Sector: Algorithmic Trading / Digital Asset Derivatives

Salary: Competitive Base + Performance Bonus

Location: Singapore (Onsite, relocation provided)

About the Company

Our client is a fast-growing algorithmic trading firm trading digital asset derivatives and spot globally, 24/7. Crypto offers abundant data, novel microstructure and one of the shortest loops between research idea and live PnL in finance.

The Role

This is a senior, hands-on research seat on the Singapore trading floor. You’ll own a research agenda end to end, covering price prediction, signal, execution and anomaly detection models, from hypothesis and feature engineering through backtesting to live deployment. You’ll set research direction with traders and mentor less experienced researchers.

Requirements

• 4+ years of quant research or applied ML with models taken into live trading.
• Strong academic background in maths, physics, statistics, CS or ML.
• Fluency in Python and the ML stack (PyTorch/TensorFlow, scikit-learn, NumPy, pandas).
• Deep grasp of overfitting, validation design and feature engineering.
• Production-grade coding instincts.

Nice to Have

• Live trading track record, ideally in crypto derivatives.
• Experience mentoring or leading researchers.
• Familiarity with market microstructure and derivatives pricing.

Why Join?

• Own and set the direction of your research agenda.
• Base plus strong performance bonus, with the opportunity to invest in the trading fund.
• Full relocation package for internationals.
• Daily meals, gym reimbursement and regular team trips abroad.
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If this sounds like you, apply direct or send your CV to nickroostan@albertbow.com

Best,

#LI-NR1