Quantitative Developer

Tribus; Hong Kong; On-site; HKD 900,000 - 1,800,000; Full time

Benefits offered by this job

Relocation support

Job summary

Tribus is hiring Python Developers to build data infrastructure for systematic trading across APAC. You will work alongside quantitative researchers and trading teams, creating data products and tooling that power research, backtesting and live trading.

You will develop robust Python applications and data pipelines, handle large datasets, and optimise storage and performance to ensure high-quality production data. Relocation support to Hong Kong or Sydney is available for the right candidate.

Qualifications

• Excellent knowledge of data libraries such as Pandas, NumPy or Polars.
• Experience working with large datasets and formats such as Parquet or HDF5.
• Strong problem-solving ability with an interest in performance and scalability.
• Experience within financial markets
• Work on systems that have a direct impact on live trading.
• Solve complex engineering problems at scale.
• Collaborate with some of the strongest engineers and quantitative researchers in the industry.
• Exceptional compensation and long-term career progression.
• Opportunity to be based in either Sydney or Hong Kong with relocation support available.

Responsibilities

• Building robust Python applications and data pipelines that transform raw market data into production-ready datasets.
• Developing tooling used by quantitative researchers for research and strategy development.
• Working with large-scale datasets, optimising storage, processing and performance.
• Investigating data quality issues and ensuring highly accurate, reliable data across production systems.
• Collaborating closely with researchers, traders and infrastructure engineers on technically challenging problems.

Skills

Python

Pandas

NumPy

Polars

Tools

Parquet

HDF5

Job description

I'm currently working with a leading quantitative trading firm looking to hire Python Developers to join a team building the data infrastructure that underpins systematic trading across APAC.

This is an opportunity to work directly alongside quantitative researchers and trading teams, building the data products and tooling that power research, backtesting and live trading.

What you'll be doing

• Building robust Python applications and data pipelines that transform raw market data into production-ready datasets.
• Developing tooling used by quantitative researchers for research and strategy development.
• Working with large-scale datasets, optimising storage, processing and performance.
• Investigating data quality issues and ensuring highly accurate, reliable data across production systems.
• Collaborating closely with researchers, traders and infrastructure engineers on technically challenging problems.

What we're looking for

• Excellent knowledge of data libraries such as Pandas, NumPy or Polars.
• Experience working with large datasets and formats such as Parquet or HDF5.
• Strong problem-solving ability with an interest in performance and scalability.
• Experience within financial markets
• Work on systems that have a direct impact on live trading.
• Solve complex engineering problems at scale.
• Collaborate with some of the strongest engineers and quantitative researchers in the industry.
• Exceptional compensation and long-term career progression.
• Opportunity to be based in either Sydney or Hong Kong with relocation support available.