Quantitative Developer

Quantitative Development

Function : Software Engineering → Quantitative / Core Infrastructure

Key Responsibilities :

Design, develop, and optimize high-performance trading systems and infrastructure using C++ .

Implement low-level and high-level optimizations to enhance trading strategy performance and system efficiency.

Collaborate closely with quantitative researchers and traders to integrate models and improve execution.

Take full ownership of projects, ensuring delivery of robust, efficient, and maintainable code.

Contribute to overall system architecture, tooling, and performance tuning.

Requirements :

1+ years of hands-on experience in C++ development (modern C++ preferred).

Proven understanding of performance optimization and low-latency system design .

Strong analytical, problem-solving , and debugging skills.

Previous experience in a quantitative trading or core infrastructure development environment.

Bachelor's degree (or higher) in Computer Science , Mathematics , Statistics , Data Science , or a related quantitative field.

Plus to have :

Experience developing HFT / MFT trading strategies within a hedge fund, proprietary trading firm, or investment bank.

Familiarity with applying statistical and machine learning techniques to financial data using Python / R .

Experience with libraries such as pandas , NumPy , scikit-learn , statsmodels , TensorFlow , Keras , and Matplotlib .