Junior Quantitative Analyst (Multi-Strategy)
Summary
Build and maintain data pipelines and monitoring tools in Python for a multi-strategy quant fund, then rotate across desks to learn systematic trading workflows.
About the Role
Goldden Valley Capital Management is a Singapore-based fund manager running multiple systematic strategies — high-frequency trading, arbitrage, CTA, and systematic macro. We are hiring a junior quant to join at the foundation level.
We are not hiring for ready-made quant skills. We are hiring a strong general foundation and a steep learning curve: smart, hard-working, numerically sharp, and genuinely curious about markets. Within your first six months you will rotate across desks — for example factor analysis, backtesting ,and new-signal research on the macro desk; funding-cost reconciliation on the arbitrage desk; live market monitoring on the HFT side. Your permanent seat (Quant Researcher, Quant Developer, or Monitoring Trader) is then decided by two-way selection between you and the desks.
What You Will Do (First 6 Months)
· Data cleaning, reconciliation, and daily checks— roughly 70% of the early work is unglamorous and must be done fast and done right.
· Build and maintain monitoring tools and parameter watchlists in Python.
· Rotate across strategy desks; present findings (e.g., a new-signal writeup) to senior researchers.
· Take part in an on-call / market-hours duty schedule.
Requirements
· New graduate or up to 2 years of work experience.
· Degree in mathematics, statistics, computer science, or a related STEM field. Economics / finance backgrounds are also considered where there is clear evidence of systematic, structured thinking.
· At least one of: quantitative/technical experience (modelling, statistics) or finance experience (macro, fundamental analysis).
· Working Python; basic Linux and git; comfortable and productive with AI tools. Everything else can be taught.
Who Does Well Here (In Order of Importance)
· Numerical intuition and a feel for probability. Not exam-smart — instinctive: when you hear a win rate, you ask about the sample size; when you hear "3+ Sharpe", something feels off.
· Hard-working with fast hands. You have independently built something real in Python that actually runs — a personal project or internship output counts; a stack of course assignments does not.
· Meticulous and organized. You notice when today's number is different from yesterday's, work through checklists item by item, and never wave things through on "close enough".
· Genuine interest in markets. You have opened a brokerage account and traded your own money (equities or crypto), lost money at some point, and can walk us through one specific trade and what you learned from it. A generic "passion for quant finance" does not count.
Bonus Points
· Resilience under pressure and a sense of ownership (on-call duty is part of the job).
· Ranked results in competitive sports or esports; military service; olympiad or competition records.
