Quantitative Developer – Algorithmic Execution

Role Overview
Our client, a global trading firm seeks a Quantitative Developer for a new Asia-Pacific execution and financing initiative. You will develop low-latency models and manage high-volume equity flows.

Key Responsibilities (In Order of Importance)

• Model Optimization: Design high-throughput quantitative models for real-time streaming data.
• Core Development: Build stand-alone applications and integrate systems using Python and q/kdb+.
• Team Collaboration: Partner with researchers and traders to define API design specifications.
• Communication: Present technical ideas and data conclusions clearly and concisely.

Required Skills & Experience (In Order of Importance)

• Experience: 2–10 years of intensive development experience in a quantitative financial environment.
• Technical Stack: Proficiency in both compiled and interpreted languages, plus strong Unix skills.
• Domain Knowledge: Understanding of equity electronic trading mechanics and market microstructure is preferred.
• Data Systems: Experience with time-series databases (specifically q/kdb+) is highly advantageous.
• Education: Degree in Computer Science, Mathematics, Physics, Statistics, or a related field.
• Soft Skills: Ability to work independently, collaborate across teams, and prioritize under pressure.