Quantitative Trader | Crypto Delta One

About BlockTech BlockTech is a fast-paced algorithmic trading firm at the frontier of global cryptocurrency derivatives and spot markets. We trade 24/7 across some of the most data-rich, fast-moving venues in finance, and we use that data to build smarter models, sharper signals, and more adaptive systems. Crypto is one of the few markets where a researcher can still meaningfully move the edge. The data is abundant, the microstructure is novel, and the feedback loop between a research idea and live PnL couldn’t be shorter. We’re growing fast, and we’re looking for a Quantitative Researcher with a strong machine learning toolkit to help us push that edge further. The role As a Quantitative Researcher on our trading floor, you’ll own ideas end-to-end from hypothesis and dataset construction through feature engineering, model training and backtesting, all the way to live deployment, monitoring, and iterative improvement. You’ll sit shoulder-to-shoulder with Quantitative Traders and Quantitative Analysts, and your work will directly drive how we price and trade. What you’ll work on Collaborating closely with traders to translate research insights into systematic trading strategies Designing, developing and deploying models for price prediction, signal generation, execution, and anomaly detection across crypto derivatives and spot markets using state-of-the-art AI and ML techniques. Building robust trading, backtesting and research infrastructure alongside our engineers, so promising ideas can move into production quickly and safely Owning models in production: monitoring live performance, diagnosing decay, and iterating on what you ship What we’re looking for A strong academic background in a quantitative discipline (Mathematics, Physics, Statistics, Computer Science, Econometrics, ML/AI, or similar), typically a PhD or an MSc with strong research experience Fluency in Python and the modern ML stack (PyTorch and/or TensorFlow, scikit-learn, NumPy, pandas) A deep, intuit

About BlockTech BlockTech is an algorithmic trading firm operating at the frontier of global crypto derivatives and spot markets. We trade 24/7 across some of the fastest-moving, most data-rich venues in finance. Crypto remains one of the few markets where a researcher can still meaningfully move the edge: abundant data, novel microstructure, and the shortest possible loop between a research idea and live PnL. We're looking for an experienced Quantitative Researcher to take ownership of that edge and push it further. The role This is a senior, hands-on research seat on our trading floor. You'll own a research agenda end-to-end from hypothesis, dataset construction, feature engineering, model training, backtesting, live deployment, monitoring, and iteration. You'll be trusted to set its direction. You'll work shoulder-to-shoulder with fellow researchers, traders and analysts, shape how we price and trade, and help raise the bar for research across the floor, including mentoring less experienced researchers and influencing the tools and standards the team relies on. What you'll do Own price-prediction, signal, execution, and anomaly-detection models across crypto derivatives and spot markets from idea to live PnL using state-of-the-art ML Shape our research, backtesting, and trading infrastructure together with engineers, so good ideas reach production quickly and safely Own models in production: monitor live performance, diagnose decay, and iterate on what you ship Set research direction alongside traders, deciding which trades are worth making and why Raise the research bar by mentoring colleagues, reviewing work, and setting standards for rigour What we're looking for 4+ years of hands-on quantitative research and/or applied ML experience, with a track record of models you've taken into production trading live A strong academic foundation in a quantitative discipline (mathematics, physics, statistics, computer science, ML/AI, or similar) Fluency in Python and the m

About BlockTech BlockTech is a fast-paced algorithmic market maker at the frontier of global cryptocurrency derivatives and spot markets, expanding into new markets. We employ algorithms to trade our own capital, 24/7, across some of the most data-rich venues in finance. Crypto is one of the few markets where a researcher can still meaningfully move the edge. The data is abundant, the microstructure is novel, and the feedback loop between a research idea and live PnL could not be shorter. For the Summer of 2027, we're looking for a Quantitative Research Intern to join our Delta One team in Singapore. The role This is a 12-week summer internship at our Singapore office, giving you a unique opportunity to work on an end-to-end project with a real and direct business impact. You'll work in a small team and get the chance to understand how a trading firm actually works from the inside. Delta One is where we trade linear products: (perpetual) futures and spot. These are fast-moving, data-rich markets and a good place to see a research idea meet reality quickly. You will: Participate in a customized training program that will give you an understanding of financial markets in general, the company, and the project. Own a research project from design to deployment, guided by experienced Quantitative Researchers. Work with linear products and the data around them Understand how technology and research enable our trading, market data, and infrastructure systems. Collaborate with fellow quantitative researchers and software engineers to bring your project to success. Learn from the best, using technology built for speed and precision. What we're looking for Currently in your (pen)ultimate year studying a quantitative field at a top university in Singapore Available full-time in Singapore for a duration of 12 weeks over the summer of 2027, starting on the 10th of May Working knowledge of Python Comfort with probability, statistics, and working with messy real-world data A critic

