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Tardis Group is seeking a Quantitative Developer to join its fast-paced team focused on building and improving trading strategies through collaboration with researchers. You will develop Python-based tools, enhance simulation and backtesting frameworks, and support global research workflows.
You will contribute to a high-performance research environment, working across APAC regions with engineers and researchers to improve trading performance and research throughput.
I am partnered with a globally recognised quantitative trading firm that has built its success on cutting-edge technology, high-performance systems, and independent trading teams. With over two decades of innovation, the firm is known for uncovering unique market opportunities and operating at the forefront of electronic trading.
You will be joining a highly collaborative environment where world-class engineers and quantitative researchers work together to design, develop, and optimise advanced trading strategies. The organisation invests heavily in technology and talent, offering exposure to low-latency systems, large-scale data processing, and modern research infrastructure.
This is an opportunity to work in a fast-paced, intellectually stimulating environment where your contributions will directly impact trading performance and strategy development.
As a Quantitative Developer, you will work closely with quantitative researchers to enhance trading strategies and research workflows. You’ll play a key role in building tools, improving simulation frameworks, and supporting large-scale research initiatives.