Quant Developer (Python/C++) - Model Implementation - Singapore- Global Hedge Fund
Oxford Knight advertises a model-implementation position for an unnamed systematic hedge fund. The engineer owns real-time signal computation and the production systems that turn strategies into target positions.
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.
- Implement new research strategies in production
- Maintain distributed real-time signal calculations
- Profile and resolve platform bottlenecks
- Extend platform support to new asset classes
What they ask for
Required
- Five or more years in quantitative development
- Python and C++
- Strong debugging
- Python scientific stack
- Automated testing
- Ownership of production systems
- Education
- Computing qualification at bachelor, master or doctoral level, or equivalent.
- Experience
- 5+ years in quantitative development or a comparable position.
- Languages and tools
- Markets
- multi-asset
How to prepare
- Build a tested research-to-production signal service
- Profile a distributed calculation and explain bottlenecks
- Reconcile live target positions against model expectations
What to study
- Quantitative Data Engineering
- Python for Quantitative Finance
- Trading Systems and Low-Latency Infrastructure
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
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Read the full posting on Oxford Knight’s site before applying: requirements, location and pay can change after we check them.
View the posting on Oxford Knight’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Oxford Knight and doesn’t handle applications.