Quantitative Developer (Python), Systematic Hedge Fund, Singapore

Key Responsibilities:

• Implement and optimize systematic trading strategies across asset classes
• Troubleshoot and resolve live trading system issues under tight deadlines
• Collaborate with quantitative researchers to productionize financial models

Technical Requirements:

• 3-7 years of experience in quantitative development or research
• Master's degree or higher in Quantitative Finance, Mathematics, Physics, Computer Science or related field
• Expert Python programming (NumPy, Pandas, SciPy) with experience in quantitative libraries
• Strong SQL skills for working with large financial datasets
• Experience with quantitative modeling including yield curve construction, volatility surface modeling, statistical arbitrage techniques, and factor-based portfolio construction
• Familiarity with trading systems and protocols (FIX, SWIFT) and mathematical optimization techniques
• Experience with version control (Git) and CI/CD pipelines

Preferred Additional Skills:

• MATLAB/R for quantitative analysis, machine learning techniques in finance, market microstructure knowledge, or cloud computing experience (AWS/Azure)

BAH Partners specialize in placing the leading technology and quantitative talent into Asia Pacific’s premier financial and technology-driven organizations. If you would like more information, or to confidentially discuss your career options, please contact me at pascal.snelling@bahpartners.com.