Quantitative Developer (Fintech)
Tasks
- Build backtesting and simulation infrastructure
- Build market data ingestion pipelines
- Design and implement low latency trading systems
- Develop derivatives pricing libraries
- Ensure observability with logging and metrics
- Implement risk engines and P&L attribution
- Lead incident response for trading issues
- Maintain technical documentation
- Mentor junior engineers
- Perform latency and throughput profiling and optimization
- Translate quantitative models to production software
Perks/Benefits
Skills/Tech-stack
Backtesting | C++ | Cloud Computing | Concurrency | Data Ingestion | FIX | GPU | High Performance | High-Performance Computing | Java | Kdb/q | Low Latency | Low-Latency Systems | Market Data | Market data ingestion | Performance Computing | PnL Attribution | Python | QuantLib | Risk Management | Simulation
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Roles
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