Who we are

About Stripe

Stripe is a financial infrastructure platform for businesses. Millions of companies—from the world’s largest enterprises to the most ambitious startups—use Stripe to accept payments, grow their revenue, and accelerate new business opportunities. Our mission is to increase the GDP of the internet, and we have a staggering amount of work ahead. That means you have an unprecedented opportunity to put the global economy within everyone’s reach while doing the most important work of your career.

About the team

As an Account Executive, Cross Border, Greater China, at Stripe, you will drive Stripe’s future growth engine by building relationships with prospective users and turning them into happy Stripe users.

What you’ll do

Responsibilities

• Own a named account list and develop account plans for winning and expanding business with mid market and enterprise companies in the Greater China region
• Develop outbound strategies to create and nurture opportunities
• Own the full sales cycle from lead to close for upper middle market and enterprise companies
• Develop relationships with executive stakeholders at new and existing clients
• Work with company leaders from multiple functions (e.g., Engineering, Product, and Finance) to lead complex product workshops and financial analyses
• Lead and contribute to team projects to develop and refine our sales process
• Engage with Product and Engineering teams to help drive product strategy
• Build a compelling partner strategy for your key accounts, engage with the channel team and lead the joint sales approach.

Who you are

You are an adept salesperson, capable of engaging in business-level and technical conversations at multiple levels of the organization, including the CTO, COO, and CFO. You have experience working with mid market and enterprise companies. You have an in-depth understanding of the buyer journey and can lead a complex, multi-party sale in a highly consultative manner. You are used to building value in competitive situations and enjoy working on products that require deep product understanding, combined with technical knowledge. You are naturally analytical and enjoy digging into business models and helping businesses quantify their investment decisions. You get excited about prospecting, and are capable of independently leading a sales cycle from start to finish. Finally, you enjoy building – you like to actively participate in the development of our sales process, the articulation of our value proposition, and the creation of key tools and assets.

If you’re motivated, smart, persistent, and a great teammate, we want to hear from you!

We’re looking for someone who meets the minimum requirements to be considered for the role. If you meet these requirements, you are encouraged to apply. The preferred qualifications are a bonus, not a requirement.

Minimum requirements

• 8+ years of software sales experience selling to large users in GCN market, preferably at a technology company, with a track record of top performance
• Ability to understand the Stripe API and build great relationships with highly technical customers
• Ability to understand complex requirements and craft custom solutions
• Strong analytical and quantitative capabilities including comfort with basic modeling
• Superior verbal and written communication skills in both English & Mandarin is required for this role, as it involves working primarily with companies from the Greater China region
• Deep understanding of the China cross border business landscape
• Ability to operate in a highly ambiguous and fast-paced environment
• Strong interest in technology

Preferred requirements

• Prior experience at a growth stage Internet / Software company

Intro

The Markets Team sits at the intersection of institutional asset issuance and onchain liquidity operations within the M0 ecosystem. The team operates the infrastructure that transforms real-world collateral, such as U.S. Treasuries or tokenized money market funds, into M0-powered stablecoins: programmable, composable digital dollars used by builders across DeFi and beyond. The team operates and grows M0's liquidity orchestartion layer and partner flows across the growing network of issuers and stablecoin partners. The Markets Team is a critical bridge between institutional-grade financial infrastructure and the onchain economy and is now scaling into the future.

About the Role

This is a hands-on operations role with a strong emphasis on governance, risk, and compliance. You’ll manage core workflows from minting and redemption to onboarding, reconciliations, and AML operations, while building the structures that ensure MXON operates with institutional rigor and audit and licensing readiness.

You’ll join at a formative stage where your ideas and systems design will directly shape next-generation financial infrastructure. We’re looking for someone who combines the discipline of traditional finance with the agility of digital assets, and who thrives on bringing structure to dynamic environments.

Working closely with Finance, Legal, and external partners, you’ll support audit preparation, risk assessments, and compliance planning. The role begins as an individual contributor but offers a clear path to build and lead a team as we scale globally and deepen our regulated footprint.

Based in the Americas (excluding the US) or Asia, this role covers a 11 AM–7 PM PT shift and works closely with global teams across regions.

What You’ll Do

• Serve as a front-line operational point of contact for partners and counterparties, supporting onboarding, trade flows, and issue resolution. Comfortable managing real-time operational internal and external queries while maintaining a high standard of accuracy and control.
• Execute and oversee core operational workflows, including mint/redemption processing, onboarding, and reconciliations and manage AML and transaction monitoring. Drive continuous process improvement and automation, embedding scalable best practices and controls into daily operations.
• Codify existing operational practices into auditable policies, procedures, and control frameworks, integrating traditional financial best practices within a crypto-native operating model.
• Partner with Finance, Compliance and Legal on audit readiness, risk assessment, and governance reporting.
• Contribute to system and process design to ensure operational integrity, audit trails, and reporting functionality.
• Identify and mitigate non-quantitative risks, maintaining structured risk registers and improvement plans.
• Support regulatory and audit preparations, maintaining clear documentation and control evidence.
• Interface externally with auditors, counterparties, and service providers as MXON’s operational and compliance representative.

Qualifications

• Minimum 5 years of experience in operations, compliance, internal audit, or risk within a regulated financial institution.
• Experience or strong interest in crypto, tokenized finance, or digital assets. Basic understanding of blockchain infrastructure and crypto businesses.
• Deep understanding of operational processes, embedded controls, and compliance best practices, with a pragmatic drive to refine and scale them.
• Strong capability in writing and maintaining formal documentation (policies, SOPs, control frameworks).
• Balanced skill set - able to both execute day-to-day operations and design processes with attention to detail and control rigor.
• Comfortable operating in a client-facing capacity — able to manage external requests, communicate clearly under time pressure, and balance responsiveness with control discipline
• Cross-functional collaboration experience across product, engineering, and corporate/control functions to deliver complex operational initiatives.
• Strong communication and stakeholder management skills - able to navigate between operational detail and strategic discussion, and build alignment with auditors, partners, and customers.
• Fluent in English

Skills & Attributes

• Problem Solver: Approaches issues analytically and proactively, turning ambiguity or friction points into clear, executable solutions that improve efficiency and control.
• Risk-Aware: Proactively identifies and mitigates operational, counterparty, and compliance risks, maintaining a strong control mindset.
• Detail-Oriented and Reliable: Holds a high bar for accuracy, documentation quality, and follow-through.
• Strategic and Systems Thinking: Connects day-to-day execution to long-term operational resilience and organizational goals.
• Collaborative: Works effectively across teams and time zones, contributing to a culture of openness and shared accountability.
• Builder Mentality: Sees beyond process to outcomes: designs and improves systems that make operations smarter, faster, and more resilient to deliver value to customers while remaining willing to engage directly with the underlying workflows and partner interactions that power those systems.
• Hands-On Operator: Comfortable diving into day-to-day operational detail, including time-sensitive workflows and partner requests. Willing to own both structured processes and ad hoc issues, ensuring smooth execution even in ambiguous or evolving environments.

Benefits

• Competitive compensation including a token grant
• Comprehensive health benefits: medical, dental, and vision insurance fully sponsored by the company
• Flexible work environment with a global team—work remotely or from our NYC or Berlin hub
• Wellbeing allowance to support your physical and mental health
• IT equipment stipend to set up your ideal workspace
• Annual professional development budget to invest in your growth and skills
• Unlimited paid time off to take the time you need, when you need it

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

Team & Role Overview

We are seeking a highly skilled and experienced technologist to work in our Cloud Service & Tools team. This team is responsible for deploying, maintaining and supporting companywide tools available in a distributed cloud and on-premises environment. As part of the Service & Tools team, you’ll be working on tools like Gitlab, Kubernetes, as well as in house systems, and more generally on AWS administration.

Your present skillset

• Kubernetes and container knowledge (EKS, Podman, Docker)
• Developing and troubleshooting CI/CD (Gitlab CI is a plus)
• Infrastructure as code, automated configuration languages and tools such as Terraform and Ansible
• Experience of developing, monitoring and supporting distributed systems in production (tools like Cloudwatch, Coralogix or Open Telemetry are a plus)
• Understanding of Linux OS, particularly RHEL/Rocky 9
• Good understanding of core AWS services
  • VPC security and networking
  • EC2 configuration and scaling
  • Storage services S3, EFS, EBS and FSx
  • IAM
• Knowledge of administration for the following tools is a plus but is not mandatory:
  • Gitlab on premises
  • Snowflake
  • Clickhouse Cloud
• Knowledge of languages like Python, C#, Rust is appreciated
• English, spoken and written is mandatory.
• Happy to work in a fast-paced environment with multiple conflicting demands and changing priorities.
• Effective communicator, able to describe complex issues at the appropriate level for a given audience.
• Happy to coach colleagues and eager to learn from them.
• Able to work in autonomy.

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

We are looking for a senior low level C++ developer with expertise in low latency development, ideally in cryptocurrency markets or HFT.

Your future role within QRT

• Pivotal role in enhancing QRT’s market access systems to meet the demands of low-latency and high-frequency trading in cryptocurrency markets.
• Work closely with traders and researchers to understand the unique requirements of cryptocurrency trading and provide timely feedback and innovative solutions.
• Collaborate with Linux administrators and network engineers to ensure optimal system setup and deployment, leveraging cloud infrastructure and modern devops practices.
• Part of the QRT Market Access team, enhancing and maintaining systems that cover global markets, with a special focus on the cryptocurrency ecosystem.

Your present skillset

• Expert skills in C++ and Linux platforms.
• Proven experience in low-latency optimization and tuning techniques.
• Experience with market access systems in cryptocurrency markets.
• Familiarity with cloud environments and modern CI/CD pipelines.
• Good knowledge of crypto products is a plus.
• Strong communication and interpersonal skills are desirable.

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

Your future role within QRT

We are seeking a pragmatic and commercially-oriented Site Reliability Engineer (SRE) to join our team. The ideal candidate will have a strong background in technology and a keen interest in solving business problems. This role is crucial for maintaining the reliability and performance of our systems, ensuring they meet the high standards required in the financial industry. 

What you will do:

• Design, implement, and maintain scalable and reliable systems
• Monitor system performance and troubleshoot issues to ensure optimal operation
• Collaborate with development teams to improve system reliability and performance
• Develop and implement automation tools to streamline operations
• Ensure security and compliance standards are met
• Provide technical support and guidance to other teams

Requirements

• Proven experience in site reliability engineering or a similar role
• Strong understanding of system architecture and cloud (AWS) technologies
• Proficiency in programming languages such as Python, C++, or C# 
• Experience with monitoring and logging tools
• Excellent problem-solving skills and attention to detail
• Ability to work in a fast-paced, dynamic environment
• Commercially oriented mindset with a focus on business outcomes
• Prior experience in the finance industry is preferred but not required

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

QRT is seeking a Quantitative Developer with strong Python skills and a deep understanding of systems design and reliability principles to help evolve and scale our high-performance trading platform. You'll build tools, automation, and design systems that support the speed and reliability our business depends on.

