Position Overview

We are looking for a Quantitative Developer to build and optimize high-performance trading systems with a focus on trade execution, order management systems (OMS), and low-latency infrastructure. You will work closely with traders, quants, and infrastructure teams to design systems that directly impact trading performance and PnL.

Key Responsibilities

• Design and develop low-latency trade execution systems and order management systems (OMS)
• Build and optimize high-frequency trading (HFT) infrastructure for performance and scalability
• Develop exchange connectivity, execution gateways, and market access components
• Improve network performance and latency through kernel/network stack optimizations
• Build and maintain real-time data pipelines for market data ingestion and processing
• Work on multithreaded and distributed systems for high-throughput environments
• Collaborate with quant researchers and traders to translate strategies into production systems
• Perform performance profiling, benchmarking, and system tuning
• Ensure system reliability, fault tolerance, and monitoring in live trading environments
  
  

Requirements

Requirements

• 3-5 years of experience in quantitative development / low-latency systems / trading infrastructure
• Strong programming skills in C++ (preferred) or Java/Python (performance-critical systems exposure required)
• Hands-on experience with Trade execution systems / OMS, HFT or low-latency trading systems, exchange connectivity (FIX, binary protocols, market data feeds)
• Solid understanding of multithreading, concurrency, and memory optimization, linux systems programming, network programming (TCP/UDP, sockets, kernel bypass - DPDK/Solarflare is a plus)
• Experience in network optimization and latency reduction techniques Quantitative Developer
• Exposure to real-time data pipelines / streaming systems
• Strong problem-solving and debugging skills in performance-critical environments
  
  

Benefits

• Work on cutting-edge low-latency trading systems
• Direct impact on trading performance and revenue generation
• High learning curve with exposure to quant research + execution stack
• Competitive compensation with performance-linked upside