Quantitative Developer: US Equities & Low-Latency Trading

Randstad Malaysia; Kuala Lumpur; On-site; MYR 180,000 - 320,000; Full time

Benefits offered by this job

Public Transport Accessible

Career Growth Opportunity

Open Communication Culture

Job summary

Randstad Malaysia is seeking a Quantitative Developer to design, develop, and maintain scalable software for algorithmic trading, backtesting, and quantitative research.

You will collaborate with researchers to translate models into production code, build high-throughput data pipelines, and optimize latency and throughput. The role emphasizes deep knowledge of US equities, market microstructure, and modern C++. Expect a rigorous, performance-focused environment.

Qualifications

• Min 3 years in quant dev or equivalent in finance.
• Deep knowledge of US equities, market microstructure, and order types.
• Expert Python (Pandas/Numpy/SciPy) and modern C++ for performance.
• Strong Linux/UNIX, shell scripting, and TCP/IP networking.
• Databases: time-series (kdb+/q, InfluxDB) and SQL.
• Mathematics/Statistics: solid foundation in probability and linear algebra.

Responsibilities

• Design, develop, and maintain scalable software for algorithmic trading, backtesting, and research.
• Translate models from researchers into production-ready code.
• Build and optimize high-throughput data ingestion pipelines for large data sets.
• Monitor and improve system latency, reliability, and throughput.
• Leverage knowledge of US equity markets to optimize execution and data processing.

Skills

Python (Pandas/Numpy)

C++ (modern)

Linux/UNIX

SQL

Time-series DBs

Mathematics/Statistics

Networking basics

Education

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

Job description

Randstad Malaysia is seeking a Quantitative Developer to design, develop, and maintain scalable software for algorithmic trading, backtesting, and quantitative research.

You will collaborate with researchers to translate models into production code, build high-throughput data pipelines, and optimize latency and throughput. The role emphasizes deep knowledge of US equities, market microstructure, and modern C++. Expect a rigorous, performance-focused environment.