Your future role within QRT

• Collaborate with developers, researchers, traders, and platform teams to build and improve business-critical systems
• Build automation for operations, deployment, monitoring, and incident response
• Evaluate and implement tools that balance performance, complexity, and maintainability
• Own and evolve our observability stack: metrics, logs, tracing, and alerts

Your Present Skill Set

• Bachelor's degree in Computer Science or a strongly related field
• Strong Python programming skills
• Strong problem-solving skills and deep understanding of computer science fundamentals
• Commitment to code clarity, documentation, and reducing technical debt
• Hands-on experience with Linux/Unix systems in production environments
• Proven track record designing and delivering scalable systems in production environments
• Knowledge of low-latency systems, trading environments, market data, or exchange protocols

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors. 

Your future role within QRT:

We are seeking a Market Microstructure Researcher to help optimize exchange connectivity and interaction for our high-frequency trading strategies. You will analyse network and exchange protocols, automate performance metrics, and lead experiments to improve our trading operations, with a focus on latency-sensitive exchanges.

• Network & Protocol Analysis: Analyse network and exchange protocol captures to identify inefficiencies and improve communication performance
• Exchange Research & Liaison: Research exchange features, attend presentations, and communicate with exchange counterparts to gather insights
• Execution Optimization: Reverse-engineer trading systems and design and conduct experiments to improve fill rates
• Cross-team Communication: Collaborate directly with trading and research teams to ensure best application of findings and direct PnL impact
• Data Analysis: Effectively work with large and robust datasets to identify and resolve inefficiencies in internal execution systems and exchange communication

Your present skillset:

• Degree in Computer Science, Engineering, or a related field
• 5+ years of experience in data analysis and/or low-level systems and network engineering
• Strong skills in Python and time-series analysis
• Understanding of network protocols such as TCP/IP and Ethernet
• Familiarity with market microstructure and low-latency trading is a plus
• Advanced networking and GNU/Linux knowledge is a plus

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance. 

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

Join our Human Resources team as an APAC Mobility and Immigration Specialist, to be based in Hong Kong or Singapore, partnering with global HR colleagues, Finance, Compliance, and external providers to deliver effective mobility solutions.

Your future role at QRT: 

• Manage and coordinate the end-to-end immigration process (of new hires and mobility cases, including monitoring expirations and renewals) for the APAC countries, ensuring compliance with regulatory requirements
• Oversee and coordinate international secondments and transfers into the region, and advise on the implementation and optimization of the mobility policy
• Identify and implement process improvements and automation to elevate the global mobility function
• Manage day-to-day BAU, including system updates and management of external service providers
• Facilitate comprehensive tax, immigration, and relocation briefings for candidates, secondees, and transferees
• Conduct internal audits on global mobility and immigration processes
• Collaborate with global HR teams and leadership to design, implement, and adapt the global mobility policies and programs that meet both local and international business needs
• Provide technical advice and support to APAC HR community relating to relevant policies and procedures, tax-related matters, social security and pension-related matters.
• Provide insights into local market practices and benchmark mobility policies and offerings to support a market-leading employee experience

Your present skillset:

• Bachelor’s degree in a relevant field such as Human Resources, International Business, Law, Finance or a related discipline
• Experience managing Australia, China, Hong Kong, and Singapore immigration processes
• A critical thinker with an analytical approach to solving complex problems with the ability to navigate ambiguity and make informed decisions in a fast-paced environment
• Excellent written and verbal communication skills with the ability to explain complex immigration matters to diverse stakeholders
• Workday HRIS experience and familiarity with HR analytics tools preferred
• Experience working at a vendor preferred

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.

Programme duration: From 3-6 months, starting in 2026.  

Who qualifies: Penultimate or final year students completing a Bachelor's, Master's, PhD. 

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.  

Over the years, QRT has invested in a global research and execution platform which has been deployed to cover all geographies and asset classes. This platform covers a broad spectrum from high to low frequency trading systems. We thrive at the intersection of cutting-edge technology, smart automation, and scalable processes, enabling us to move fast, think big, and deliver at scale.   

We are committed to identifying and developing exceptional talent, and are inviting a new cohort of outstanding individuals to join us in the year ahead. Our internship offers a stimulating, intellectually rigorous, and high-performance environment, where collaboration is key to success. You will work alongside and be mentored by industry-leading professionals, gaining invaluable experience and positioning yourself for the opportunity to secure a full-time graduate role upon successful completion of the program. 

Your future role at QRT   

Throughout the recruitment process, we will work to align your skills, interests, and potential with the teams where you can make the greatest impact. 

As a Quantitative Research Intern, you could contribute to one of two complementary areas within one of QRT's systematic teams - spanning high, mid, and low-frequencies: 

Research 

Your core objective will be to develop high-quality predictive signals. You will leverage access to vast and diverse datasets to identify hidden statistical patterns and market opportunities. Collaborating with fellow researchers to exchange ideas and refine methodologies. You will be trained to lead the full research cycle - from idea generation to implementation.  

Trading  

You will contribute to the live deployment of QRT’s research by working on the systematic trading platform itself. This involves monitoring signal behaviour, tracking performance, and improving execution efficiency, while also helping to identify and manage potential risks. Working closely with senior Researchers and Traders, you will focus on refining and scaling systematic processes, applying your quantitative and programming skills to ensure strategies perform optimally in production. 

We’re looking for interns who are curious, creative, and collaborative. If you’re passionate about learning, excited to take on challenges, and ready to make a real impact, you’ll find plenty of opportunities to grow with us. 

Your present skillset   

• Pursuing an advanced degree in a quantitative field such as data science, statistics, mathematics, physics, or engineering   

• High level of technical knowledge in statistics, machine learning, NLP or AI techniques is a plus   

• Coding skills required in at least one leading programming language (Python and C++ or C#)  

• Experience in exploring large datasets across multiple time frames is a plus  

• Capacity to multi-task in a fast-paced environment while keeping strong attention to detail   

• Ability to work autonomously, in a collegial and collaborative setting, and with colleagues from diverse backgrounds and areas of expertise.  

• Excellent communication skills  

• Fluent in English, any other language is a plus  

Interviewing:   

• Apply online: applications are evaluated on a rolling basis by a member of our Talent Acquisition team. This is a great opportunity to stand out, as we read every application carefully and look for specific, thoughtful answers that reflect your genuine interests.  

• Technical assessment - Selected candidates will be invited to complete a coding challenge designed to evaluate core technical and problem-solving skills.   

• Interviews - Shortlisted applicants will proceed to interviews conducted either on-site or via Microsoft Teams. These will assess both your technical expertise and your alignment with our culture and values.   

We encourage you to take part in one of our Data Challenges, which offer a valuable opportunity to engage with the types of problems encountered in the Quantitative Research role while showcasing your analytical and technical skills. Strong performance may lead to direct follow-up from our team, making it an excellent way to gain early visibility in the recruitment process: Challenge data (ens.fr)  

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance 

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

Your future role within QRT

• Your core objective is to create high quality predictive signals
• By leveraging access to large and diversified datasets you will identify statistical patterns and opportunities
• Share and discuss research results, methodology, data sets and processes with other researchers
• Implement the signals and the relevant datasets within the global execution platform
• Monitor signal behaviour and model performance over time
• You would lead the full strategy research cycle from signal generation to implementation

Your present skillset

• Direct experience as a quant researcher or trader, or in data science/machine learning space.
• Students and fresh graduate applicants will be rejected, please apply our internship/graduate positions instead.
• Advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering
• Strong knowledge in statistics, machine learning, NLP or AI techniques is a plus
• Capacity to multi-task in a fast paced environment while keeping strong attention to detail
• Coding skills required in at least one leading programing language (Python, R, Matlab and /or C++, C#)
• Experience in exploring large datasets across multiple time frames is a plus
• Intellectual curiosity to explore new data sets, solve complex problems, drive innovative processes and connect the dots between multiple fields
• Capacity to work with autonomy within a collegial and collaborative environment
• Strong capacity to communicate with technologists, data scientists and traders across the globe
• Proven track record in delivering successful systematic strategies

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance. 

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

We are looking for an Office Administrative Assistant. This role is based in Singapore, reporting to our SG Office Manager. In this role you will be responsible for supporting all aspects of our growing team of traders, researchers, and technologists. The role will suit an individual who is self-motivated and is able to adopt a methodical, logical, and creative approach to new challenges.

Responsibilities:

• Greeting visitors
• Managing meeting room bookings
• Answering and directing phone calls
• Ordering office and pantry supplies
• Upkeep of office tidiness
• Booking and managing travel arrangements
• Coordinating onboarding setup for new hires
• Assisting overseas visitors (seating, access, etc)
• Coordinating office meals
• Assisting in special events (office outings, trainings, etc)
• Assisting in office renovation projects

Requirements:

• 10-15 years of experience in administrative support or similar roles in a large and established organisation  
• Excellent organisational and time management skills, with the ability to multitask and prioritise effectively  
• Strong written and verbal communication skills 
• Proficient in Microsoft Office Suite and other relevant software tools 
• Ability to handle confidential information with integrity and discretion 
• Self-motivated, with the ability to work independently with minimal supervision  

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

Join our Digital Asset Team and play a key role in our global expansion, contributing to the development and management of our trading systems, strategies, and capabilities.

Your future role within QRT:

• Active trading and monitoring of cryptocurrencies, ensuring continuous coverage of positions, strategies, and all associated risks.
• Performance oversight of signals and execution strategies, identifying anomalies and driving improvements over time.
• Collaboration and knowledge sharing with fellow traders and researchers, contributing insights on production results, methodologies, and data-driven processes.
• Market vigilance with some weekend and late-shift coverage as part of a shared responsibility to ensure seamless 24/7 market monitoring, supported by tailored benefits.

Your present skillset:

• Capacity to multi-task in a fast-paced environment while keeping strong attention to detail.
• Coding skills required in at least one leading programming language, Python preferred.
• Experience in exploring large datasets across multiple time frames is a plus.
• Intellectual curiosity to explore new data sets, solve complex problems, drive innovative processes and connect the dots between multiple fields.
• Capacity to work with autonomy within a collegial and collaborative environment.
• Trading expertise and market knowledge which can be leveraged in the systematic space.
• Strong capacity to communicate with technologists, researchers and traders across the globe.
• Good fundamental crypto knowledge is a benefit.

QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees to achieve a healthy work-life balance.

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

Your future role with QRT

• You will be trading across APAC markets to optimize financing for our fixed income and equity portfolio
• You will work closely with PMs, Prime Brokers, Financing Counterparties and Operations to ensure positions are appropriately traded/financed/rolled/settled
• Managing and monitoring FX and cash balances, identifying and driving opportunities to reinvest capital.
• You will work on and help to develop our toolset and systems to help build the infrastructure that a repo function and wider Treasury group needs to fully support an active trading desk
• Produce and take over daily/monthly reporting pertaining to Repo and Treasury activity/P&L

Your present skillset

• 2-10 years’ experience in repo from ideally buy side but sell side will be considered
• Proficiency in Japanese is a must to work with stakeholders in Japan
• Fixed income experience is a must, equity experience will be good to have
• Excellent mathematical background with a degree in a financial/mathematical field
• SQL and Python knowledge highly desirable
• Excellent team-player
• Excellent communication skills essential

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.

We are looking for a developer with 3-12 years of experience in a quant trading environment to work directly with traders and quant researchers.

Your future role within QRT

• Key member to the success of high-frequency and low latency algo trading on APAC markets for Cash Equities and Futures markets
• Enrich and implement alpha and trading algorithms
• Implement specific market rules for the main Asian markets
• Collaborate with the traders and quant researchers on providing efficient research platform and tools

Your present skillset

• Computer Science degree or equivalent
• Strong C++ 20/23 development experience on a Linux environment
• Interest in solving technical problems, along with ability to implement robust resilient and flexible solutions
• Familiar with HPC in Cloud environment, good level of Python
• Good communication skills in a dynamic and international environment

About us:

We invite you to come grow with us.

Inizio Ignite, Research Partnership

Inizio Ignite is the global advisory partner for health and life sciences, encompassing connected expertise across Research Partnership, Putnam, Vynamic, and STEM. Guided by purpose, passion, and precision, we collaborate with clients to ignite impact, accelerate performance, and deliver lasting change for patients. By uniting strategy, insights, and innovation with a unique depth and breadth of expertise, we drive transformation and shape the future of health.

Our Research Partnership healthcare market research team provides research and insights to inform and power healthcare decisions. Serving a variety of clients across the lifecycle, our expertise includes data, research & insights (proprietary syndicated and custom research) and brand tracking (ATU). Proudly part of Inizio – the market-leading commercialization partner for health and life sciences. From early-stage development to loss of exclusivity, we simplify complexity, unlock value, and make collaboration seamless at every pivotal moment – supporting confident, insight-driven decisions that move innovation forward. 

About the team:

Our Custom Research team partners with global pharmaceutical and biotech clients to enable them to solve marketing, brand, advertising and communications problems through a mixture of innovative qualitative and quantitative market research techniques.

The team is not split into silos by client or therapy area, so you will be empowered to develop broad expertise across the healthcare landscape and will have the opportunity to work with a wide range of expert senior researchers and gain exposure to the full suite of research tools and techniques covered by the team.

The Singapore team operates as an APAC hub, working alongside colleagues in our international offices in Europe and Asia. You will have the opportunity to collaborate with people from across the global business.

Your primary role:

• The purpose of this role is to partner with the existing Directors to help lead, plan and manage clients and projects, and to ensure the growth, development and management of the team
• You will play a leading role in delivering a major quantitative brand tracking project for a regional client
• To provide leadership direction and management expertise in terms of growing and sustaining the business through the development and execution of group strategies, product development and sales growth plans
• Line management of midlevel staff
• Involvement in talent acquisition and assessing potential new staff

About You…

Your skills and experience:

• At least 7 years of experience in primary market research, including within the healthcare industry
• Have significant experience in leading projects and client management
• Capable business developer and relationship manager with new and existing clients
• Expertise with both qualitative and quantitative research techniques
• Fluency in Mandarin Chinese or Japanese is highly desirable

Ideal profile:

• You are proactive, dedicated and enthusiastic, with a ‘can do’ attitude and approach
• You demonstrate a high level of accuracy and attention to detail, as well as strengths in organisation and prioritisation
• You are a collaborative team player who works well with colleagues
• You communicate ideas and issues in an effective, straightforward fashion
• You are highly motivated and want to seize opportunities to develop new skills and progress your career

Life at Research Partnership:

We love what we do and continuously strive for innovation and creativity. We believe everyone should continuously be learning and provide:

• A comprehensive training and development programme, providing both structured and hands-on training in order for you to develop and build your career as a pharmaceutical market researcher
• A relaxed, non-bureaucratic, friendly working environment where employee performance is recognised and rewarded
• Social events - including team day out and end-of-year party, along with social events after office hours

Further information:

This is a full-time role, working in a hybrid pattern (2 days per week in the office) at our fantastic location in Singapore.

Our Pledge

At Research Partnership, we value inclusivity, recognize the power of diversity, and inspire the next generation of change-makers. We are an equal opportunities employer. We believe in creating a work environment that values diversity, equity, and inclusion. We aim to recruit from a diverse slate of candidates and foster an environment that provides the right conditions for long-term success. We welcome all applications regardless of race, colour, religion or belief, gender, gender identity, age, national origin, marital status, military veteran status, genetic information, sexual orientation and physical or mental disability.

#LI-JF1

About us:

We invite you to come grow with us.

Inizio Ignite, Research Partnership

Inizio Ignite is the global advisory partner for health and life sciences, encompassing connected expertise across Research Partnership, Putnam, Vynamic, and STEM. Guided by purpose, passion, and precision, we collaborate with clients to ignite impact, accelerate performance, and deliver lasting change for patients. By uniting strategy, insights, and innovation with a unique depth and breadth of expertise, we drive transformation and shape the future of health.

Our Research Partnership healthcare market research team provides research and insights to inform and power healthcare decisions. Serving a variety of clients across the lifecycle, our expertise includes data, research & insights (proprietary syndicated and custom research) and brand tracking (ATU). Proudly part of Inizio – the market-leading commercialization partner for health and life sciences. From early-stage development to loss of exclusivity, we simplify complexity, unlock value, and make collaboration seamless at every pivotal moment – supporting confident, insight-driven decisions that move innovation forward. 

About the team:

Our Custom Research team partners with global pharmaceutical and biotech clients to enable them to solve marketing, brand, advertising and communications problems through a mixture of innovative qualitative and quantitative market research techniques.

The team is not split into silos by client or therapy area, so you will be empowered to develop broad expertise across the healthcare landscape and will have the opportunity to work with a wide range of expert senior researchers and gain exposure to the full suite of research tools and techniques covered by the team.

The Singapore team operates as an APAC hub, working alongside colleagues in our international offices in Europe and Asia. You will have the opportunity to collaborate with people from across the global business.

Your primary role:

• The purpose of this role is to partner with the existing Directors to help lead, plan and manage clients and projects, and to ensure the growth, development and management of the team
• You will play a leading role in delivering a major quantitative brand tracking project for a regional client
• To provide leadership direction and management expertise in terms of growing and sustaining the business through the development and execution of group strategies, product development and sales growth plans
• Line management of midlevel staff
• Involvement in talent acquisition and assessing potential new staff

About You…

Your skills and experience:

• At least 7 years of experience in primary market research, including within the healthcare industry
• Have significant experience in leading projects and client management
• Capable business developer and relationship manager with new and existing clients
• Expertise with both qualitative and quantitative research techniques
• Fluency in Mandarin Chinese or Japanese is highly desirable

Ideal profile:

• You are proactive, dedicated and enthusiastic, with a ‘can do’ attitude and approach
• You demonstrate a high level of accuracy and attention to detail, as well as strengths in organisation and prioritisation
• You are a collaborative team player who works well with colleagues
• You communicate ideas and issues in an effective, straightforward fashion
• You are highly motivated and want to seize opportunities to develop new skills and progress your career

Life at Research Partnership:

We love what we do and continuously strive for innovation and creativity. We believe everyone should continuously be learning and provide:

• A comprehensive training and development programme, providing both structured and hands-on training in order for you to develop and build your career as a pharmaceutical market researcher
• A relaxed, non-bureaucratic, friendly working environment where employee performance is recognised and rewarded
• Social events - including team day out and end-of-year party, along with social events after office hours

Further information:

This is a full-time role, working in a hybrid pattern (2 days per week in the office) at our fantastic location in Singapore.

Our Pledge

At Research Partnership, we value inclusivity, recognize the power of diversity, and inspire the next generation of change-makers. We are an equal opportunities employer. We believe in creating a work environment that values diversity, equity, and inclusion. We aim to recruit from a diverse slate of candidates and foster an environment that provides the right conditions for long-term success. We welcome all applications regardless of race, colour, religion or belief, gender, gender identity, age, national origin, marital status, military veteran status, genetic information, sexual orientation and physical or mental disability.

#LI-JF1

BUSINESS ANALYST

Important Information

Location: Singapore

Responsibilities:

1. Stakeholder Relationship Management
   • Acts as a trusted advisor for business for all new business demands requiring technology or operations enablement / solution
   • Supports Biz T&O Head prioritizing business requests provide insights
   • Supports project activities, Quarterly Release (QR) prioritization
   • Supports effective business change by building relationships with business leaders, technology and operational business partners
2. High Level Solutioning
   • Develop high-level solution to illustrate feasibility of achieving target business outcomes
   • Aligning high-level solution with organizational technology roadmap and strategy working in consultation with enterprise architecture and business technology services teams
   • Work effectively with the business users and internal technology teams to ensure all aspects of the business requirement is defined and analysed
   • Develop robust solution – holistic taking into account of end-to-end flow (process / system)
3. Change Implementation Planning & Management
   • Undertake scoping and evaluation of new initiatives. Defining overall considerations, including scalability, maintainability, cost, operations and technology principal risk to provide a recommendation
   • Lead and collaborate with cross-functional and technical teams including business analysts, solution architect, business technology services teams, and testing teams to define/clarify requirements
   • Work with business technology services team on the smooth delivery of the solution
   • Review Test Strategy, help plan and support the user acceptance testing and help address any issues. Ensures that there is a business perspective on how the new operations and technical capabilities will be delivered to the business.
   • Spot potential problems, recognize the risk impact and propose risk mitigation strategies.

