About the Role
You will design and implement low latency trading systems and accompanying components. You will work closely with traders and quants to translate strategies into production systems, optimize performance, and ensure reliability and monitoring in live trading environments. You will contribute to real time data pipelines for market data ingestion and processing and collaborate with infrastructure teams to build scalable, fault tolerant systems.
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
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
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