Senior Quant Developer (C#.Net_Algo_Lowlatency_Numpy_Scipy)

Maltem Australia; Melbourne; On-site; AUD 180,000 - 260,000; Full time

Job summary

Maltem Australia is seeking a Senior Quant Developer for an energy client based in Melbourne, Australia. You will design, develop and optimize proprietary trading systems and quantitative research tools using the .NET stack.

You will collaborate with quantitative analysts and traders to translate research into production-ready strategies, ensuring low-latency performance while mentoring junior developers. A strong foundation in mathematics, programming, and financial markets is essential.

Qualifications

• Degree in CS/Math/Physics/Engineering or related field.
• 5+ years of software development with .NET stack.
• Strong quantitative analysis skills and knowledge of financial markets.

Responsibilities

• Design, develop, and maintain .NET-based trading apps and tools.
• Implement algorithms and models to analyze market data and generate signals.
• Optimize performance for real-time data and scalability.
• Collaborate with analysts and traders to productionize research.
• Mentor junior developers and participate in code reviews.

Skills

.NET technologies (C#, .NET Core, ASP.

Quantitative analysis

Low-latency trading

Mathematical programming (NumPy/SciPy)

Data structures & algorithms

Team collaboration

Education

Bachelor’s or Master’s in CS/Math/Physics/Engineering

Tools

NumPy

SciPy

Job description

Maltem Australia is seeking a Senior Quant Developer for an Energy Client based in Melbourne Australia.

Role Summary :

• As a Senior Developer (.NET) with a focus on IT Quantitative Analysis, you will play a key role in the Design, Development, and Implementation of our client's Proprietary Trading Systems and Quantitative Research tools.
• You will collaborate closely with Quantitative Analysts, Traders, and other members of the Development Team to deliver high-performance, scalable solutions that drive our Client's Trading strategies.

Responsibilities include :

• Design, Develop, and maintain .NET-based trading applications and quantitative research tools.
• Implement complex algorithms and mathematical models for analyzing market data and generating trading signals.
• Optimize software performance and scalability to handle large volumes of real-time market data.
• Collaborate with quantitative analysts to translate research ideas into production-ready trading strategies.
• Conduct thorough testing and debugging of software components to ensure reliability and stability.
• Stay up-to-date with the latest developments in financial markets, quantitative analysis techniques, and software technologies.
• Provide technical guidance and mentorship to junior members of the Development team.
• Participate in Code reviews, Architectural discussions, and other team activities to maintain high standards of software craftsmanship.

Qualifications :

• Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Engineering, or a related field.
• 5+ years of experience in software development, with a focus on .NET technologies (C#, .NET Core, ASP.NET, etc.).
• Strong understanding of Quantitative Analysis techniques, Statistical Methods, & Financial markets
• Experience working on high-performance, Low-latency Trading systems or similar real-time applications.
• Proficiency in Mathematical programming libraries such as NumPy, SciPy, or similar.
• Familiarity with Algorithmic Trading concepts, including order execution, market microstructure, and risk management.
• Solid understanding of data structures, algorithms, and software design principles.
• Prior experience in the Utilities Trading and/or Financial Services industry is a plus.
• Excellent problem-solving skills and attention to detail.
• Strong communication and interpersonal skills, with the ability to collaborate effectively in a team environment.