Quantitative Developer: Event-Driven Trading & FIX

ATTIX APAC PTE. LTD.; Singapore; On-site; SGD 125,000 - 150,000; Full time

Job summary

A leading financial technology firm based in Singapore is seeking a Quantitative Developer to design and maintain core trading infrastructure. The role emphasizes event-driven backtesting systems and FIX-protocol-based trading engines. Ideal candidates will have proven experience with C/C++ and Python in production, as well as a solid understanding of trading systems and operational engineering. The position offers an opportunity to work in a challenging, regulated environment with a focus on stability and resilience.

Qualifications

• Proven experience in C/C++ and Python in production environments.
• Strong grounding in software engineering best practices, including modular system design.
• Comfortable operating in regulated or risk-sensitive environments.

Responsibilities

• Design and maintain an event-driven backtesting framework.
• Build and maintain a FIX-protocol-based trading engine.
• Develop and operate production services using C/C++ and Python.

Skills

C/C++

Python

Event-driven systems

FIX-based trading infrastructure

Kubernetes

Job description

A leading financial technology firm based in Singapore is seeking a Quantitative Developer to design and maintain core trading infrastructure. The role emphasizes event-driven backtesting systems and FIX-protocol-based trading engines. Ideal candidates will have proven experience with C/C++ and Python in production, as well as a solid understanding of trading systems and operational engineering. The position offers an opportunity to work in a challenging, regulated environment with a focus on stability and resilience.