We hire for what you can do.
Students in Singapore. Quantitative research across APAC markets. We run lean and take the work seriously.
Open positions.
Three roles, one team. We keep it small on purpose.
Original macro and cross-asset research on APAC. Develop a view, defend it internally, publish externally. Good research changes how the team thinks about a market — that's the bar.
Clear writing. Genuine interest in macro markets. You should be comfortable with data — coding isn't required, but you need to read a chart and know what matters.
Build and maintain everything between a research thesis and a backtest result. Data pipelines, signal generation, backtesting infrastructure, and paper portfolio tooling.
Strong Python. Comfortable with pandas, numpy, and statistical reasoning. Prior quant or data projects help but aren't required — show us something you've built.
Daily market coverage and idea generation across APAC. You track what's moving, figure out why, and flag when something doesn't fit the thesis. Work with the quant team to pressure-test ideas with data.
You follow markets already — not because someone told you to. Comfortable reading order flow, vol surfaces, or macro data. Prior experience helps but isn't required.
Get in touch.
No CV required. Tell us what you've built and which role fits.