Quantitative Developer（C++/Python)

This is an excellent opportunity for a talented developer to work closely with Quantitative Researchers (QRs), traders, and technology teams to design, develop, and optimize high-performance trading systems and quantitative strategies.​

The role offers exposure to the full quantitative trading lifecycle, from strategy implementation and backtesting to live trading deployment and performance optimization. You will also contribute to building scalable data infrastructure and exploring cutting-edge technologies to enhance trading efficiency and system performance in high-frequency, low-latency environments.​

Key Responsibilities

• Trading System Development: Design, develop, and optimize high-performance quantitative trading systems, covering data processing, strategy execution, order management, and risk monitoring, ensuring system stability, scalability, and low latency under high-concurrency environments.​
• Quantitative Strategy Implementation: Collaborate with Quantitative Researchers (QRs) to translate mathematical models and trading ideas into production-ready code. Develop backtesting frameworks, support live strategy deployment, and continuously optimize trading performance across minute-level, tick-level, and order-by-order data.​
• Data Infrastructure & Engineering: Build and maintain efficient data pipelines for high-frequency financial data collection, cleaning, storage, and statistical analysis, supporting quantitative research and live trading operations.​
• Technology Innovation & Tooling: Develop AI-powered solutions and internal tools to improve research and engineering efficiency, including CI/CD automation and performance monitoring dashboards. Explore emerging technologies such as low-latency network interfaces, FPGA acceleration, and AI infrastructure to push the boundaries of trading system performance.​

Requirements

• Bachelor's degree or above from a reputable university in Computer Science, Software Engineering, Artificial Intelligence, Financial Engineering, Mathematics, Physics, or a related quantitative discipline.

​• Strong programming skills in C++ (C++11 or above), with proficiency in Python highly preferred.​• Solid experience with Linux development environments, multi-threading, network programming, and Shell scripting.

​• Strong understanding of software architecture, system design, data structures, and algorithms, with experience developing robust and high-performance systems.​

• Strong interest in quantitative finance and a solid understanding of financial markets and trading concepts.​
• Familiarity with quantitative trading systems, financial data processing, strategy backtesting, or high-frequency trading is a strong plus.​
• Excellent analytical and problem-solving skills, strong attention to detail, and the ability to work effectively in a collaborative, fast-paced environment.​

Interested candidates are welcome to reach out for a confidential discussion.

Email: a.wu@gravitasgroup.com