Requirement:

• 3 -5 years of work experience
• Business domain knowledge in Banking Risk Management, HR is an added plus
• Strong quantitative, analytical, problem solving and process design skills that can translate analysis into solutions that meet business objectives
• Hands-on resourceful team player. Must feel comfortable in data analysis, excel macros, and doing quick mock-ups in Excel as a data dashboard  
• Should be able to work under minimal supervision and not lose sight of overall delivery
• Understanding of technology and operational processes across functions / departments in the bank/market.
• Familiar with change management processes and project management fundamentals
• Strategic forward-thinking approach to challenges with outstanding communications, influencing, negotiating and persuasion skills
• Passionate, diligent and resilient individual with ability to thrive in ambiguity
• Experience in scoping and evaluation – Defining overall considerations, including scalability, maintainability, cost, operations and technology principal risk to provide a recommendation
• Bachelor’s degree in engineering/ business/ finance or equivalent
• Minimum 3 years of relevant banking and/or consulting experience

About Encora

Encora is a global company that offers Software and Digital Engineering solutions. Our practices include Cloud Services, Product Engineering & Application Modernization, Data & Analytics, Digital Experience & Design Services, DevSecOps, Cybersecurity, Quality Engineering, AI & LLM Engineering, among others.

At Encora, we hire professionals based solely on their skills and do not discriminate based on age, disability, religion, gender, sexual orientation, socioeconomic status, or nationality

The Role: Research is at the core of WorldQuant. Through rigorous exploration and unconstrained thinking about how to apply data to the financial markets, our researchers are in constant search of new alphas. We strive to understand data in ways our competitors don’t believe is possible. Researchers at WorldQuant employ tested processes seeking to identify high-quality predictive signals that we believe are undiscovered by the wider market. These signals are mathematical expressions of data that are used as inputs in our quantitative models.

WorldQuant is seeking an exceptional individual to join the firm as a Quantitative Researcher focusing Intraday signals research. The person must have a strong understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets. While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets. Candidates will have a research scientist mind-set; be a self-starter, a creative and persevering deep thinker who is motivated by unsolved challenges.

Its Impact: As we pursue our goal of creating new alphas, we need researchers who will lead us there. WorldQuant’s unique investment platform is a leader amongst its peers and the methodology we employ is cutting edge. We desire people who will help us in our relentless pursuit to succeed.

What You’ll Bring:

• Bachelor's, Master's or PhD degree from a leading university in a quantitative or highly analytical field (e.g.Electrical Engineering, Physics, Computer Science, Mathematics, Financial Engineering)
• Demonstrated ability to program in C/C++ and/or Python on a Unix/Linux platform
• Strong background in ML/AI/Statistics is a big plus
• Strong background in Data Science and experience working with large datasets is a big plus
• Relentless drive to pursue ideas from conception to implementation
• Intellectual curiosity and desire to develop genuine insights and domain expertise.
• Excellent problem solving abilities and judgment with a strong attention to detail
• Mature, thoughtful, with the ability to operate in a collaborative, team-oriented culture
• Strong English language skills; ability to communicate complex concepts in simple terms

WorldQuant has adopted the Tripartite Standard on Recruitment Practices, and has committed to being a fair and progressive employer.

ROLE/RESPONSIBILITIES:

The Cubist Business Management team manages all aspects of onboarding new systematic equity trading teams and systematic macro trading teams as well as deployments of new trading strategies.  The team also represents PMs with external counterparties and is responsible for rate negotiations, quant research vendor relationship management, and trading relationship management. General responsibilities include, but are not limited to, assisting veteran Cubist Business Management team members along the following lines:

• Complete project lifecycle management launching new PM Teams into production
• Design PM research and trading solutions that adhere to firm standards
• Educate PM teams on Point72 operating procedures and technology integration
• Lead new strategy rollout projects internally with Technology, Operations, Legal, Compliance, and Risk groups, and externally with brokers, exchanges, and vendors
• Provide day-to-day support for various operational procedures such as broker data management, compliance monitoring, trading, and business continuity

The person in this role must have a technical background as well as good communication skills and a willingness to learn day-to-day trading and finance operations.  The candidate should have a good understanding of global market structure and electronic trading systems and have familiarity with trading rules and regulations or demonstrate an aptitude to learn. Familiarity with research and market data sources is a strong plus but not a requirement.

REQUIREMENTS:

• This is a highly selective position. The ideal candidates will have a combination of software development and communication skills with some experience working in a financial services organization.
• A BS in finance, statistics, math, and engineering or computer science is strongly preferred. 2 years of relevant work experience is a plus.
• Must have the ability to assist veteran specialists while simultaneously managing multiple long-term and short-term projects independently under very tight project deadlines.
• Must have strong interpersonal skills, excellent time management skills and a team attitude.
• Ability to clearly document technical specifications and articulate concepts in a less-technical fashion.
• Working experience in Python and SQL. Linux/Unix scripting (Perl, bash, etc.) a plus.
• Additional experience with database design is a plus.
• We support systematic trading in liquid instruments (global equities, futures, and foreign exchange) as well as systematic trading in macro instruments (e.g., bonds, rates, and credit). Candidates with specific work experience and knowledge of market regulations in these areas will be strongly preferred but not required.
• Working experience with digital currency exchanges, liquidity providers, derivative financial products, and business operations a plus.
• Commitment to the highest ethical standards. 

About EG

Engineers Gate (EG) is a leading investment manager founded in 2014 as a quantitative, computer-driven trading firm. Today, EG operates as a diversified, multi-strategy investment platform that combines systematic research with selective discretionary approaches. 
 
EG's multi-manager platform allows independent investment teams to pursue distinct strategies while benefiting from shared infrastructure, risk management, and operational support. The firm’s collaborative groups of researchers, engineers, and investment professionals deploy sophisticated statistical models, proprietary technology, and a centralized data platform to isolate and solve challenging problem sets in the global financial markets. 

About The Role 

As part of the global trading and operations team, the Trader will play a pivotal role in leading securities financing activities across Asia, including securities borrowing/lending and stock loan recalls, as well as trade execution for listed and OTC products with a particular emphasis on China. This role requires a technically strong, process-driven professional with solid financing expertise who is comfortable in fast-moving markets. Strong communication skills and the ability to build effective working relationships across execution, portfolio management, and financing counterparties are vital. 

Key Responsibilities

• Support execution across China and APAC equity, equity index swaps, futures, FX, and related instruments with focus on efficient, repeatable, low-friction implementation. Apply strong knowledge around market microstructure, liquidity, and operational risk in both electronic and high-touch workflows.
• Partner closely with PMs trading Asian products and trading Asian hours, delivering timely insight on borrow availability, recalls and recall risk, financing levels, index hedge construction, and execution trade-offs and considerations that directly inform portfolio management teams.
• Build out and manage securities borrowing and lending activities for China A-shares and broader Asian markets, including sourcing, maintaining, and monitoring borrows; proactively managing recalls; coordinating with PMs, traders, managers, operations team, and counterparties to preserve continuity and minimize execution and portfolio disruption; and creating reporting for management and risk oversight.
• Actively monitor stock loan, equity financing, and index hedging markets to identify price dislocations, tightening risk, and optimization opportunities, applying a disciplined, process-driven, and model-aware manner approach to financing and hedge outcomes.
• Develop and maintain strong relationships with prime brokers and lending counterparties, using market color, performance feedback, and analysis on inventory to improve availability, pricing and operational efficiency across securities lending and related financing products.
• Collaborate with global trading teams, portfolio finance and operations members to support day-to-day execution, financing workflows, and operational oversight across China and APAC ensuring alignment across regions and time zones.
• Drive continuous improvement of trading, as well as financing infrastructure and reporting, contributing ideas and improvements to tooling, process, and workflows, with an emphasis on automation, scalability, and reduced execution and financing friction.
• Support regional initiatives and ad hoc projects, including the launch of new PMs, strategies, products, market/region expansions, providing hands-only implementation, onboarding, and expertise where needed.

Required Skills, Qualifications and Experience

• 7–10 years of relevant experience within sell-side or buy-side investment management. Ideally in portfolio finance, securities lending, or similar equity execution related roles.
• Bachelor’s degree or directly transferrable and applicable professional experience.
• Strong hands-on experience in Asian equity financing, equity index financing, recalls, and stock loan markets required. Familiarity in China A-shares strongly preferred.
• Solid understanding of Prime Brokerage, equity finance products, and regional market structure required. Awareness of regulatory considerations is a plus.
• Experience supporting systematic or quantitative equity strategies is preferred.
• Process-driven mindset with a strong appreciation for operational robustness, controls, and repeatability.
• Strong analytical skills and attention to detail required. Experience with SQL, data analysis tools, or reporting workflows is desirable but not strictly required.
• Proficiency in Excel and Bloomberg, as well as exposure to Python or trading / execution frameworks is a plus.
• Ability to operate effectively in a dynamic, high-pressure environment with multiple stakeholders and competing priorities.
• Strong sense of ownership, accountability, and urgency.
• Clear, confident communicator with the ability to build effective working relationships across portfolio management, trading, operations, and counterparties.
• Compliance- and control-conscious, with the ability to operate within established policies and frameworks.

About EG  

Engineers Gate (EG) is a leading investment manager founded in 2014 as a quantitative, computer-driven trading firm. Today, EG operates as a diversified, multi-strategy investment platform that combines systematic research with selective discretionary approaches. 
 
EG's multi-manager platform allows independent investment teams to pursue distinct strategies while benefiting from shared infrastructure, risk management, and operational support. The firm’s collaborative groups of researchers, engineers, and investment professionals deploy sophisticated statistical models, proprietary technology, and a centralized data platform to isolate and solve challenging problem sets in the global financial markets.   

About The Role 

We are seeking an Accounting Manager to lead the financial operations of the firm’s Management Company entities across Asia. Reporting directly to the Chief Accounting Officer, this individual will serve as the primary owner of accounting, financial reporting, and financial compliance across the region. 

This role is designed for a high-performing, independent professional looking for a growth opportunity. Periodic travel to other offices may be required. 

Key Responsibilities 

Management Company Accounting & Financial Operations 

• Own end-to-end statutory accounting for Asia entities, including month-end close. 
• Maintain and review general ledger, posting journal entries including inter-company transactions 
• Manage accounts payable, expense allocations, accruals, account reconciliations. 
• Oversee banking operations, payment controls, and cash forecasting for Asia entities. 
• Prepare monthly, quarterly, and annual financial statements and reporting packages for internal review. Ensure accurate reporting and consolidation into US parent entity.  
• Manage intercompany balances and transfer pricing. 
• Oversee external service providers responsible for statutory books, payroll, tax, and corporate secretarial matters, ensuring accuracy and timely delivery. 
• Lead the annual audit process and serve as primary point of contact for external auditors. 
• Facilitate banking relationships and new account openings where needed across Asia nexus. 
• Oversee payroll review and employer compliance, including year-end reporting and other local employer obligations. 
• Ensure regulatory compliance, working closely with the internal compliance team and external consultants on regulatory filings and maintaining the firm’s compliance with MAS’ and SFC’s requirements. 

