Quantitative Developer

Design, build, and maintain high-performance trading infrastructure and execution systems.

Optimize system latency, memory footprint, and throughput to operate under tight microsecond constraints.

Build tools and APIs for real-time order routing, risk management, and market data processing.

An engineering-driven culture that values performance, precision, and accountability.

Qualifications

5+ years of experience developing performance-critical systems in C++, Rust, or low-latency Python.

Strong experience with systems programming, concurrency, memory management, and networking.

Solid understanding of financial market microstructure, order types, and trading protocols (e.g., FIX, OUCH).

Experience working with Linux systems, performance profiling tools, and real-time observability platforms.

Prior experience in HFT, trading infrastructure, or real-time financial systems preferred.

Experience with containerization (Docker), CI / CD, and cloud-native services is a plus.

Excellent debugging skills and a methodical approach to problem-solving.

Experience with AI, DL or ML or algo trading or programming language like pytorch and python.

Required experience in Quant Projects.