Quantitative Developer

We are seeking an experienced engineer to design and develop scalable platforms supporting quantitative research, analytics, and trading workflows. The role combines software engineering, data processing, and performance optimization in environments handling large-scale real-time and historical datasets.

• Degree in Computer Science, Engineering, Mathematics, Physics, or a related field.
• Professional experience building and operating production software systems.
• Strong programming skills in Python and modern C++.
• Experience with SQL databases, Linux environments, and distributed systems.
• Knowledge of performance profiling, debugging, and optimization techniques.
• Understanding of financial markets and quantitative data processing.
• Strong analytical and communication skills.

Nice to have:

• Experience with backtesting, pricing, or simulation frameworks.
• Familiarity with real-time market data systems.
• Exposure to cloud infrastructure and scalable compute environments.
• Background in quantitative finance, systematic trading, or financial engineering.

• Develop and maintain research and analytics platforms used for strategy development and simulation.
• Build high-performance applications and libraries in Python and C++.
• Design scalable data pipelines and storage solutions for market data processing.
• Improve system reliability, automation, monitoring, and deployment processes.
• Optimize application and infrastructure performance for low-latency and high-throughput workloads.
• Collaborate closely with technical and business stakeholders to deliver production-ready solutions.
• Support engineering best practices and mentor junior team members.