Quantitative Researcher / Trader

Company Overview

Polymer Capital Management is an Asia-focused, market-neutral multi-manager investment platform. Established in 2019 in partnership with PAG, one of the largest Asia-centric alternative asset managers, Polymer combines institutional backing with deep local market expertise to nurture top investment professionals in the region.

Role Summary

The position centers on supporting trading desks, coordinating with third parties to confirm transactions and settlements accurately and promptly, performing reconciliations, and improving operational workflows.

Key Responsibilities

• Create and refine Transaction Cost Analysis (TCA) frameworks to assess execution quality across diverse markets, brokers, venues, trading algorithms, and styles.
• Evaluate execution metrics such as slippage, market impact, fill rates, opportunity cost, implementation shortfall, and other post-trade indicators.
• Conduct research on market microstructure using granular tick-level data including order books, trades, quotes, and executions.
• Develop predictive quantitative models for trading costs, short-term price behavior, liquidity, market impact, and risk associated with execution.
• Design and back central risk book (CRB) strategies involving internal crossing, risk warehousing, inventory management, hedging, and intra-desk risk transfer.
• Build quantitative tools and monitoring systems to facilitate execution decision-making, identify internalization opportunities, track risk, attribute performance, and optimize CRB strategies.

Candidate Requirements

• Solid academic credentials in quantitative disciplines such as Mathematics, Statistics, Computer Science, Engineering, Physics, or Financial Engineering from a reputable institute.
• Demonstrated strength in quantitative research applying statistical, econometric, optimization, or machine learning techniques to real-world datasets.
• Proficiency in programming languages commonly used in quant trading environments, including Python, KDB+/q, or Java.
• Good knowledge of market microstructure concepts: liquidity metrics, bid-ask spreads, market impact, order typologies, execution algos, venue behaviors, and short-term price dynamics.
• Experience or familiarity with transaction cost analysis, execution analytics, algorithmic trading, smart order routing, or electronic trading systems is preferred.
• Entrepreneurial attitude with robust analytical capabilities, commercial insight, meticulousness, and the ability to work independently.
• Excellent communication skills to clearly present quantitative insights to both technical teams and non-technical stakeholders.

Additional Preferred Qualifications

• Experience in designing execution algorithms, market impact modeling, or liquidity forecasting.
• Hands-on with broker/venue analytics, algo wheel assessment, post-trade TCA, or execution benchmarking.
• Exposure to internal crossing, central risk book operations, market making, inventory optimization, or risk warehousing methodologies.
• Prior financial market exposure, especially in equities or electronic trading spaces.

Benefits and Work Environment

• Work onsite in a prime, centrally located Singapore office.
• Join a fast-growing team of ambitious professionals eager to learn and grow.
• We embrace diversity and foster an inclusive workplace for all employees.
• Collaboration within a global network spanning six offices and three affiliates across the region to tackle large-scale challenges.
• Engage with industry leaders in a dynamic and cooperative setting, participating in exciting projects and rewarding challenges.
• Comprehensive benefits including paid annual leave, medical group insurance, gym membership reimbursements, diversity, equity and inclusion (DEI) initiatives, philanthropy programs, and ongoing professional development opportunities.