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Information Technology Support Specialist

  • Singapore
  • Negotiable
  • Contract
  • Discipline: Operations
  • Ref: 51071
A global financial services group is strengthening frontline support for its agency network in Singapore. They need someone on the ground who can keep issues moving — logged properly, resolved quickly, and escalated with the right context when they can't be.



You'll primarily work across three areas: frontline troubleshooting for devices and everyday tech, hands-on support for the web and mobile platforms agents use, and disciplined ticket ownership that keeps nothing sitting untouched.



Day to day, you'll be:

Helping agency users work through issues with laptops, mobile devices, printers, and common workplace technology
Supporting web-based and mobile agency platforms — access problems, navigation, and standard troubleshooting
Logging, tracking, and updating tickets in JIRA or a similar tool, with clear notes users can actually follow
Escalating complex or system-level issues to the right technical team, with enough context that nothing gets lost in the handoff
Supporting routine operations — user access setup, service checks, and coordination around planned maintenance
Maintaining support procedures and knowledge materials so recurring issues get resolved faster next time


You'll be a strong fit if you have:

2 to 4 years in IT support, service desk, application support, or agency/business user support
Solid working knowledge of Microsoft Office, Windows desktop, remote support tools, mobile devices, printers, and peripherals
Hands-on experience supporting web-based and mobile applications — not just desktop and hardware
Experience owning tickets end-to-end in JIRA or a similar service management tool
Proficient written and spoken English
A service mindset with real follow-through — you close things out, not just log them
Mandarin proficiency is a welcome bonus


📍This is a 12-month contract role based in Singapore and runs on a shift schedule.

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We are an inclusive organisation and actively promote equality of opportunity for all with the right mix of talent, skills, and potential. We welcome all applications from a wide range of candidates. Selection for roles will be based on individual merit alone.

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Senior Python Engineer - Equities/Derivatives/Risk Platforms (Electronic Trading)

  • United Kingdom
  • GBP 900 Daily
  • Contract
Senior Python Engineer - Equities/Derivatives/Risk Platforms (Electronic Trading)

London (Bromley/St Paul's) | Hybrid Working
12-Month Contract
£900/day PAYE

Our client is a well-established consulting and technology partner operating across the financial services sector, supporting some of the world's largest banking institutions.

They are currently seeking a Senior Python Engineer to join a major global investment bank's Equities and Risk technology organisation. This is a hands-on engineering position focused on building and enhancing software that underpins front-office trading activity. The team is looking for a strong software engineer with a proven track record delivering production systems within investment banking environments.

Experience with platforms such as Quartz, Athena, SecDB or Beacon would be particularly relevant, as would previous exposure to Equities, Derivatives, Risk or Electronic Trading technology.

What we're looking for

  • Strong commercial Python development experience
  • Background delivering complex software within investment banking, capital markets or electronic trading environments
  • Experience building and supporting production trading platforms
  • Strong understanding of software architecture, APIs and distributed systems
  • Ability to work closely with front-office stakeholders and translate business requirements into robust technical solutions
  • Experience with Quartz, Athena, SecDB or Beacon is highly desirable

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  • 12-month contract
  • £900/day PAYE
  • Hybrid working with a couple of days per week onsite in Bromley or St Paul's
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Group Chief People & Organization Officer

  • Singapore
  • Negotiable
  • Permanent

Group Chief People Officer

 

A growing regional group is looking for a Group Chief People Officer to lead its people and organizational strategy across multiple countries. Reporting directly to the Group CEO, this person will help build a stronger management team and prepare the organization for continued growth.

A major focus will be developing leaders internally, improving succession coverage and creating consistent standards for leadership, performance and talent management across the group.

 

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  • Establish succession plans for critical roles and identify high-potential employees, leadership gaps and talent risks.
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  • Hong Kong
  • Negotiable
  • Permanent
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Market making
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Delta-neutral strategies
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Market microstructure research
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Develop and evaluate trading strategies
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PhD in Mathematics, Statistics, Computer Science, Physics, Financial Engineering, Quantitative Finance, or a related field
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Strong mathematical and statistical background
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Proficiency in Python
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Experience with machine learning frameworks such as PyTorch or Scikit-Learn
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Familiarity with quantitative research methodologies
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Ability to work independently in a research-driven environment
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Good written and spoken English
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Previous internship experience at a quantitative trading firm, hedge fund, market maker, or research lab
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Experience with reinforcement learning
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Knowledge of financial markets or market microstructure
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Experience working with order book or trade-level data
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Interest in digital assets, crypto markets, or DeFi
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•
Direct exposure to real-world quantitative research
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Opportunity to work on live strategies and production research
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Remote-first environment
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Senior Quantitative Researcher

