Quant jobs / DV Trading

Quantitative Researcher – Microstructure and Relative Value

A hands-on researcher role on DV Trading's Singapore systematic desk, owning research from raw data to live signals. It focuses on microstructure and relative-value strategies in APAC.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build the research data pipeline and backtest framework in Python
Develop microstructure signals from order flow and tick data
Research relative-value trades across equities and futures
Judge signal decay, capacity and execution quality

What they ask for

Required

3+ years in quant research or systematic trading
Strong Python research stack
Experience building research infrastructure
Market microstructure knowledge
Relative-value research experience
Out-of-sample discipline
APAC market structure familiarity

Preferred

Tick-level data pipelines
Multi-asset or multi-region signal work
Prop or quant fund experience
SQL and cloud data tools

Education: Not specified
Experience: 3+ years in quantitative research or systematic trading
Languages and tools: Python
SQL
Markets: equities, futures, options

How to prepare

Build a tick-data research pipeline with versioned data
Study order book dynamics and signal decay
Test relative-value signals with strict out-of-sample splits
Learn APAC exchange structure

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on DV Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on DV Trading’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with DV Trading and doesn’t handle applications.