Process Improvement & Controls 

• Establish and build scalable processes and internal controls in line with company policies. 
• Document policies and drive automation, identify processes for improvement both locally and internationally in collaboration with peers. 

Business Partnership & Expansion 

• Support expansion into new jurisdictions 
• Partner closely with senior leadership and teams across the firm outside of finance 
• Act as a point person for Asia region representing finance function 

Required Skills, Qualifications, and Experience 

• Bachelor’s degree in Accounting, Finance, or a related field; CPA or CA or equivalent is required. 
• 5-10 years of combined public and private experience within the financial services industry. 
• Prior experience in hedge funds, asset management, or other MAS and SFC regulated financial services firms, particularly in organizations reporting into a U.S. parent company, is strongly preferred. 
• Experience with multi-entity and/or international consolidation structures. 
• Experience with Sage Intacct ERP preferred. 
• Strong knowledge of U.S. GAAP, IFRS and practical working knowledge of SFRS and HKFRS, with ability to report into US GAAP group requirements. 
• Exceptional analytical, organizational, and communication skills with a strong control mindset. 
• Ability to operate independently as a standalone local finance lead. 
• Collaborative, hands-on team player who supports others when needed. 
• Champion best practices and continuous improvement, bringing a strong control mindset and a builder’s mentality to every process. 
• Demonstrated ability to operate effectively in a fast-paced, evolving, and at times ambiguous environment while remaining goal-driven and focused on introducing structure, efficiencies, and a strong control framework. 

Hudson River Trading (HRT) is looking for a Data Production Engineer to join our Data team. Data is at the core of everything we do at HRT; we excel at deriving deep insights from all types of data, allowing us to achieve consistent success in a dynamic market. 

This role is an opportunity to work directly with live trading teams to support one of the largest automated trading systems in the world. You will write automation, explore data, work closely with our research and trading teams, and interact with a variety of external partners such as data providers, brokers, and exchanges. In addition to being a critical part of the trading process, you will have the opportunity to acquire, analyze, and prepare data for quantitative research. 

Responsibilities

• Data Engineering: Write tools to classify, onboard, and reconcile data. Onboard datasets, explore data, and automate tasks using a modern Python data stack
• Data Analysis: Parse, analyze, and understand data sets. Perform data reconciliations, validations, and quality checks. Identify and develop new processes within the data request process to enrich data. Assist our researchers in cleaning and featurizing data
• Data Debugging: Find anomalies in derived datasets and trace the issues back to their source. This can include using a mix of deductive reasoning, technical analysis, and communicating with multiple stakeholders in a data pipeline
• Production Support: Provide proactive oversight of our data pipeline, handle inquiries from internal customers, and resolve issues under efficient turnaround times

Profile

• Track record of being detail-oriented and thorough
• You excel in problem solving and researching large datasets to resolve complex issues
• You have a collaborative attitude that lends itself to cross-team customers and projects 
• You thrive in the fast-paced environment of a daily live trading operation 

Qualifications

• 2+ years of experience in a data engineering/science role OR a degree in data science or a similar discipline 
• Experience in Python strongly preferred 
• Experience managing ETL pipelines is a plus
• Experience with financial datasets (e.g. Refinitiv, S&P, Bloomberg) is a big plus
• Comfortable with the Linux command line
• Experienced in at least one SQL dialect (PostgreSQL, MSSQL, MYSQL) and able to use others as needed
• Able to provide technical support in a production trading environment

Hudson River Trading (HRT) is seeking curious, thoughtful engineers who enjoy working with data and solving real-world technical problems to join our growing Market Structure Analysis team. In this role as a Quantitative Latency Engineer, you’ll apply data-driven methodologies to understand and optimize trading technology and real-time interactions with financial markets across the globe, spanning traditional and crypto exchanges. No prior finance experience is needed! 

Responsibilities

• Contribute directly to impactful improvements to HRT’s low-latency trading systems
• Analyze large datasets to understand how complex systems and networks behave in real-world conditions, such as exchange technology and performance of HRT systems
• Build Python-based tools and scripts to collect, clean, and visualize data in a clear and actionable way
• Design and run experiments to measure the impact of changes and identify opportunities for improvement
• Collaborate closely with HRT’s Algorithm Development, Trading Technology, and Business Development teams to discover, research, and implement improvements to HRT’s architecture
• Liaise with exchanges globally to better understand their technology and stay up to date on changes and improvements

Qualifications

• A technical degree or equivalent practical experience
• Experience with Python and Pandas 
• Proficiency in data analytics including statistics, data visualization, and working with large data sets
• Strong curiosity about how financial systems, networks, and cutting-edge technology work, and a willingness to learn new concepts quickly
• Ability to think analytically, ask insightful questions, and approach unfamiliar problems methodically
• Strong cross-functional communication skills and an interest in collaborating with others

The estimated base salary range for this position is 200,000 to 300,000 USD per year (or local equivalent). The base pay offered may vary depending on multiple individualized factors, including location, job-related knowledge, skills, and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.

Hudson River Trading (HRT) is seeking exceptional full-time PhD students to join our Algorithm Development team. Algorithm Developers are responsible for building and maintaining the models that drive our trading. A typical day involves applying rigorous statistical analysis to vast quantities of market and financial data to produce predictive trading models. 

In this role, you will work alongside fellow Algorithm Developers and Software Engineers to research, develop, and test novel order execution and model training methods to increase trading efficiency. This will involve running models live on our high-performance trading infrastructure and analyzing daily performance to maintain ongoing profitability. You can expect to apply your advanced academic research experience and expertise to impactful real world problems in trading across time horizons and machine learning strategies.

Profile

• You’re excited to apply your research expertise to identify new opportunities in worldwide markets  
• You enjoy both self-guided research and collaborating with others to analyze and fix problems efficiently
• You are a critical thinker who can learn and implement new skills in a fast-changing environment

Qualifications

• You are a full-time PhD student in a quantitative discipline (math, physics, computer science, statistics, or a related program) who is eligible for full-time roles in 2026
• Fluency in Python
• Experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB
• Brilliant analytical and problem-solving skills
• Ability to work creatively and independently on long-term technical problems

The estimated base salary for this position is 300,000 USD per year (or local equivalent). The base pay offered may vary depending on multiple individualized factors, including location, job-related knowledge, skills, and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.

Hudson River Trading (HRT) is seeking a highly motivated accounting professional with a background in financial services to join our Product Control team. In this role, you will support various functions within Product Control such as trading P&L reconciliation, financial product research, new trading onboarding, P&L attribution, and analysis. In addition, you will collaborate with developers to design and implement tools and reports relating to various trading reconciliation and reporting processes.

Responsibilities

• Perform daily T+1 trading P&L reconciliations across various asset classes, including trading gains/losses, dividends, interest, and commissions
• Prepare trading P&L attribution for traders and provide commentary on any reconciling/adjusting items
• Work with our Middle Office group and external brokers to reconcile daily position and cash breaks, as well as troubleshoot processing of corporate actions
• Perform month-end closing procedures associated with trading in both regulated and non-regulated entities across the globe
• Assist with onboarding new trading into existing technology and platforms, including post-trade and general ledger systems
• Perform necessary accounting research as needed, and provide recommendations to management for proper treatment of specific financial products and complex trading transactions
• Collaborate with other accounting functions (FP&A, legal entity control, external reporting, and regulatory reporting) to support overall business needs and manage trading-related financial information requests
• Work with our tax department to provide trading P&L analysis in connection with tax filings and new trading launches
• Collaborate with our Treasury group to maintain efficient margin and FX exposure across our brokerage accounts
• Assist in the creation and design of automated reports requested by management
• Test and utilize automated tools for reconciliation and profit reports, including utilizing Unix commands, SQL queries, and running scripts in Python
• Work with relational databases and set up reports using simple SQL queries

Qualifications

• Bachelor's degree in accounting/finance or other quantitative discipline
• 2 - 4 years of experience in a Big 4/large national accounting firm or relevant industry
• Investment accounting and financial product experience preferred
• Strong Excel skills; SQL/Python experience preferred
• Familiarity with AI prompting preferred
• A CA (Singapore), CPA, or equivalent professional qualification is a plus
• Excellent cross-functional communications skills; the ideal candidate will be articulate, persuasive, and tactful
• Meticulous attention to detail 
• Exceptional time management skills, including the ability to multitask within a fast-paced working environment
• This role requires close collaboration with our US team in NYC. Candidates should be comfortable with a flexible schedule that includes attending morning/evening conference calls (typically between 8 AM/PM – 10 AM/PM SGT) as needed
• This role requires occasional travel to the US

Hudson River Trading (HRT) is one of the top algorithmic trading companies in the world. Our research cluster is the backbone of our success; it’s where all of our trading strategies are generated.

We use a large, customized research environment with highly advanced CPU and GPU compute, storage, and networking technology. Our team thinks about the entire software stack, from the user-level API to optimizing performance out of low-level caching. We deal with everything from the theoretical, like fair resource scheduling, to the concrete, like optimizing a trader’s new program run-time performance. 

As a distributed compute engineer in a user-facing environment, you’ll develop and improve on technical solutions that make research as easy and efficient as possible. You’ll work every day with both talented quantitative traders and software engineers across all trading teams.

Responsibilities

• Ensure HRT’s research environment is best in class, with a focus on user workloads
• Maintain and improve resource scheduling, data caching, and job monitoring to make research as easy, fast, and efficient as possible, using both in-house and open source solutions
• Optimize workloads at the user level to speed up user iteration speed
• Tune workloads at the infrastructure level to make them more resource-efficient
• Share metrics and real-time information with users to give insight into workload behavior
• Sit down with users to understand their specific technical needs
• Contribute individually and through leadership and coordination of the above
• Set technical direction for the platform and take holistic ownership of the software infrastructure that supports Algo research

Qualifications

• Bachelor's degree in Computer Science, Computer Engineering, or a related field
• Strong C++ expertise (daily use preferred)
• Python familiarity preferred
• Experience collaborating closely with quantitative researchers and traders to understand their needs
• Great communication capabilities
• Superior design, debugging, and problem solving skills
• Knowledge of UNIX operating systems (we use Linux), system/processor performance, and network communication

Hudson River Trading (HRT) is seeking curious, thoughtful engineers who enjoy working with data and solving real-world technical problems to join our growing Market Structure Analysis team. In this role as a Quantitative Latency Engineer, you’ll apply data-driven methodologies to understand and optimize trading technology and real-time interactions with financial markets across the globe, spanning traditional and crypto exchanges. No prior finance experience is needed!

