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.

• 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.