full-time
HFT futures Quant researcher
Durlston Partners
- Employer
- Durlston Partners
- Location
- Singapore
- Working pattern
- on-site
About the role
Research predictive signals using tick-level market and order book data, and develop and backtest high-frequency futures strategies while accounting for execution costs, latency, and fill assumptions. Monitor live performance, refine models as market conditions change, and collaborate with traders and engineers to deploy research and improve execution. Candidates should have experience researching high-frequency or short-horizon systematic futures strategies, a strong understanding of market microstructure and order book dynamics, and strong quantitative and statistical skills. Proficiency in Python or a similar research language is expected; C++ and experience taking signals from research through production trading are advantageous.