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Tier-1 brand plus niche quant/low-latency skillset yields moderate applicant competition.
Quant trading and low-latency systems expertise is highly industry-specific and not easily transferable.
Requires specialized quant trading experience and strong Java/C++ skills, so filters are strict.
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Design, implement, and maintain production execution algorithms and adaptive allocation strategies for equities trading.
Develop and improve execution models to manage market impact, timing risk, and other cost drivers.
Own the full development lifecycle including testing, deployment, monitoring, and iterative improvements based on live data.
Strong programming and software design skills in Java or C++ mandatory.
Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, or related field required.
Extensive experience in a comparable quantitative development and analysis role, ideally within the financial sector.
Proficiency in Python and/or KDB+/q desirable but not mandatory.
Experienced in quantitative development within algorithmic or electronic trading environments.
Capable of delivering low-latency, production-quality code adhering to robust testing and deployment practices.
Comfortable collaborating globally with quant teams and cross-functional stakeholders in a fast-paced, client-facing environment.