Quant Developer

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

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, exchange APIs and market data APIs to enhance system stability, scalability and reusability.
• Build low-latency, high-concurrency trading systems and optimize performance for market data ingestion, signal transmission, order execution and report processing.
• 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.

Requirments

• Bachelor’s degree or above in Computer Science, Software Engineering, Electronic Information, Automation, Mathematics, Financial Engineering or related fields.
• Proficient in C/C++ with solid engineering capabilities; familiar with STL, multi-threading, network programming, memory management and performance tuning.
• Skilled in Linux development; experienced with command lines, Shell, Git, CMake, GDB, Makefile and other common dev tools.
• Well-versed in TCP/IP, Socket programming, HTTP/WebSocket, RPC, message queues and other communication protocols.
• Experienced in designing high-concurrency, low-latency, high-availability systems; prior experience with trading, market data, order or financial middle-office systems is preferred.
• Familiar with trading workflows of domestic futures, options and equities; experience developing CTP gateways, broker interfaces or market data APIs is preferred.
• Thorough understanding of the full order lifecycle: order entry, cancellation, amendment, execution reports, order rejection, partial fills, position updates, fund updates and abnormal order handling.
• Grasp core trading risk control logic: account permission, fund limits, position caps, single-order thresholds, frequency limits, price deviation, maximum loss, exposure control and circuit breakers.
• Proficient in databases, with hands-on experience in at least one of PostgreSQL, MySQL, ClickHouse, Redis, SQLite, etc.
• Strong system design capabilities, able to independently complete module design, API specification, exception handling, logging design and deployment planning.
• Skilled at troubleshooting network, performance, concurrency, data consistency, trading anomaly and stability issues.
• Strong sense of accountability and risk awareness, with high sensitivity to stability, security and accuracy of financial trading systems.