APAC Delta One Trader at Squarepoint Capital (Hong Kong, Singapore)

Squarepoint Capital· Hong Kong, Singapore·20h ago

Job description

Position Overview:

We are looking for a quantitatively minded Equity Delta One trader. The desk runs systematic and discretionary index-arbitrage and equity financing strategies across all major APAC markets
Experience on ETF arbitrage, ADR-local trading and other Relative Value opportunities

Required Qualifications:

3-6 years of experience on a Delta One, Index Arbitrage, Program Trading or similar risk-taking skills
Connection in local markets preferred
Knowledge on index rebalances a plus
Programming skill is a must
Strong technical / quantitative background, ideally a degree in a quantitative discipline (CS, Math, Physics, EE, Quant Finance or similar)
Candidate with buyside experience preferred, sellside is also welcomed

Culture: Collaboration across teams, a flat structure with a strong sense of ownership and accountability, and a focus on intellectual curiosity.
Work environment: In-office for most roles (offices in New York, Boston, London, Paris, Singapore, Bangalore, etc.). Some roles offer a remote work program, but the majority require physical presence.
Benefits: Generous parental leave, health insurance (medical, dental, vision), 401(K) matching, disability and life insurance, paid sick days, generous PTO, paid volunteer time, free snacks and drinks. Offices are designed for in-person collaboration.
Engineering culture: Technology is considered core to the business; engineers work closely with quantitative researchers to build and optimize trading systems. Emphasis on C++, Python, Kubernetes, and low-latency systems.
Growth trajectory: Rapid headcount growth and a global footprint offer opportunities for career advancement and international mobility.

One-liner: Squarepoint Capital is a leading global quantitative investment manager that uses a rigorous scientific approach and state-of-the-art technology to construct diversified, systematic strategies for institutional clients.
Entity Type: Private (no disclosed external funding; spun out from Barclays in 2014)
Headquarters: New York, New York, United States
Founded: 2014 (as an independent firm; the underlying business, nQuant, dates back to 2000 within Lehman Brothers and later Barclays)
Founders: Led by four founding partners (names not publicly disclosed); the original founders of nQuant continue to lead Squarepoint today.

Primary industry: Financial Services – Quantitative Investment Management
Target customers: Institutional investors (B2B)
Mission / Purpose: “Achieving high quality returns for our clients” through a systematic, diversified, and research-driven investment platform.

Quantitative Investment Strategies: A diversified portfolio of systematic strategies spanning multiple asset classes (equities, fixed income, currencies, commodities), trading frequencies (high-frequency to long-term), and global markets. The majority of investments are based on rigorous backtesting on historical data.
Technology & Data Platform: A custom, nimble, and forward-looking software stack that enables seamless integration between research and trading, executing millions of trades per day. Includes low-latency trading systems and a world-class data infrastructure.

Valuation / Market Cap: Not publicly disclosed
Key Metric: Annual revenue is not publicly disclosed (LinkedIn estimates ~$12M, but this likely underrepresents a firm of this scale; the figure should be treated with caution). The firm is privately held and does not report earnings.
Notable Investors / Partners: No external investors; the firm is privately held by its founding partners. Alumni frequently move to top quant funds and tech companies (e.g., Millennium, Citadel, Qube Research & Technologies, Google, Jump Trading).
Growth Signals: Headcount grew 33.9% year-over-year to approximately 1,801 employees (LinkedIn, 2025). The firm operates 17 offices across 8 countries and is actively hiring across technical, research, and finance roles.

Deep heritage: The team’s quantitative roots trace back to 2000, with a proven track record through multiple market cycles.
Scientific rigor: A disciplined, research-first approach that relies on backtesting and systematic execution rather than discretionary bets.
Scale and technology: Executes millions of trades daily using a highly custom, low-latency platform developed in-house.
Global diversification: Strategies span asset classes, geographies, and trading frequencies, reducing reliance on any single market or style.
Culture of ownership: Privately held and led by its founding partners, fostering long-term thinking and accountability.

Diversification: Continuously expanding into new asset classes, trading frequencies, and geographies.
Technology investment: Ongoing development of proprietary software and data infrastructure to maintain a competitive edge in research and execution.
Talent acquisition: Aggressively hiring quantitative researchers, software engineers (C++, Python), platform engineers, and operations specialists across global offices.

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