trading industry is experiencing unprecedented growth driven by increased market volatility and the proliferation of alternative data sources, creating substantial demand for analysts capable of extracting alpha from complex datasets. Firms are increasingly investing in machine learning and AI-driven strategies, requiring professionals who can bridge traditional quantitative finance with cutting-edge technology. High-frequency trading continues to dominate equity markets globally, with Asian markets particularly experiencing rapid technological advancement and increased algorithmic trading volumes. Singapore's position as a major financial hub makes it a critical location for firms seeking to capture opportunities across Asian time zones. Regulatory environments across global markets are becoming more sophisticated in their approach to algorithmic trading, creating demand for professionals who understand both the technical and compliance aspects of automated trading systems.

Role Significance

Typically part of a 5-8 person quantitative research team, working closely with 2-3 senior traders and collaborating with technology infrastructure teams of 10-15 professionals across the Singapore office.
This role represents a foundational position within the quantitative trading hierarchy, offering direct exposure to senior traders and systematic strategy development. While entry-level, the position carries significant responsibility for code development and strategy implementation that directly impacts firm profitability.

Key Projects

Development of multi-asset class trading algorithms spanning equities, fixed income, commodities, and foreign exchange markets Implementation of real-time risk management systems capable of monitoring positions across global exchanges Creation of backtesting frameworks for evaluating strategy performance across different market regimes Building alternative data integration pipelines to incorporate non-traditional information sources into trading models

Success Factors

Deep mathematical and statistical foundation combined with practical programming skills that enable rapid prototype development and production system implementation Ability to thrive in high-pressure, fast-paced environments where milliseconds matter and market conditions change rapidly throughout trading sessions Strong analytical mindset capable of identifying subtle patterns in large datasets while maintaining awareness of broader market dynamics and risk considerations Collaborative approach to working with senior professionals while demonstrating independent problem-solving capabilities and initiative in exploring new trading opportunities

Market Demand

Extremely high demand driven by the rapid digitization of financial markets and the critical need for quantitative expertise in an increasingly algorithm-driven trading environment.

Important Skills

Critical Skills

Python programming proficiency is essential as it serves as the primary language for strategy development, data analysis, and system integration in modern quantitative trading environments. The ability to write efficient, maintainable code directly impacts strategy performance and operational reliability. Quantitative modeling expertise forms the foundation for identifying profitable trading opportunities and managing risk effectively. Understanding statistical methods, time series analysis, and machine learning techniques is crucial for developing robust trading strategies. Problem-solving abilities are paramount in trading environments where market conditions change rapidly and systems must adapt quickly. The capacity to diagnose issues, optimize performance, and develop creative solutions under pressure directly impacts profitability.

Beneficial Skills

Experience with C++ or other high-performance languages for ultra-low latency system development and optimization Knowledge of market microstructure and electronic trading protocols to better understand execution dynamics and develop more effective strategies Familiarity with cloud computing platforms and distributed systems for handling large-scale data processing and strategy backtesting Understanding of derivatives pricing models and fixed income mathematics to support multi-asset class strategy development

Unique Aspects

Direct exposure to proprietary ultra-low latency trading systems that compete at the highest levels of technological sophistication in global markets
Opportunity to work across multiple asset classes and geographic markets from a single role, providing comprehensive exposure to global financial market dynamics
Access to significant trading capital and advanced risk management systems that enable implementation of sophisticated strategies typically reserved for the largest institutional players
Mentorship from senior traders with proven track records in systematic strategy development and market-making operations

Career Growth

Progression to senior analyst typically occurs within 2-3 years, with advancement to portfolio management or specialized research roles possible within 4-6 years for high performers.

Potential Next Roles

Senior Quantitative Analyst with increased strategy ownership and team leadership responsibilities Portfolio Manager overseeing dedicated trading books and risk allocation decisions Quantitative Researcher focusing on advanced modeling techniques and alternative data integration Trading Technology Lead managing the intersection between quantitative strategies and execution infrastructure

Company Overview

AlphaGrep Securities

AlphaGrep Securities represents a significant player in the quantitative trading space, having established itself as one of the largest firms by trading volume on Indian exchanges since its 2010 founding. The firm has successfully expanded its global footprint while maintaining its quantitative edge through proprietary ultra-low latency systems.

The company occupies a strong position in the competitive landscape of systematic trading firms, with substantial market share across multiple global exchanges indicating robust strategy performance and technological capabilities.
The Singapore office serves as a critical hub for Asian market operations, providing exposure to both developed and emerging market opportunities while benefiting from Singapore's favorable regulatory environment and time zone advantages for global trading.
The firm promotes a collaborative, intellectually stimulating environment that balances the intensity of quantitative trading with a flat organizational structure and emphasis on employee wellness, typical of successful technology-driven financial firms.
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