Kerja Data Engineer – Quant Trading (US Equities - Multi-Asset), Gaji tinggi SGD 1,950 di Varsity Holdings - Maukerja

Company

Varsity Holdings

Designation

Data Engineer – Quant Trading (US Equities / Multi-Asset)

Date Listed

07 Apr 2026

Job Type

Entry Level / Junior Executive, Experienced / Senior Executive

Job Period

Immediate Start, For At Least 6 Months

Profession

Engineering

Industry

Finance

Location Name

144 Robinson Road, Singapore

Address

144 Robinson Rd, Singapore 068908

Map

Allowance / Remuneration

$1,100 - 1,950 monthly

Company Profile

We are a systematic trading firm building fully automated strategies in U.S. equities. Our edge comes from high-quality data, fast infrastructure, and rigorous research workflows. We run a proprietary C++ backtesting and execution stack and ingest large-scale market + alternative datasets.

Job Description

Role Overview

You’ll own the data backbone of the firm — ingestion, cleaning, storage, and serving of datasets used for research, backtesting, and live trading.

This is not a “dashboard” role. You are building production-grade data pipelines that directly impact PnL.

What You’ll Do

1. Data Pipeline Development

• Build and maintain pipelines for:
  • Market data (tick / 1-min / corporate actions)
  • Alternative data (news, fundamentals, ownership, sentiment, etc.)
• Handle large-scale ingestion (e.g. flat files, APIs, S3 buckets)
• Ensure low-latency + high-throughput processing

2. Data Quality & Integrity

• Design validation systems:
  • Missing data detection
  • Outlier detection
  • Corporate action adjustments
• Build data sanity checks tied to trading logic
• Ensure zero silent data corruption (this matters more than speed)

3. Storage & Query Optimization

• Design efficient schemas in:
  • Columnar DBs (ClickHouse preferred)
  • Time-series structures
• Optimize for:
  • Fast backtests
  • Concurrent queries
  • Large-scale joins across datasets

4. Data Serving for Research & Trading

• Build APIs / pipelines to:
  • Feed C++ backtesting engine
  • Serve live trading systems
• Ensure consistency between:
  • Historical backtests
  • Live trading data feeds

5. Infrastructure & Scaling

• Work with:
  • AWS (EC2, S3, etc.)
  • Distributed processing
• Optimize compute + storage costs without breaking performance

Requirements

Must Have

• Strong programming skills in:
  • Python (data pipelines)
  • SQL (advanced querying)
Experience with: Large datasets (GB
• • TB scale)
  • Data pipeline frameworks (custom or Airflow-like)
• Solid understanding of:
  • Data structures & performance optimization
  • Time-series data handling

Nice to Have (High Value)

• Experience with:
  • ClickHouse
  • Market data (equities, crypto, options)
• Familiarity with:
  • C++ (for integration with backtest engine)
  • Low-latency systems
• Understanding of:
  • Corporate actions (splits, dividends)
  • Market microstructure

What Makes This Role Different

• Your work directly impacts strategy performance
• No bureaucracy — fast iteration, real feedback loop
• You’ll work closely with:
  • Quant researchers
  • Execution engineers
• You’re not maintaining pipelines — you’re building edge

What We Care About

• You don’t blindly trust data
• You question anomalies
• You think in terms of failure modes, not just pipelines

Bonus Points

• Built your own data systems (trading or otherwise)
• Experience debugging bad datasets that “look fine”
• Obsession with correctness over convenience

Compensation

• Competitive salary + performance bonus
• Direct exposure to strategy PnL impact
• Fast growth into senior / infra ownership roles

Application Instructions

Please apply for this position by submitting your text CV using InternSG.
Kindly note that only shortlisted candidates will be notified.