Gravitas Recruitment Group Hong Kong
Remote / Global
GET
The Big Jobsite
You have blocked notifications
Oops! You have blocked notifications. Click here for more info
You have blocked notifications, please check your browser settings.
You're currently subscribed to job notifications
Subscribe to notifications
You will no longer receive notifications
Remote / Global
Quantitative Developer – Algorithmic Execution Role Overview Our client, a global trading firm seeks a Quantitative Developer for a new Asia-Pacific execution and financing initiative. You will develop low-latency models and manage high-volume equity flows. Key Responsibilities (In Order of Importance)Model Optimization: Design high-throughput quantitative models for real-time streaming data. Core Development: Build stand-alone applications and integrate systems using Python and q/kdb+. Team Collaboration: Partner with researchers and traders to define API design specifications. Communication: Present technical ideas and data conclusions clearly and concisely. Required Skills & Experience (In Order of Importance)Experience: 2–10 years of intensive development experience in a quantitative financial environment. Technical Stack: Proficiency in both compiled and interpreted languages, plus strong Unix skills. Domain Knowledge: Understanding of equity electronic trading mechanics and market microstructure is preferred. Data Systems: Experience with time-series databases (specifically q/kdb+) is highly advantageous. Education: Degree in Computer Science, Mathematics, Physics, Statistics, or a related field. Soft Skills: Ability to work independently, collaborate across teams, and prioritize under pressure.
#J-18808-Ljbffr
New York (statewide) / Global
New York (statewide) / Global
Colorado (statewide) / Global
Virginia (statewide) / Global
Texas (statewide) / Global
New Jersey (statewide) / Global