Quantitative Developer

Position Overview

We are looking for a Quantitative Developer to build and optimize high-performance trading systems with a focus on trade execution, order management systems (OMS), and low-latency infrastructure. You will work closely with traders, quants, and infrastructure teams to design systems that directly impact trading performance and PnL.

Key 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

Requirements

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

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

Originally posted on Himalayas