Responsibilities 

• Analyze time series network and exchange protocol captures
• Become familiar with the details of specific markets, attend presentations and liaise with exchange counterparts
• Research exchange features, capabilities, and architecture
• Automate collection and visualization of metrics that quantify efficacy of exchange communication
• Formulate and conduct controlled experiments that measure impact of calculated changes to HRT’s trading infrastructure
• Communicate ideas, requirements, and results across disparate teams
• Improve fill rate of our hardware-based trading strategy
• Reduce incidence of cancel-reject responses
• Investigate and report details of various latency-sensitive exchanges

Profile 

• You possess a degree in Data Analytics or a related field
• You can collect and interpret network and/or financial market data
• You have professional experience in latency reduction, preferably in finance
• You have a basic understanding of proprietary trading and exchange technologies

Skills 

• Proficiency in data analytics including statistics, data visualization, and working with large data sets
• Basic understanding of TCP and UDP network protocols
• Extensive experience with Python and relevant data libraries (Pandas, Numpy/Scipy)
• Some familiarity with the details of modern computer systems and networks
• Experience with real time exchange market data and order entry a plus

The estimated base salary range for this position is 200,000 to 300,000 USD per year (or local equivalent). The base pay offered may vary depending on multiple individualized factors, including location, job-related knowledge, skills, and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.

HRT is seeking quantitative researchers to join our effort in developing mid-frequency systematic trading strategies. Candidates will apply rigorous statistical methods on a wide range of datasets and implement trading models based on novel predictions of market behavior, all while leveraging HRT’s world-class research and trading infrastructure.

Successful candidates will be part of a growing effort and have the opportunity to contribute to all aspects of strategy development, including alpha generation, portfolio construction/optimization and trade execution algorithms. Researchers are responsible for not only prototyping and conducting research into various strategy components, but also writing code to productionalize their ideas; thus, interest and experience in programming are essential.

HRT employees enjoy a collegial and non-siloed environment; candidates will work closely with other researchers to develop new ideas and refine existing trading models.

Skills

• 3+ years of prior work experience in stat-arb required
• Degree in a quantitative or technical discipline (e.g. statistics, computer science, physics, mathematics, economics)
• Exceptional academic credentials
• Demonstrated ability to conduct research using large noisy real-world datasets
• Exceptional attention to detail and desire to understand issues deeply
• Outstanding work ethic and ability to thrive in a fast-paced environment
• Strong numerical programming skills, including proficiency in Python for data analysis and machine learning. Experience with C++ a plus

The estimated base salary range for this position is $175,000 to $300,000 per year, based on job-related skills and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.

About Akuna:

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions and automation. We specialise in providing liquidity as an options market maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully we design and implement our own low latency technologies, trading strategies and mathematical models. At Akuna we have a flat structure, where the best idea wins.

Our Founding Partners, including Andrew Killion, first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, Singapore and London.

• 3+ years of professional work experience in Options Trading or related field
• BS/MS/PhD in a technical field – Engineering, Statistics, Computer Science, Mathematics, Physics, or similar
• Understanding of advanced Mathematics: Calculus, Probability, Linear Algebra, Statistics and Optimization
• Working knowledge of statistical analysis, numerical linear algebra, machine learning or convex optimization
• Intermediate programming skills in Python (C++ is a plus)

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

As a Trading Operations Analyst, your work will involve reconciliation, balancing of accounts, profit-and-loss calculation and analysis, trade capture and a variety of other activities to support the firm’s trading activities in various asset classes.  In this role, you’ll have regular, direct interaction with a variety of teams, including finance, technology, operations, and the front office.  The ability to work in a fast-paced environment while maintaining a high degree of professionalism is paramount.

Responsibilities: 

• Perform detailed trade, position, and valuation reconciliation
• Provide assistance in trade capture for all products related to the firm’s activity
• Field reconciliation-related inquiries from a variety of teams within the firm
• Support trade management activities, such as processing expirations, exercises and assignments, corporate actions etc.
• Broad operational support of the firm’s trading desks located in Singapore
• Mastery of the firm’s proprietary trade capture, inventory management, and P&L reporting systems necessary to support the desk’s activity
• Act as process super-user for current functionality and provide critical support and advice regarding needed enhancements to technology, workflows, and processes
• Liaise with technical personnel to secure proper support/coverage for ongoing operations as well as procure enhancements for insufficient or new workflows
• Adopt, integrate, and promote new technology as it becomes available

Requirements:

• 2 to 4 years of experience in in detail-oriented role working at a working at a hedge fund, prop, or investment bank, ideally in a middle office or back-office function.
• Prior background in exchange-traded futures and futures options, equities and equities options, and FX spot/forwards and options
• Ability to adapt in a fast-paced, collaborative, and results-oriented environment, and thrive under time-sensitive and high-pressure situations
• Bachelor’s degree in finance, economics, or another quantitative field or material equivalent exposure
• Meticulous attention to details and accuracy in work
• Self-starter with strong proactivity, sets ambitious goals, willingness to drive and own projects, and proactively identifies opportunities for impact
• Strong MS Excel and SQL background is required
• Previous experience with Python, SQL, VBA, or PowerQuery are highly preferred
• Excellent verbal and written communication skills, with the ability to effectively interact and collaborate with global teams

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

#LI-PR1

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

We are seeking a Quantitative Researcher to work on alpha generation, model development, and the full research pipeline for mid-frequency equity statistical arbitrage strategies. The position will collaborate closely with the Portfolio Manager and other team members, contributing across all stages — from data processing and feature engineering to backtesting and live deployment.

Key Responsibilities

• Research, design, and implement predictive signals and features across global equities.
• Work with large, diverse datasets; develop robust feature engineering and point in time (PIT) data cleaning pipelines.
• Collaborate with team members to implement research infrastructure, backtesting frameworks, and analytical tools.
• Build frameworks and tools for performance attribution and ongoing live strategy monitoring.

Requirements

• 2–8 years of experience in quant equities, with a primary focus on alpha research.
• Familiarity with both standard and alternative datasets used in equity stat arb strategies, including data cleansing, ticker mapping, point-in-time (PIT) handling, and other dataset idiosyncrasies.
• Strong programming skills in Python; experience with SQL and distributed data environments.
• Advanced degree (PhD/MSc) in Mathematics, Physics, Statistics, Computer Science, or related quantitative discipline.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

[#LI-AC] 

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

Systematic Commodities Portfolio Manager

DRW is looking to bring on a Systematic Commodities PM to join our Singapore team. We are looking for an individual that has experience developing, testing, and executing algorithmic trading strategies across either a single or cross commodity approach. Ideal candidate will be highly systematic in approach and have mid frequency strategies.

Responsibilities:

• Designing, testing and deploying systematic strategies across the Commodity complex
• Act as subject matter expert for Systematic Commodities in improving DRW’s offering of this product and approach
• Understand and manage risk across live strategies
• Conduct rigorous research, backtesting and performance attribution analysis
• Collaborating with technology teams to improve trading infrastructure, algorithms and execution
• Developing a small team to support your strategies to be as optimal and profitable as possible
• Identifying new markets in which to deploy strategies

Key skills:

• A bachelors, masters or PhD in mathematics, statistics, engineering, computer science or related analytical field
• 5+ years of profitable trading experience in a Systematic Commodities environment
• Demonstrable experience in successfully building and managing trades
• Broad experience trading in Asia
• Advances quantitative and analytical skills
• Programming experience – Python, R, C++
• Self-starter with strong proactivity, willingness to drive and own projects and identifies opportunity for impact

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

#LI-JW1

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

As a Senior Data Engineer on our Data Experience team, you will play an integral role in bringing vendor datasets into our data platform, governing our centralized data pipelines, consolidating data delivery infrastructure across disparate systems, and working alongside individual Traders, Quantitative Researchers, and Back-Office personnel to best utilize the firm’s data and platform tools.

Technical requirements summary:

• Have extensive experience designing and building data pipelines
• Have experience working within modern batch and streaming data ecosystems
• An expert in SQL and Java or Python
• Extensive knowledge of data modeling techniques
• Able to own the delivery of data products, working with analysts and stakeholders to understand requirements and implement solutions
• Able to contribute to project management and project reporting
• Have experience driving nontrivial data migrations across platforms
• Able to establish, follow, and enforce data modeling standards across a large ecosystem.

What you will do in this role:

• Model, build, and manage data products built atop DRW’s Unified Data Platform.
• Work closely with Data Strategists to determine appropriate data sources and implement processes that onboard and manage new datasets for trading, research, and back-office purposes.
• Design data governance processes that enable discovery, cost-sharing, usage tracking, access controls, and quality control of datasets to address the needs of DRW trading teams and strategies.
• Continually monitor data ingestion pipelines and data quality to ensure stability, reliability, and quality of the data. Design monitoring and quality control software and processes.
• Own the technical aspects of vendor ingestion pipelines, coordinating with vendor relationship managers on upcoming changes, performing routine data operations without breaking internal users, and contributing to the team’s on-call rotation to respond to unanticipated changes.
• Rapidly respond to user requests, identifying platform gaps, and self-service opportunities that make the user experience more efficient.

What you will need in this role:

• 7+ years of experience working with modern data technologies and building data-first products.
• Excellent written and verbal communication skills.
• Proven ability to work in a collaborative, agile, and fast-paced environment, prioritizing multiple tasks and projects, and efficiently handle the demands of a trading environment.
• Proven ability to deliver rapid results within processes that span multiple stakeholders.
• Strong technical problem-solving skills.
• Extensive familiarity with SQL and Java or Python, with a proven ability to develop and deliver maintainable data transformations for production data pipelines.
• Experience leveraging data modeling techniques and ability to articulate the trade-offs of different approaches.
• Experience with one or more data processing technologies (e.g. Flink, Spark, Polars, Dask, etc.).
• Experience with multiple data storage technologies (e.g. S3, RDBMS, NoSQL, Delta/Iceberg, Cassandra, Clickhouse, Kafka, etc.) and knowledge of their associated trade-offs.
• Experience with multiple data formats and serialization systems (e.g. Arrow, Parquet, Protobuf/gRPC, Avro, Thrift, JSON, etc.).
• Experience managing data pipeline orchestration systems (e.g. Kubernetes, Argo Workflows, Airflow, Prefect, Dagster, etc.), delving deeply into low-level details.
• Proven experience in managing the operational aspects of large data pipelines such as backfilling datasets, rerunning batch jobs, monitoring event throughput, and handling dead-letter queues.
• Prior experience triaging data quality control processes, correcting data gaps and inaccuracies.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

#LI-PR1

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Options, Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

We are looking for an excellent Quantitative Developer to design, develop new and improve existing pricing and trade execution systems for our Asia Equity Options business. As a member of the desk, you will be integral in the interaction between research and trading teams. You will have the opportunity to work with cutting-edge low latency technologies and will be surrounded by senior technologists providing you with the best possible environment to succeed.

