Proficiency in Linux, Python, and SQL. Hands-on experience with automation tools like Ansible and Docker,various observability tools Experience managing CI/CD pipelines for frequent code testing and deployment. Health insurance Annual bonus Provident fund
You are an exceptionally talented Quantitative Developer who is passionate about designing and optimizing high-performance trading systems. Your role will involve 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 the firm's trading capabilities by building robust, scalable systems that process real-time and historical financial data with minimal latency. Your responsibilities will include designing and optimizing scalable systems for high frequency & mid frequency market data capture and storage. You will enhance existing execution algorithms to reduce latency and improve execution efficiency. You will work on improving the in-house high-performance backtesting and live trading framework to validate and refine trading strategies using Python. Additionally, you will build real-time monitoring and risk management tools to track live trading performance. You will also focus on optimizing existing codebases for better speed, efficiency, and scalability. As a Senior Quantitative Developer, you will lead and mentor a small team of up to 2-3 junior developers, guiding them in their tasks and completing big projects as a team. To qualify for this role, you should have a B. Tech/M. Tech in Computer Science, Mathematics, or related fields from top-tier institutions (IITs, IISc, ISI, or equivalent). You must have 3-5 years of hands-on experience in software development, preferably in a high-performance computing or trading environment. Strong programming skills in Python/C++/Rust are essential, along with experience in handling large datasets, low-latency systems, and high-performance computing. Knowledge of database management (SQL, NoSQL) and network programming, understanding of OS concepts, data structures, algorithms, and distributed computing are required. Strong problem-solving and analytical skills are a must. Familiarity with market microstructure, quantitative finance, and statistical modeling is a plus. A passion for financial markets and algorithmic trading is highly desirable. This job opportunity was posted by Gaurav Jindal from Kivi Capital.,