Alpha-Driven Quant Strategies PM

Selby Jennings is seeking a high-frequency strategy specialist in Singapore to join a leading systematic trading firm with fully built-out, low-latency infra and risk controls. You will focus on CME futures alpha, translating research ideas into live, latency-sensitive trading and contributing to a scalable book in a PM track, supported by mature...

Role:-Construct proprietary algorithms designed to capture alpha by applying research models derived from mathematical and statistical computationsWork closely with analysts, developers and traders to ensure trading strategies are executed correctlyRe quirements:-Excellent investment track record with defined risk framework and parametersExpertise in alpha...

TikTok is offering a Risk Strategy Product Manager Graduate position for a 2027 start in Singapore. You will join the BRIC team to develop risk governance and AI-powered risk defense capabilities across global markets.The role emphasizes data-driven product strategies, collaboration with engineering and cross-functional partners, and ongoing evolution of...

DRW is seeking a Quantitative Researcher to advance alpha generation and model development for mid-frequency equity statistical arbitrage strategies. You will collaborate with the Portfolio Manager and team across data processing, feature engineering, backtesting, and live deployment. The role demands 2–8 years in quant equities, strong Python skills,...

Selby Jennings represents a strong quant platform expanding its fundamental-driven equity alpha capability. This role offers ownership of signal research end-to-end, blending fundamental insight with quantitative rigour.You will build alpha signals, research across frequencies, and cover A-shares or other global markets based on your background. The...

DV Trading LLC, a leading proprietary trading firm, is seeking an experienced trader to deploy and scale profitable strategies on its advanced platform. The role offers autonomy, access to capital, and a high-performance environment focused on alpha generation across asset classes.You will independently manage and optimize trading models, take ownership of...

Caladan is seeking a Quant Trader to design, implement, and manage systematic trading strategies across digital asset markets. You will work with trading, research, and technology teams to identify alpha opportunities, refine pricing and execution models, and manage risk across the firm’s portfolio.The role involves deploying strategies across multiple...

Caladan is seeking a Quant Trader to design, implement and manage systematic trading strategies across digital asset markets. You will work closely with trading, research, and technology teams to identify alpha opportunities, refine pricing and execution models, and manage risk across the firm's portfolio. What You Will Be Doing: Deploy and refine...

Millennium Management LLC seeks a Quantitative Researcher for a London-based team focusing on systematic equity strategies with an Asia tilt. The role involves data-driven idea generation, model implementation, backtesting, and live risk assessment across Asia markets. Qualified candidates have a Master’s degree in a quantitative field and 1–3 years...