Quant Developer @ Quant Trading Firm - HK/SG/Shanghai - 3+ years exp

Tribus; Hong Kong; On-site; HKD 800,000 - 1,200,000; Full time

Benefits offered by this job

Competitive compensation

Job summary

Tribus seeks a Quant Developer to bridge research and engineering, turning ideas into production strategies and the tools that support them. You’ll work with traders and researchers to implement strategy code, backtesting, data pipelines, and execution logic.

The role involves collaboration on high-volume market data, time-series data, and low-latency systems, with a fast, feedback-driven process and a strong compensation package for the right candidate.

Qualifications

• Strong C++ and/or Python with knowledge of data structures, algorithms and software design.
• Experience with backtesting/simulation systems, time-series or tick data, low-latency or multithreaded systems.
• Open to candidates from trading firms, hedge funds or banks, and from big tech, data or infrastructure-heavy firms.

Responsibilities

• Turn research ideas into production strategies and supporting tools.
• Collaborate between traders, researchers and engineers to improve live trading and research infrastructure.
• Work on data pipelines, backtesting frameworks, and risk/monitoring tooling to support analytics.

Skills

C++/Python

Data structures/algorithms

Backtesting/simulation

Time-series data

Low-latency/multithreaded systems

Numerical computing (NumPy/Pandas/Pol)

Large-scale data processing

Education

Bachelor's degree in CS/Math/Engineering

PhD candidate considered

Tools

NumPy

Pandas

Polars

Job description

Role: Quant Developer – Trading & Research Infrastructure

I'm working with a leading global quant trading firm to hire Quant Developers. You'll sit between research and engineering, working closely with traders and researchers to turn ideas into production strategies and the tools that support them. A finance background helps but isn't required. Strong engineers who are curious about markets are welcome.

You could be working on one of:

• Strategy implementation – taking alpha signals and trading strategies from research into fast, reliable production code
• Research infrastructure – backtesting frameworks, simulation engines and data pipelines used by quant researchers every day
• Market data & execution – handling high-volume market data, order management, and execution logic across exchanges
• Performance & tooling – profiling and optimizing critical paths, and building internal libraries for analytics, risk and monitoring

What we're looking for:

• Strong C++ and/or Python, with solid knowledge of data structures, algorithms and software design
• Experience with one or more of: backtesting/simulation systems, time-series or tick data, low-latency or multithreaded systems, numerical computing (NumPy/pandas/Polars), or large-scale data processing
• Open to candidates from trading firms, hedge funds or banks, and from big tech, data or infrastructure-heavy firms
• ~3-6 years of experience with a stable career history from a strong university (CS, Math, Physics, Engineering or similar); exceptional PhD candidates with 2-3 years also considered
• Direct impact: your code goes into live trading and research
• Work alongside top researchers and traders at one of the world's leading quant firms
• Very competitive budget for the right candidate
• Willing to wait out non-compete periods for strong candidates
• Fast, flexible process with feedback within one week