Job Description
The Quantitative Development Engineer is responsible for designing, developing, and maintaining advanced quantitative trading systems that support algorithmic trading, investment research, and risk management. This role involves creating software solutions for the full lifecycle of quantitative strategies, including strategy development, backtesting, optimization, and deployment. The engineer will also develop specialized tools to enhance research efficiency and trading performance, ensuring alignment with quantitative analysis requirements. Additionally, this position requires optimizing data processing workflows, standardizing data handling procedures, and implementing robust data cleaning, organization, and analysis mechanisms. The candidate will work closely with quantitative researchers, traders, and risk management teams to ensure the system meets business needs and maintains high performance standards.
Job Requirements
- Proficient in programming languages such as Python, C++, or Java, with strong experience in quantitative finance and algorithmic trading systems development
- Deep understanding of quantitative trading frameworks (e.g., QuantLib, Zipline, or PyAlgoTrade) and ability to implement complex trading strategies with high accuracy and efficiency
- Expertise in database technologies (SQL, NoSQL) and data processing pipelines, including data normalization, transformation, and storage optimization
- Knowledge of machine learning algorithms and statistical analysis methods to support strategy development and risk assessment
- Ability to design and develop reusable software modules that improve system scalability and maintainability
- Experience with cloud computing platforms (AWS, Azure, or GCP) and distributed systems architecture for high-frequency trading applications
- Strong analytical skills to identify bottlencks in data processing workflows and implement performance-enhancing solutions
- Excellent communication abilities to collaborate with cross-functional teams and document technical specifications effectively
- Master's or Ph.D. degree in quantitative finance, mathematics, computer science, or related fields with a focus on financial modeling and algorithm development
- Minimum of 3 years of hands-on experience in quantitative trading system development, with proven success in deploying production-grade solutions
- Ability to work independently on complex projects while maintaining coordination with senior engineers and quantitative analysts
- Experience with version control systems (Git) and agile development methodologies for iterative system improvements
- Strong problem-solving skills to address technical challenges in high-performance computing environments
- Knowledge of financial markets and trading mechanisms to ensure system design meets industry standards
- Ability to develop and maintain automated testing frameworks for quantitative strategies and trading systems
- Experience with real-time data streaming technologies (Kafka, RabbitMQ) for market data processing and analysis
- Proficiency in using data visualization tools (Tableau, Power BI) to present analysis results to stakeholders
- Strong attention to detail in ensuring data integrity and system reliability for critical trading operations
- Ability to implement and maintain secure, scalable, and efficient trading infrastructure for high-volume transactions
- Experience with quantitative risk management models and ability to integrate them into trading systems for comprehensive risk assessment
