Quantitative Developer

Quadeye; Gurugram District; On-site; INR 900,000 - 1,500,000; Full time

Job summary

Quadeye in India is hiring low latency C++ developers to join our quantitative trading platform team. You will help build, optimise and maintain core trading infrastructure, including strategies, execution engines and back-testing components.

The role emphasizes strong C++ skills, low-latency optimisations, and collaboration with traders. You will tackle challenging computational finance problems and own projects with minimal supervision.

Qualifications

• At least 2 years of C++ development experience.
• Strong knowledge of optimisations for trading infra.
• Excellent analytical and problem-solving skills.
• Experience in a quantitative trading or core infra team.
• Willing to own projects with minimal supervision.
• Experience in HFT/MFT trading strategies.
• Experience applying statistical and ML methods to financial data.
• Familiarity with Python/R and libraries such as pandas, numpy, scikit-learn.

Responsibilities

• Collaborate with traders and core platform team to build and optimise trading infra.
• Develop trading strategies, execution engines, alpha signals, and back-testing engines.
• Solve challenging computational problems in finance.
• Take ownership of projects with minimal supervision.
• Work on bleeding-edge trading technology and infrastructure.

Skills

C++ development

Low-latency optimisation

Analytical thinking

Quant trading infra experience

Ownership orientation

HFT/MFT trading experience

Python/R for finance

Pandas/Numpy/Scikit-learn

Education

Bachelor's degree in CS/Math/Stats/Data Science

Job description

Low Latency C++ Developers collaborate extensively with quantitative traders and core platform team to build, optimise, and maintain trading team infrastructure. This includes building trading strategies, execution engines, alpha signals, and back-testing engines. Our low latency C++ developers use their creativity and technology skills to come up with novel solutions for solving difficult computational problems. The candidate can expect exposure to a wide range of interesting and challenging problems involving computational finance and bleeding edge trading technology.

Requirements

• Very strong C++ development experience with at least 2 years of experience specifically in development using C++.
• Knowledge of low level and high-level optimisations for improving trading strategies and associated infrastructure.
• Exceptional analytical and problem-solving skills.
• Prior experience as a developer in a quantitative trading or core infrastructure team.
• Comfortable taking ownership of projects and responsibilities with minimum supervision.
• At least a bachelor's degree in Computer Science, Mathematics, Statistics, Data Science or other quantitative discipline
• Experience in developing HFT/MFT trading strategies at a top tier hedge fund, proprietary trading house or investment bank.
• Experience in applying statistical and machine learning methods to financial data using Python/R.
• Exposure to pandas, numpy, scikit-learn, statsmodels-tsa, TensorFlow, Keras, and Matplotlib libraries