Caladan
2 months ago
Quant Trader - Caladan
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Company information
- Company
- Caladan
- Location
- Singapore Singapore
- Posted
- 2 months ago
Job description
Caladan is seeking a Quant Trader to design, implement and manage systematic trading strategies across digital asset markets. You will work closely with trading, research, and technology teams to identify alpha opportunities, refine pricing and execution models, and manage risk across the firm's portfolio.
What You Will Be Doing:
Deploy and refine quantitative trading strategies across a multi-venue, multi-asset portfolio.
Monitor live strategy performance and adjust parameters in response to changing market conditions.
Collaborate with engineering teams to improve execution infrastructure, latency, and connectivity across a wide range of venues.
Conduct research into market microstructure, liquidity dynamics, and pricing inefficiencies.
Manage position and risk limits in line with firm-wide risk policy.
The Ideal Candidate:
An academic background in Mathematics, Computer Science, Engineering, or a related field.
Experience in high-frequency or proprietary trading, especially in crypto or other digital asset markets.
Expertise designing or supporting automated trading strategies, including multi-leg or cross-venue execution.
A process-oriented mindset with a focus on building and refining research processes and capabilities.
Comfort operating in high-ambiguity environments, with the curiosity and adaptability to iterate quickly.
Compensation & Benefits:
Competitive salary based on experience
Participation in company bonus pool
Daily catered lunch
Health insurance and wellness benefits
Unlimited vacation policy
Required skills
- technology
- engineering
- health insurance
- competitive salary
- portfolio
- risk management
- research
- adaptability
- computer science
- trading
- crypto
- digital assets
- ambiguity
- mathematics
- engineering teams
- market conditions
- pricing models
- market microstructure
- liquidity dynamics
- high-frequency trading
- proprietary trading
- connectivity
- latency
- alpha opportunities
- digital asset markets
- process-oriented mindset
- wellness benefits
- multi-asset
- catered lunch
- systematic trading strategies
- unlimited vacation
- quant trader
- position limits
- research processes
- execution infrastructure
- execution models
- strategy performance
- risk policy
- quantitative trading strategies
- multi-venue
- pricing inefficiencies
- risk limits
- automated trading strategies
- multi-leg execution
- cross-venue execution
- bonus pool
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