Quantitative Developer (US Equities) - up to RM25k

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

Benefits

• Public Transport Accessible
• Career Growth Opportunity
• Open Communication Culture

About the company

Randstad has recently partnered with a financial services organization, utilizing cutting edge technology and secure systems to implement solutions for their clientele. Your future employer is seeking passionate and highly skilled candidates to join their growing team.

Key Responsibilities

• Systems Engineering: Design, develop, and maintain robust, high-performance, and scalable software systems for algorithmic trading, backtesting, and quantitative research.
• Model Implementation: Collaborate closely with Quantitative Researchers to translate mathematical models and trading signals into production-ready code.
• Data Pipeline Architecture: Build and optimize high-throughput data ingestion pipelines and manage vast amounts of historical and real-time market data.
• Performance Optimization: Continuously monitor and improve system latency, reliability, and throughput.
• Market Microstructure: Leverage your understanding of US equity markets to optimize execution algorithms, order routing, and market data processing.

Requirements

• Experience: Minimum of 3 years of professional experience as a Quantitative Developer, Software Engineer, or closely related role within the financial sector.
• Domain Expertise: Proven, hands-on experience working with US equities, including a strong understanding of market microstructure, exchange mechanics, and order types.
• Expert-level proficiency in Python, particularly the scientific and data stack (Pandas, NumPy, SciPy).
• Strong proficiency in C++ (modern standards) for performance-critical system development.
• Systems Knowledge: Deep understanding of Linux/UNIX environments, shell scripting, and network programming (TCP/IP, Multicast).
• Data Technologies: Experience with time-series databases (e.g., kdb+/q, InfluxDB) and relational databases (SQL).
• Mathematical Foundation: Solid grasp of probability, statistics, and linear algebra.
• Education: Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative field.

Nice to Have

• Experience with cloud platforms (AWS, GCP) and containerization (Docker, Kubernetes).
• Familiarity with alternative data sets or machine learning frameworks (PyTorch, TensorFlow).
• Prior experience building or optimizing low-latency execution systems.
• Knowledge of Rust or Go.