Low-Latency Quant Developer: Trading Systems

Calais; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Calais is seeking an experienced developer to join its quantitative trading technology team in Singapore. You will design, develop and maintain trading systems across front-, middle-, and back-end modules, including OMS/EMS/RMS and market data services.

The role emphasizes integration of diverse APIs, high-performance programming, and robust security, with opportunities to support researchers and traders from research to live trading.

Qualifications

• Bachelor’s degree or above in related fields.
• Proficient in C/C++ with solid engineering capabilities; familiar with STL, multi-threading, network programming and performance tuning.
• Skilled in Linux development; familiar with Git, CMake, GDB, and common dev tools.
• Well-versed in TCP/IP, Socket programming, HTTP/WebSocket, RPC, message queues and other communication protocols.
• Experience designing high-concurrency, low-latency, high-availability systems; trading, market data or financial middle-office experience preferred.
• Familiar with trading workflows of domestic futures, options and equities; experience with gateways or APIs preferred.
• Understanding of full order lifecycle and risk control logic.
• Proficient in databases with hands-on experience in at least one of PostgreSQL, MySQL, ClickHouse, Redis, SQLite.

Responsibilities

• Participate in the design, development and maintenance of our quantitative trading system, trading middle office, market data system, backtesting framework and live trading system.
• Integrate trading APIs for domestic and global markets, covering futures, options, equities, ETFs, indices and other standardized financial instruments.
• Develop and integrate modules including trading gateways, broker interfaces, market data feeds, trading channels, order management and account management systems.
• Build and maintain core trading modules: market data ingestion, order routing, order placement/cancellation, execution reports, position sync, fund sync, risk checks, trading logging and exception handling.
• Develop trading infrastructure including OMS, EMS, RMS, PMS, strategy service, market data service and risk management service.
• Encapsulate gateways, broker APIs and market data APIs to enhance system stability and scalability.
• Build low-latency, high-concurrency trading systems and optimize performance for data ingestion, signal transmission and order execution.
• Support researchers and traders to launch strategies covering research, backtesting, paper trading and live trading.
• Unify backtesting and live trading frameworks to align strategy logic, transaction costs, slippage, matching, position and risk control modules.
• Strengthen trading system security: server permission control, network security, key management, access control, operation audit, alerting and disaster recovery.
• Collect, clean, store and monitor trading, market, account, execution and risk data.
• Guarantee system stability via log monitoring, process guardians, alert systems, troubleshooting, performance tuning and backup recovery.

Skills

C/C++

Multithreading

Linux

Network programming

TCP/IP

HTTP/WebSocket

Trading systems

High concurrency

System design

Exception handling

Education

Bachelor’s degree or above in Computer Science, Software Engineering, Electronic Information, Automation, Mathematics, Financial Engineering or related fields

Tools

PostgreSQL

MySQL

ClickHouse

Redis

SQLite

Job description

Calais is seeking an experienced developer to join its quantitative trading technology team in Singapore. You will design, develop and maintain trading systems across front-, middle-, and back-end modules, including OMS/EMS/RMS and market data services.

The role emphasizes integration of diverse APIs, high-performance programming, and robust security, with opportunities to support researchers and traders from research to live trading.