About BlockTech As a Quantitative Trader on our Singapore trading floor, you’ll own positions and PnL end-to-end from interpreting live market flow and liquidity through tuning and intervening in our automated systems, all the way to shaping the next generation of execution logic and trading tools. You’ll sit shoulder-to-shoulder with Quantitative Researchers, Quantitative Developers, and Software Engineers, and your decisions will directly drive how we trade across venues. The role Managing and monitoring Delta1 positions across multiple venues, owning the PnL and risk that comes with them Reading live market flow, liquidity conditions, and market events, and translating that read into concrete trading and execution decisions Tuning and parameterising our automated and semi-automated systems, and knowing when to step in to manage risk or capture an opportunity Improving execution quality and market-making performance through data-driven analysis of strategy behaviour Designing and specifying the trading tools, dashboards, and analytics that the desk relies on to make decisions Collaborating closely with researchers, developers, and engineers to sharpen models, infrastructure, and execution logic, and shaping the roadmap for new trading initiatives What we’re looking for 3+ years of experience as a Quantitative Trader and/or Quantitative Researcher in a professional trading environment, with demonstrated PnL responsibility on linear (Delta1) products across multiple venues Hands-on experience operating automated and semi-automated trading systems under live conditions: monitoring, tuning, and intervening when it matters Strong analytical instincts: you can take a messy dataset of fills and quotes and turn it into a concrete execution improvement A deep, intuitive grasp of market microstructure and the ability to explain why a strategy works, not just that it does Proficiency in Python for analysis, tooling, and interaction with trading systems An ownership mindset:

Graviton is a privately funded quantitative trading firm striving for excellence in financial markets' research. We are seeking a Senior Quantitative Trader for our team in Singapore. We trade across a multitude of asset classes and trading venues with significant market share and constantly seeking to replicate our successes to newer exchanges and products. As a Senior Quantitative Trader your responsibilities will include Develop and deploy completely automated systematic strategies with short holding periods and high turnover Typical strategies deployed include Alpha-seeking strategies and Market Making Rigorously back-test strategies on in-house research infrastructure Graviton can offer a successful Quantitative Trader Exceptional financial rewards Friendly and collegial working environment Access to advanced trading systems for low-latency execution of strategies Excitement of being a part of a new expanding trading business Requirements : Deep experience in HF/UHF Trading Live HF Trading experience for at least 2 years. PnL Track record with excellent sharpe ratios. Programming experience in C++ or C Proficiency in using Python, R, or Matlab for statistical/data analysis of HFT tick data Possess a degree in a highly analytical field, such as Engineering, Mathematics, Computer Science Benefits: Our open and casual work culture gives you the space to innovate and deliver. Our cubicle free offices , disdain for bureaucracy and insistence to hire the very best creates a melting pot for great ideas and technology innovations. Everyone on the team is approachable, there is nothing better than working with friends! Our perks have you covered. Competitive compensation 4 Weeks of paid vacation Regular after work parties Top of the line health insurance for family International team outing

About Graviton Research Capital: Graviton Research Capital is a cutting-edge high-frequency trading firm that leverages technology, quantitative research and algorithms to trade in global markets. Our team consists of world-class technologists, researchers and traders who collaborate to push the boundaries of automated trading. Role Overview : We’re looking for a Central Execution Trader to join our Singapore team and become a key player on the Central Trading Desk . This team interfaces with, and acts as the communication hub for all brokers and exchanges on behalf of the firm externally, as well as technology, quantitative researchers, risk management, compliance, and business development teams internally. In this role, you’ll be building and refining systems that keep our live trading running flawlessly. From designing real-time monitoring tools to automating critical workflows, you’ll be at the heart of ensuring smooth and efficient trade execution. Key Responsibilities: Own one or more markets and the day-to-day execution and operational health of the live strategies in them. Start strategies at the open, track their state and positions through the session, and close the day with correct positions and files for the next session. Act as the first line of defense for alerts, order rejects and outages in those markets, and as the primary contact for brokers and exchanges on live issues. Diagnose the issue, contain the impact and hand the root cause to the owning quant or technology team. Build and enhance real-time monitoring and safety tooling for live and post-trade environments. Design checks that detect abnormal order flow, position and PnL moves, and surface them to the desk in time to act. Work on live data from the firm's trading systems and from brokers, and take the tooling from idea to production on the desk. Communicate clearly on incidents, resolutions, and process improvements with cross-functional teams, ensuring zero ambiguity. Required Skills