  • Singapore
  • Negotiable
  • Permanent
The company is a private fund management company with a strong founding team with long-accumulated experience in strategy modelling, trading system and platform development. Using advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, the company's investment fund has gained sustained and stable returns.
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  • Hong Kong
  • Negotiable
  • Permanent
This company is a private fund management company with a strong founding team with long-accumulated experience in strategy modelling, trading system and platform development. Using advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, the company's investment fund has gained sustained and stable returns.
You will be joining their technology arm, with AL/ML as its cornerstone, and is committed to providing users with high-quality and stable trading services. The company now has a number of experienced quantitative researchers, world-class deep learning scientists and engineers from leading internet companies and top universities.
The company has also provided various kinds of trading solutions for a number of leading brokerage firms and organizations. The company's vision is to integrate artificial intelligence technology with quantitative investment scenarios, relying on strong artificial intelligence R&D capabilities and advanced trading strategy models, to provide users with comprehensive and stable investment service.
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Research and develop systematic trading strategies across global markets
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Degree in Computer Science, Mathematics, Engineering, Finance or a related field.
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Experience in quant research, data engineering, or systematic trading in a hedge fund / asset manager / prop firm.
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Strong programming skills using Python / C++ or others.
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Familiarity with global equity markets and financial data
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Strong problem-solving ability, attention to detail, and learning agility
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  • Singapore
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Ingest, clean, and maintain global equity market data from vendors such as Bloomberg, Refinitiv, FactSet, and exchanges.
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Standardize datasets for use in quantitative research, factor models, and portfolio construction.
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Track and process corporate actions (ticker changes, mergers, spin-offs, delistings, ADR vs. local shares).
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Maintain symbol and identifier mappings across exchanges, time zones, and trading systems.
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Work closely with PMs, quants, and trading teams to deliver reliable research and trading data.
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Map prime broker and OMS/EMS tickers for execution and post-trade reconciliation.
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Monitor data quality and resolve breaks, errors, and anomalies.
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Degree in Computer Science, Engineering, or a related field.
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Experience with global equity markets (US, Europe, APAC).
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Strong Python (Pandas, NumPy) and SQL skills.
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Familiarity with financial data vendors and equity reference/pricing data.
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Understanding of security identifiers (ISIN, CUSIP, SEDOL, RIC, Bloomberg ticker).
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Experience in a hedge fund, prop trading firm, or asset manager is preferred.
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Exposure to tick or intraday data and buy-side OMS/EMS systems is a plus.
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  • Singapore
  • Negotiable
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Thius company is a private fund management company with a strong founding team with long-accumulated experience in strategy modelling, trading system and platform development. Using advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, the company's investment fund has gained sustained and stable returns.
Join our AI Agent Team, where we are passionate about AI agents and use tools like Claude Code, Codex, and Cursor in our daily AI development. We believe AI agents are the future of the working space.
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Financial data analysis
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Research automation
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Workflow optimization across our trading infrastructure
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Think rigorously, analytically, and creatively using AI-based workflows
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Enjoy tackling complex challenges collaboratively
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Take ownership of their work and communicate clearly
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Are open to feedback, willing to acknowledge mistakes, and motivated to improve
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Have a genuine interest in how AI agents and intelligent systems can be applied to real-world quantitative finance
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Build and maintain AI agents for financial data analysis, research automation, and workflow optimization.
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Explore AI-driven workflows and agent-based systems in quantitative finance. Experiment with multi-agent architectures, RAG pipelines, and skill development frameworks.
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Apply emerging AI technologies to enhance trading infrastructure and research processes.
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Collaborate with quantitative researchers and data scientists to integrate multi-scenario financial AI models into research and trading platforms
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Degree in Computer Science, Engineering, Machine Learning, Artificial Intelligence or related field.
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Strong proficiency in Python programming and familiarity with various AI libraries
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Experience with RAG, multi-agent frameworks, or workflow orchestration systems.
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Hands-on experience in using AI-assisted development tools such as Claude Code, Codex, Cursor etc will be preferred.
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  • Singapore
  • Negotiable
  • Permanent
You will be joining an hedge fund technology arm, with AL/ML as its cornerstone, and is committed to providing users with high-quality and stable trading services. The company now has a number of experienced quantitative researchers, world-class deep learning scientists and engineers from leading internet companies and top universities. The company has also provided various kinds of trading solutions for a number of leading brokerage firms and organizations. The company's vision is to integrate artificial intelligence technology with quantitative investment scenarios, relying on strong artificial intelligence R&D capabilities and advanced trading strategy models, to provide users with comprehensive and stable investment service.
As a Data Engineer on the Long/Short Equities team, you will be responsible for ingesting, cleaning, and aligning data from various global vendors and prime brokers. Your role will be central to ensuring our signals, backtests, and live trading systems operate on high-quality and accurate data across the full lifecycle of a security.
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Ingest, standardize, and maintain global equity datasets from multiple third-party vendors (e.g., Bloomberg, Refinitiv, FactSet, S&P Global, Exegy, etc.).
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Structure and align data to support quantitative research, factor modeling, and portfolio construction.
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Develop systems to track and handle complex corporate actions including ticker changes, delistings, mergers, spin-offs, dual listings, ADR/local shares.
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Collaborate closely with PMs, quantitative researchers, and trading infrastructure engineers to define and fulfill data requirements.
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Understand prime brokers’ internal ticker conventions and develop robust mappings across trading venues, custodians, and OMS/EMS systems.
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Ensure data quality through rigorous validation, monitoring pipelines, and anomaly detection.
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Help maintain symbol mapping libraries across time zones, exchanges, and asset classes.
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Bachelor's degree or above in Computer Science, Engineering or related field.
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Deep familiarity with global equity markets, including North America, Europe, and Asia-Pacific exchanges.
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Proficient in Python (Pandas, NumPy), SQL, and data pipeline orchestration tools (e.g., Airflow, Luigi).
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Knowledge of major data vendors and experience working with financial reference and pricing data.
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Strong understanding of market microstructure and security identifiers (e.g., ISIN, CUSIP, SEDOL, RIC, Bloomberg Ticker).
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Ability to navigate prime brokerage data and internal ticker mapping for order execution and post-trade reconciliation.
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Experience in a data engineering or quantitative data operations role at a hedge fund, proprietary trading firm, or asset manager.
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Prior experience working with tick- or bar-level data, especially for intraday equity strategies.
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Familiarity with buy-side OMS/EMS systems and order flow handling.
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