How you will make an impact:

• Building and improving high-availability, production systems in C++ and Python with resource and latency constraints
• Analyzing and discussing requirements from stakeholders
• Facilitating discussions on code implementation, testing, software architecture best practices
• Driving projects and leading new initiatives
• Actively engaging with others on the development team to resolve challenging design and coding issues
• Evaluating appropriate new technologies, tools, frameworks and software components for integration

What you bring to the team:

• 3+ years of hands-on experience in quantitative software development, preferably at a trading firm or systematic fund
• Strong production experience in Python and C++, including Boost, STL and data analysis workflows (pandas, polars, or similar)
• Strong experience working on highly distributed systems
• A background in multi-threaded programming and a strong understanding of hardware/software interaction
• Solid understanding of ML concepts as applied to systematic strategies, from research through production
• Prior experience working on options or derivative products is a plus
• Dedicated team player and a passionate problem solver with strong interpersonal skills
• Excellent verbal and written communication skills, with the ability to effectively interact and collaborate across research and engineering teams
• Meticulous attention to details and accuracy in work
• Ability to adapt in a fast-paced, collaborative, and results-oriented environment, and thrive under time-sensitive and high-pressure situations

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

#LI-PR1

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

As a Quantitative Developer, you will implement software solutions that use advanced statistical methods and have a direct impact on automated trading strategies across multiple asset classes. You will work closely with our Quantitative Researchers on idea generation and development and will be able to solve challenging technological problems. You will have access to cutting-edge technology, hardware and grid computing and will be given immediate responsibility.

How you will make an impact...

• Design, develop, test and deploy proprietary software solutions for complex algorithmic trading systems
• Optimize large scale data processing and modelling
• Collaborate with researchers to translate research-based trading strategies into production software
• Build software to manage risk and execution of our trading system
• Automate human-decision based trading strategies and implement algorithmic trades from trading ideas
• Manage day-to-day technology requirements of our proprietary trading systems and evaluate new technologies to improve on the current stack

You will be at home if you have...

• A degree in a technical discipline such as mathematics, physics, engineering or computer science with a focus on statistics, optimization and signal processing
• 3 to 5 years of relevant work experience in the financial markets
• Excellent software development skills in Python
• Strong problem-solving and statistics skills
• Skills in asynchronous and multi-threaded software; handling, maintaining and processing large data sets; and network programming
• A strong understanding of object-oriented design, data structures and algorithms
• The proactive ability to take the lead on assignments and deliver practical results in a timely manner 

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

#LI-PR1

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

The Machine Learning Researcher will have a deep understanding of the principles behind modern ML algorithms — including recent advances such as transformer-based architectures and other state-of-the-art frameworks — and the ability to turn that knowledge into high-impact, production-ready solutions.

The role involves applying advanced ML techniques to a wide range of forecasting challenges, building scalable ML pipelines, and deploying them in production, while working with high-dimensional, noisy, structured and unstructured datasets. Experience applying ML models in financial markets is desirable, but exceptional candidates with a strong ML background from tech, startups, or academia will also be considered.

Responsibilities

• Research, design, and deploy robust ML models.
• Build and maintain scalable, production-level ML pipelines.
• Extract signals from large, noisy, real-world datasets.

Qualifications

• PhD (or exceptional MSc) in ML, Computer Science, or related field.
• Deep theoretical and practical knowledge of core ML algorithms, and comfortable experimenting with model architectures, feature engineering, and hyperparameter tuning to produce high-performance and resilient models.
• Proven experience taking ML models from research to live production.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

[#LI-AC] 

About Us:
Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview:

Join a systematic trading desk that trades a broad range of financial products across global markets using proprietary algorithms and internally developed technology. In this role, you'll combine trading support, market analysis, and technical problem solving, with a focus on monitoring and improving trading strategies, debugging issues, and building automation tools. No prior trading experience required. We're looking for sharp, curious problem solvers who want to learn the business from the ground up.

Job Responsibilities:

• Support the day to day operation of systematic and algorithmic trading strategies across multiple exchanges and asset classes
• Monitor live trading activity, positions, and system behavior to quickly identify issues and anomalies
• Assist in the design, testing, and refinement of trading algorithms and execution logic
• Investigate trading and system issues through data analysis and debugging
• Build and improve automation tools, scripts, and workflows that drive desk efficiency and reliability
• Partner closely with traders and developers to enhance models, tools, and internal processes
• Help monitor risk, positions, and trading activity in real time
• Execute operational and support tasks with accuracy and accountability

Requirements:

• 0 to 3 years of experience in a similar role
• Bachelor's degree in a quantitative or analytical discipline (e.g., math, statistics, computer science, engineering, economics, finance)
• Strong numerical, analytical, and problem solving skills
• Genuine interest in financial markets and systematic trading
• Python strongly preferred; experience with any programming language is highly valued
• Meticulous, responsible, and detail oriented
• Independent, proactive, and a fast learner
• Comfortable working under pressure in a fast paced environment
• Strong written and verbal communication skills in English

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

As we scale, we are looking for quantitative traders to monetise opportunities on exchanges, price our OTC franchise, manage risk, develop and deploy models. This is a high impact role at the cutting edge of digital asset trading.

Duties and Responsibilities:

• Design, manage, optimise strategies used to make markets on crypto exchanges
• Manage pricing and liquidity provision to OTC customers
• Responsibility for the PL of team and individual strategies
• Develop and improve the models and strategies using quantitative methods
• Collaborate with Quant Dev and Research during the full lifecycle of alpha and signals development and deployment
• Conduct research and data analysis on bespoke trading data

Valued Skills

• University degree in a numerical degree, strong grades
• 3 years+ experience with OTC and/or systematic trading
• Proficiency in Python and data analysis
• Practical experience with C++ / Java or any other OOP
• Knowledge of exchange microstructure and low latency trading

Valued Personal Attributes

• Ability to work in a fast-paced fluid environment
• An entrepreneurial mind set and a natural intuition for risk
• Excellent teamwork and clear communication skills
• Someone that thrives when given the space and opportunity
• Willingness to learn and develop new skills
• Wide awareness of risk (market/liquidity/reputational/legal/compliance/etc)

See yourself at Twilio

Join the team as our next Senior Strategic Account Executive.

About the job

Reporting to the RVP, Strategic Account Rest of Asia, this position is needed to manage relationships with some of our largest current Communications platform customers who consume our messaging, voice and email services. You will be directly responsible for protecting and growing Twilio’s communications business across your assigned customers with a focus on India and Thai enterprises. As a Strategic Account Executive, you will drive highly analytical and consultative sales cycles (upsell and cross sell) with customers that are running large scale, global, competitively sourced, compliance-heavy, use case-specific businesses. This role is cross functional dependent, and your success will depend on building deep partnerships across product management, finance, support, and operations.

Responsibilities

In this role, you’ll:

• Manage and expand some of our most important customer accounts, including high growth technology, retail, eCommerce and fintech companies.
• Develop, drive, and execute account strategy to consistently deliver strong revenue, gross margin, and gross profit results.
• Partner closely with other Twilio teams to identify new revenue opportunities within your account portfolio.
• Serve on a cross-functional account team with representatives from product, finance, support, and services teams.
• Run a disciplined forecast, consistently achieve goals, and present guidance to executive management.
• Run highly consultative sales cycles with our largest customers with a focus on deep discovery, listening to customer needs and being an effective champion for their point of view in the organization

Qualifications 

Twilio values diverse experiences from all kinds of industries, and we encourage everyone who meets the required qualifications to apply. If your career is just starting or hasn't followed a traditional path, don't let that stop you from considering Twilio. We are always looking for people who will bring something new to the table!

*Required:

• • More than 10 years of combined experience in major account or strategic sales, managing or leading quantitative, highly analytical products and solutions for customers. 
  • Experience in supporting Thailand territories.
  • Accountable for relationship management, cross sells, upsells and solutions consulting.
  • Comfortable working with business and highly technical leaders, while influencing their understanding and building supportive partnerships.
  • Proven track record of developing, growing and delivering revenue & gross profit results, especially for large-scale and enterprise customers in Asia.
  • Analytical account development strategy based on using data to find opportunities and prove value.
  • Demonstrated track record of managing business forecasts and financial models with use of MEDDPICC.
  • Entrepreneurial mindset with appetite to define processes and build programs.
  • Fluency in Thai (speaking and writing) is desired to work with the Thai customers

Desired:

• A Bachelor’s degree or equivalent experience
• CDP & CPaaS experience is highly desirable
• Experience selling SaaS/CPaaS/CDP solution selling to a technical and business audience
• An understanding of the customer experience (CDP + CPaaS) business model
• Experience managing high tech Thai enterprises

Location

This role will be remote, and based in Singapore.

Travel 

We prioritize connection and opportunities to build relationships with our customers and each other. For this role, approximately 30% travel is anticipated to help you connect in-person in a meaningful way. 

What We Offer

Working at Twilio offers many benefits, including competitive pay, generous time off, ample parental and wellness leave, healthcare, a retirement savings program, and much more. Offerings vary by location.

The Role: We are looking for an exceptionally talented software engineer intern to join our team. You will be part of a business-facing team responsible for building and evolving the core systems that power our Quant strategies.

You will be working with Quants very closely to develop, enhance, and support cutting-edge tools and systems that drive data decision making. The role provides a unique opportunity to gain exposure to full lifecycle of quant finance.

• Assist in developing and optimizing data infrastructure that powers our quantitative research and trading strategies .
• Help design and implement computational frameworks that execute our quantitative models and strategies.
• Work with Quants to understand their needs and provide technical solutions that enhance their workflow.

