Total 5 job vacancies by Meridian & Saturn Capital Pte. Ltd.

MS Capital is a private fund management company with a strong founding team of long-accumulated experience in strategy modelling, trading system and platform development, adopting advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, to achieve sustained and stable returns. We are expending the team, searching for experienced candidates have strong background & skills in programing, statistics modelling, data analysis, etc.

Roles & Responsibilities:

• Ingest, standardize, and maintain global equity datasets from multiple third-party vendors (e.g., Bloomberg, Refinitiv, FactSet, S&P Global, Exegy, etc.).
• Structure and align data to support quantitative research, factor modeling, and portfolio construction.
• Develop systems to track and handle complex corporate actions including ticker changes, delistings, mergers, spin-offs, dual listings, ADR/local shares.
• Collaborate closely with PMs, quantitative researchers, and trading infrastructure engineers to define and fulfill data requirements.
• Understand prime brokers’ internal ticker conventions and develop robust mappings across trading venues, custodians, and OMS/EMS systems.
• Ensure data quality through rigorous validation, monitoring pipelines, and anomaly detection.
• Help maintain symbol mapping libraries across time zones, exchanges, and asset classes.

Qualifications:

• Bachelor's degree or above in Computer Science, Engineering or related field.
• Deep familiarity with global equity markets, including North America, Europe, and Asia-Pacific exchanges.
• Proficient in Python (Pandas, NumPy), SQL, and data pipeline orchestration tools (e.g., Airflow, Luigi).
• Knowledge of major data vendors and experience working with financial reference and pricing data.
• Strong understanding of market microstructure and security identifiers (e.g., ISIN, CUSIP, SEDOL, RIC, Bloomberg Ticker).
• Ability to navigate prime brokerage data and internal ticker mapping for order execution and post-trade reconciliation.
• experience in a data engineering or quantitative data operations role at a hedge fund, proprietary trading firm, or asset manager.
• Prior experience working with tick- or bar-level data, especially for intraday equity strategies.
• Familiarity with buy-side OMS/EMS systems and order flow handling.

Interested applicants please apply directly here or send your resume to hr@mscapital.sg

MS Capital is a private fund management company with a strong founding team of long-accumulated experience in strategy modelling, trading system and platform development, adopting advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, to achieve sustained and stable returns. We are expending the team, searching for experienced candidates have strong background & skills in programing, statistics modelling, data analysis, etc.

Roles & Responsibilities:

• Ingest, clean, and maintain global equity market data from vendors such as Bloomberg, Refinitiv, FactSet, and exchanges.

• Standardize datasets for use in quantitative research, factor models, and portfolio construction.

• Track and process corporate actions (ticker changes, mergers, spin-offs, delistings, ADR vs. local shares).

• Maintain symbol and identifier mappings across exchanges, time zones, and trading systems.

• Work closely with PMs, quants, and trading teams to deliver reliable research and trading data.

• Map prime broker and OMS/EMS tickers for execution and post-trade reconciliation.

• Monitor data quality and resolve breaks, errors, and anomalies.

Qualifications:

• Degree in Computer Science, Engineering, or a related field.

• Experience with global equity markets (US, Europe, APAC).

• Strong Python (Pandas, NumPy) and SQL skills.

• Familiarity with financial data vendors and equity reference/pricing data.

• Understanding of security identifiers (ISIN, CUSIP, SEDOL, RIC, Bloomberg ticker).

• Experience in a hedge fund, prop trading firm, or asset manager is preferred.

• Exposure to tick or intraday data and buy-side OMS/EMS systems is a plus.

Interested applicants please apply directly here or send your resume to hr@mscapital.sg

MS Capital is a private fund management company with a strong founding team of long-accumulated experience in strategy modelling, trading system and platform development, adopting advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, to achieve sustained and stable returns. We are expending the team, searching for experienced candidates have strong background & skills in programing, statistics modelling, data analysis, etc.

Roles & Responsibilities:

· Research and develop international market, secondary market trading and investment strategies

· Leverage programming and analytical tools to drive quantitative strategies through a data-driven approach with continuous iteration

· Extracting patterns from market microstructure, trading, fundamentals, events and other multivariate data to build diversified quantitative strategy models

Qualifications

· Bachelor's degree or above in finance, mathematics / statistics, physics, computer science, engineering or related field

· Familiar with Python / C++ or other high-level programing languages

· Strong communication skills and learning ability.

· Experience in quantitative research, through industry internships, academic, or personal projects.

Plus Points:

· Experienced in using big data to predict and test statistical market models

· Experienced in AI / ML research for quantitative analysis

· Experienced in competitions such as Kaggle, ILSVRC, and other internationally recognised competitions including IMO, IOI, IPhO, etc.

Interested applicants please apply directly here or send your resume to hr@mscapital.sg

MS Capital is a private fund management company with a strong founding team of long-accumulated experience in strategy modelling, trading system and platform development, adopting advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, to achieve sustained and stable returns. We are expending the team, searching for experienced candidates have strong background & skills in programing, statistics modelling, data analysis, etc.

Roles & Responsibilities:

· Research and develop international market, secondary market trading and investment strategies

· Leverage programming and analytical tools to drive quantitative strategies through a data-driven approach with continuous iteration

· Extracting patterns from market microstructure, trading, fundamentals, events and other multivariate data to build diversified quantitative strategy models

Qualifications

Bachelor's degree or above in finance, mathematics / statistics, physics, computer science, engineering or related field

3+ years of experience in quantitative research, systematic trading, or related domains

Strong proficiency in Python and/or C++ with production-level coding experience (e.g., building research pipelines, backtesting systems, or live trading infrastructure)

Proven track record of developing, validating, and deploying quantitative models in live trading environments

Deep understanding of statistical methods, time-series analysis, and financial data structures

Plus Points

Extensive experience working with large-scale datasets and building robust statistical or machine learning-driven market models

Hands-on experience applying AI/ML techniques (e.g., deep learning, reinforcement learning, LLMs) to alpha generation or portfolio optimization

Experience in designing and optimizing low-latency or high-performance systems for research or trading

Prior experience in top-tier quantitative firms, hedge funds, or leading tech companies

Interested applicants please apply directly here or send your resume to hr@mscapital.sg

MS Capital 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.

We are looking for a highly skilled AI Engineer with expertise in with deep technical expertise and practical understanding of agentic systems, LLM integration, and applied AI workflows in financial environments. The candidate will play a key role in designing and deploying intelligent agent applications that support trading, research, and operational automation across the hedge fund platform.

Key Responsibilities:

• Build and maintain AI agents for financial data analysis, research automation, and workflow optimization.
• Explore AI-driven workflows and agent-based systems in quantitative finance. Experiment with multi-agent architectures, RAG pipelines, and skill development frameworks.
• Apply emerging AI technologies to enhance trading infrastructure and research processes.
• Collaborate with quantitative researchers and data scientists to integrate multi-scenario financial AI models into research and trading platforms

Required Qualifications:

• Degree in Computer Science, Engineering, Machine Learning, Artificial Intelligence or related field.
• Strong proficiency in Python programming and familiarity with various AI libraries
• Experience with RAG, multi-agent frameworks, or workflow orchestration systems.
• Hands-on experience in using AI-assisted development tools such as Claude Code, Codex, Cursor etc will be preferred.

Interested applicants please apply and/or send your resume to hr@mscapital.sg