Quantitative Developer

• Design, build, and maintain high-performance trading infrastructure and execution systems.
• Optimize system latency, memory footprint, and throughput to operate under tight microsecond constraints.
• Build tools and APIs for real-time order routing, risk management, and market data processing.
• An engineering-driven culture that values performance, precision, and accountability.

Qualifications

• 5+ years of experience developing performance-critical systems in C++, Rust, or low-latency Python.
• Strong experience with systems programming, concurrency, memory management, and networking.
• Solid understanding of financial market microstructure, order types, and trading protocols (e.g., FIX, OUCH).
• Experience working with Linux systems, performance profiling tools, and real-time observability platforms.
• Prior experience in HFT, trading infrastructure, or real-time financial systems preferred.
• Experience with containerization (Docker), CI/CD, and cloud-native services is a plus.
• Excellent debugging skills and a methodical approach to problem-solving.
• Experience with AI, DL or ML or algo trading or programming language like pytorch and python.
• Required experience in Quant Projects.