What You’ll Bring

• Currently pursuing a Bachelor’s or Master’s degree in Computer Science, Engineering, Data Science
• Python programming proficiency
• Familiarity with data structure and algorithms
• Strong understanding of software development principles and methodologies
• Excellent communication and interpersonal skills
• Interest in finance, quantitative trading or financial data a plus
• Internship duration - at least a 3 months' commitment for the period June to December 2026

The MetaTech team is the engine behind the evolution of WorldQuant's proprietary research platform — empowering Researchers and Portfolio Managers to create, deploy, and lead template trading strategies at scale. MetaTech owns both foundational infrastructure and the researcher-facing features that expand what is possible within the platform. The team responds rapidly to emerging user needs while driving long-term platform modernization, spanning simulation engine upgrades, orchestration services, caching infrastructure, and the enablement of entirely new classes of strategies.

As a Software Engineering Lead in MetaTech, you will be responsible for the technical direction of a platform that sits at the intersection of quantitative research and large-scale distributed systems. You will need deep fluency in both worlds: the ability to engage credibly with Researchers and PMs about their workflows and goals, and the technical depth to architect, deliver, and modernize the systems that power them. You will lead the team's roadmap across multiple workstreams — from expanding the range of supported strategy types to infrastructure modernization — and lead a team of engineers to implement it.

The Role

• Drive the MetaTech technical roadmap, balancing researcher-facing feature delivery with foundational infrastructure investment
• Lead architectural design and hands-on development across the platform, including simulation orchestration, caching, monitoring, and strategy lifecycle management
• Engage directly with Researchers and Portfolio Managers to understand their needs and translate them into well-scoped technical solutions
• Drive infrastructure modernization efforts, including simulation engine migrations, distributed caching, and platform observability
• Partner with cross-functional stakeholders across Research, Platform, and Operations to ensure reliable, scalable delivery
• Identify opportunities to integrate agentic workflows into existing platform systems, enabling automation of complex, multi-step research and operational processes
• Manage and mentor a team of engineers, fostering technical excellence and accountability

What You'll Bring

• Bachelor's degree in Computer Science, a related field, or equivalent job experience
• 6+ years of hands-on industry experience building scalable, high-reliability backend systems
• Deep familiarity with the Python ecosystem, particularly for data-intensive and systems-level work
• Strong systems engineering instincts: distributed computing, service orchestration, and large-scale data pipelines
• Working knowledge of quantitative investment and research concepts, with an ability to engage fluently with quant researchers and PMs
• Experience with simulation systems, financial data infrastructure, or research platform engineering is a strong plus
• Working knowledge of a Unix/Linux environment
• Excellent interpersonal and communication skills — able to bridge technical and non-technical audiences
• Excellent debugging and problem-solving skills, with a bias toward root-cause analysis over workarounds
• Solid understanding of data structures, algorithms, and system design trade-offs
• Relational and non-relational database experience
• C++ 11 (or greater) experience is a plus, particularly for simulation or performance-critical contexts
• Previous people management experience is a plus

The Role: Research is at the core of WorldQuant. Through rigorous exploration and unconstrained thinking about how to apply data to the financial markets, our researchers are in constant search of new alphas. Researchers at WorldQuant employ tested processes seeking to identify high-quality predictive signals that we believe are undiscovered by the wider market. These signals are mathematical expressions of data that are used as inputs in our quantitative models.

WorldQuant is seeking an exceptional individual to join the firm as a Quantitative Researcher. The person must have a strong understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets. While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets. Candidates will have a research scientist mind-set; be a self-starter, a creative and persevering deep thinker who is motivated by unsolved challenges.

What You’ll Bring:

• Candidates holding or pursuing a Bachelor's (Hons), Master's or PhD degree in in a highly quantitative or highly analytical field e.g. Math, Physics, Computer Science or Financial Engineering from a leading university with excellent academic records are strongly preferred
• Have a research scientist mindset, i.e., be a deep thinker, creative, persevering, smart, a self-starter, etc.
• Knowledge of Linear Algebra, Statistics, Machine Learning
• Prior experience in Finance/Trading is a plus.
• Be competent in a programming language (Python, Unix)
• Possess good English language skills
• Have a strong interest in learning about worldwide financial markets
• Possess a relentless drive to succeed, supplemented by a strong work ethic

WorldQuant has adopted the Tripartite Standard on Recruitment Practices, and has committed to being a fair and progressive employer.

The Role: The Quantitative Execution team is seeking an Execution Researcher to further refine WorldQuant's execution capabilities across a variety of cash and derivative products to be based in Singapore.

Key Responsibilities:

• Algorithm Design & Implementation:
• Develop detailed specifications for new and enhanced execution algorithms.
• Implement, test, and deploy robust quantitative trading strategies and tools, primarily using Python.
• Tooling:
• Build robust and reusable tools in Python to improve the overall team productivity.
• Market Impact Modelling:
• Research, develop, and refine sophisticated market impact models to seek to predict and minimize the cost of trading.
• Leverage large datasets and advanced statistical/machine learning techniques to improve model accuracy.
• Transaction Cost Analysis (TCA):
• Conduct in-depth Transaction Cost Analysis (TCA) to evaluate the performance of execution strategies, identify drivers of transaction costs, and pinpoint opportunities for optimization.
• Provide actionable insights to portfolio managers and traders.
• Collaboration:
• Work closely with the QES Lead for APAC to align strategies with regional market nuances and business objectives.
• Collaborate with trading desks, technology teams, and other quantitative researchers to integrate solutions and drive innovation

What You’ll Bring:

• PhD/Master’s in a quantitative field (CS, Mathematics, Statistics, Physics, Engineering, Quant Finance) from a top university, with 0–4 years’ experience in quantitative research and/or development for systematic or execution strategies.
• Solid Python programming skills (required), strong understanding of data structures and algorithms, and experience manipulating large-scale datasets using SQL; C/C++ is a strong differentiator.

• Strong expertise in regression models, time-series analysis, and applied machine learning, with exposure to deep learning and/or reinforcement learning, ideally in data-intensive, production-oriented environments.

Project Overview

This is a cutting-edge initiative to integrate Large Language Models (LLMs) with WorldQuant's proprietary strategy management tools. The project aims to provide AI-assisted insights, automate routine analytical tasks, and enable natural language interactions for Portfolio Managers to more efficiently analyze, maintain, and enhance their trading strategies. This involves building foundational infrastructure, developing robust data pipelines for metrics and features, and creating a secure, user-centric interface with a strong focus on protecting intellectual property.

The Role:

We are seeking a talented and motivated Full-Time Software Engineer to play a key role in the development and enhancement of this AI-driven platform. You will be responsible for designing, building, and maintaining critical components of the system, primarily focusing on the Model Context Protocol (MCP) servers that form the backbone of the platform. This includes enhancing existing MCPs, such as our proprietary command-line interface for strategy data, developing new MCPs for internal data system integration, strategy analysis, and performance metrics, and contributing to the secure and effective use of LLMs.

Key Responsibilities

• Design, develop, test, and deploy robust and scalable MCP servers and related tools in Python.
• Enhance existing MCPs, including our internal data access tools, to ensure reliable access to strategy metadata, historical PnL data, and PnL attribution by risk factors.
• Develop new MCPs, including but not limited to MCPs for direct data system integration, MCPs for strategy analytics, and MCPs for performance reporting.
• Design and implement secure prompt engineering techniques to interact with LLMs, ensuring effective information retrieval while minimizing the risk of intellectual property leakage.
• Collaborate with project managers, technical leads, and other developers to define technical specifications and integrate various data sources.
• Work on API development and integration, ensuring seamless data flow between different systems (internal knowledge management systems, simulation systems, data warehouses).
• Implement data parsing and manipulation logic for various formats (JSON, CSV).
• Contribute to the design and implementation of data pipelines for strategy metrics and features.
• Address and resolve bugs and issues in existing MCP tools and infrastructure.
• Participate in code reviews, and contribute to unit and integration testing efforts.
• Create and maintain technical documentation for developed components.
• Stay updated with emerging technologies and methodologies in AI, LLMs, prompt engineering, and financial technology.

What You’ll Bring:

Core Skills:

• Strong proficiency in Python programming.
• Proven experience in API development, integration, and consumption.
• Solid understanding of database interaction, data access patterns, and data modeling.
• Experience with data parsing and manipulation libraries and techniques (e.g., pandas, JSON, CSV).
• Understanding of or experience with prompt engineering principles for Large Language Models
• Awareness of data security and intellectual property protection considerations in the context of AI and LLM applications

Domain-Specific Knowledge (Highly Beneficial):

• Familiarity with financial data (e.g., PnL, Sharpe ratio, alpha, risk factors, AUM).
• Experience with quantitative trading systems, market data systems, or strategy management platforms (familiarity with internal data systems or command-line data tools is a significant plus).

Technical Environment Familiarity (Helpful):

• Experience working in a Linux environment.
• Understanding of Command Line Interface (CLI) tools and development.
• Familiarity with version control systems (e.g., Git).

Soft Skills

• Excellent problem-solving and analytical skills.
• Strong collaboration and communication skills, with the ability to work effectively in a team.
• High attention to detail and commitment to delivering high-quality software.
• Ability to learn quickly and adapt to new technologies and complex systems.

Education

• Bachelor's or Master's degree in Computer Science, Engineering

Technologists at WorldQuant research, design, code, test and deploy projects while working collaboratively with researchers and portfolio managers. Our environment is relaxed yet intellectually driven. We seek people who think in code and are motivated by being around like-minded people.

The Role: WorldQuant Quant Enablement Team is seeking an exceptional individual to work on complex data pipelines, computational infrastructure and quant-related software systems. This role works closely with Portfolio Managers and Researchers, and across teams within WorldQuant as a hands-on engineer as a part of our business facing technology organization. A successful candidate will possess an in-depth knowledge of data design patterns, software architecture and design principles and how to implement them. They should be familiar with data structure and algorithms, data engineering and stay informed about AI technologies and their potential applications to drive business support and growth

What You’ll Bring:

• Degree in a technical or quantitative discipline from a top tier institution.
• 5 to 8 years of Python experience as a developer.
• Demonstrated ability to program in Python on Linux/Unix platforms; familiarity with scripting languages.
• Experience with effective code version control, as well as Continuous Integration and Deployment.
• Exceptional communication skills in both verbal and written form.
• Excellent problem-solving abilities and judgment with strong attention to detail.
• Mature and thoughtful, with the ability to operate in a collaborative, team-oriented culture.
• Motivated by the transformational effects of technology-at-scale.
• Experience with AI technologies, such as LLMs and agentic AI, along with their use cases would be beneficial
• Experience in finance is a plus but not required