
3 Days Left Quant Developer – Trading Systems
3 weeks ago
trading team. The ideal candidate should have deep experience in building end-to-end
trading engines and robust data pipelines.
This is a hands-on, critical role that combines quantitative research and back testing
infrastructure, live trading system architecture, coupled with high-performance data
engineering.
Key Responsibilities
• Design, develop, and maintain a modular trading engine capable of supporting both
back testing and live execution across asset classes (e.g., equities, futures, options)
• Build and manage scalable data ingestion pipelines for market data (tick, OHLCV,
fundamentals, alternative data)
• Interface with brokerage APIs for order routing, account management, and fill
processing
• Collaborate with quants/researchers to deploy models into production
• Maintain data integrity, quality control, and efficient storage
• Deploy monitoring tools and logs for production environments
• Work with cloud infrastructure and containerized workflows
Requirements
• 3–7 years of hands-on experience in quantitative trading system development
including experience with low-latency systems
• Strong proficiency in Python and C++.
• Experience with event-driven architecture and live trading systems
• Familiarity with market microstructure, order types, and execution logic
• Strong knowledge of data engineering tools
• Knowledge of machine learning workflows in a trading context
• Ability to work independently and build production-grade systems from scratch
Compensation
• Along with market linked salary, the role also offers the chance to participate in
profit sharing
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