Senior Quantitative Researcher (Alpha Generation & Pricing)

Singapore - Singapore

Monthly Salary: Not Disclosed

Posted on: 13 hours ago

Vacancies: 1 Vacancy

Job Summary

The Role

We are seeking an exceptionally mathematical Quantitative Researcher to join our core trading this role you wont just analyze data; you will be the architect of our predictive edge. You will focus on the full lifecycle of strategy developmentfrom mining alpha in noisy datasets to building sophisticated pricing simulations that ensure we remain market-neutral and profitable in all conditions.

Key Responsibilities

Alpha Generation: Identify backtest and implement novel predictive signals (alphas) for digital assets using high-frequency and alternative data.
Predictive Modelling: Design and refine statistical and machine learning models to forecast market movements liquidity shifts and execution outcomes.
Pricing Simulation: Develop and maintain advanced simulation frameworks to stress-test pricing models and trading logic against various market regimes and edge cases.
Strategy Optimization: Collaborate closely with Quantitative Traders to translate research findings into production-ready systematic strategies.
DeFi Research: Conduct deep-dives into protocol mechanics (EVM L2s AMMs) to uncover structural inefficiencies and arbitrage opportunities.

What You Bring

Advanced Quantitative Background: A Masters or PhD in a highly mathematical field (e.g. Physics Statistics Applied Math Financial Engineering or Computer Science).
Proven Experience: 5 years of experience in a Quantitative Research role preferably within a proprietary trading firm hedge fund or high-frequency environment.
Alpha Expertise: A track record of developing successful predictive models and a deep understanding of time-series analysis and statistical arbitrage.
The Predictive Edge: You think in probabilities and distributions. You are obsessed with reducing noise and identifying the underlying drivers of price action.
Technical Proficiency: Expert-level Python (NumPy Pandas Scipy PyTorch/TensorFlow). Experience with Rust or C is a significant plus.

About Tokka Labs

Tokka Labs is a leading proprietary trading firm at the intersection of quantitative finance and decentralized ecosystems. We are pioneers in digital asset market making leveraging cutting-edge technology and rigorous research to provide liquidity across 40 protocols and chains. With over $10B in annual trading volume we treat market problems as scientific questions building proprietary systems that trade 24/7 in the worlds most volatile environments.

Required Experience:

Senior IC

The RoleWe are seeking an exceptionally mathematical Quantitative Researcher to join our core trading this role you wont just analyze data; you will be the architect of our predictive edge. You will focus on the full lifecycle of strategy developmentfrom mining alpha in noisy datasets to building s...

The Role

Key Responsibilities

Alpha Generation: Identify backtest and implement novel predictive signals (alphas) for digital assets using high-frequency and alternative data.
Predictive Modelling: Design and refine statistical and machine learning models to forecast market movements liquidity shifts and execution outcomes.
Pricing Simulation: Develop and maintain advanced simulation frameworks to stress-test pricing models and trading logic against various market regimes and edge cases.
Strategy Optimization: Collaborate closely with Quantitative Traders to translate research findings into production-ready systematic strategies.
DeFi Research: Conduct deep-dives into protocol mechanics (EVM L2s AMMs) to uncover structural inefficiencies and arbitrage opportunities.

What You Bring

Advanced Quantitative Background: A Masters or PhD in a highly mathematical field (e.g. Physics Statistics Applied Math Financial Engineering or Computer Science).
Proven Experience: 5 years of experience in a Quantitative Research role preferably within a proprietary trading firm hedge fund or high-frequency environment.
Alpha Expertise: A track record of developing successful predictive models and a deep understanding of time-series analysis and statistical arbitrage.
The Predictive Edge: You think in probabilities and distributions. You are obsessed with reducing noise and identifying the underlying drivers of price action.
Technical Proficiency: Expert-level Python (NumPy Pandas Scipy PyTorch/TensorFlow). Experience with Rust or C is a significant plus.