We are seeking exceptionally talented Quantitative Developers who are passionate about designing and optimizing high-performance trading systems. This role involves building and refining trading infrastructure, handling vast amounts of market data, and collaborating with quantitative researchers to develop and enhance algorithmic trading systems. As a Senior Quantitative Developer, you will play a crucial role in strengthening our firm's trading capabilities by building robust, scalable systems that process real-time and historical financial data with minimal latency.
Responsibilities
- Market Data Infrastructure: Design and optimize scalable systems for high frequency & mid frequency market data capture and storage.
- Trading System Development: Enhance existing execution algorithms to reduce latency and improve execution efficiency.
- Backtesting and live trading Platform(python): Work on improving our in-house high-performance backtesting and live trading framework to validate and refine trading strategies.
- Automation & Risk Management: Build real-time monitoring and risk management tools to track live trading performance.
- Performance Optimization: Work on optimizing existing codebases for better speed, efficiency, and scalability.
- Mentorship and Team leadership: Lead and mentor a small team of up to 2-3 junior developers.
- Guide them in their tasks and, as a team, complete big projects.
Requirements
- Education: B. Tech/M. Tech in Computer Science, Mathematics, or related fields from top-tier institutions (IITs, IISc, ISI, or equivalent).
- Experience: 3-5 years of hands-on experience in software development, preferably in a high-performance computing or trading environment.
- Preferably already being a senior engineer.
- Strong programming skills in one of Python/C++/Rust.
- Experience with handling large datasets, low-latency systems, and high-performance computing.
- Knowledge of database management (SQL, NoSQL) and network programming.
- Understanding of OS concepts.
- Solid understanding of data structures, algorithms, and distributed computing.
- Strong problem-solving and analytical skills.
- Familiarity with market microstructure, quantitative finance, and statistical modeling is a plus.
- Passion for financial markets and algorithmic trading.
This job was posted by Gaurav Jindal from Kivi Capital.
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