Quant Developer

This role is for one of the Weekday's clients

Quantitative Developer – Proprietary Trading Firm
Location: Gurgaon

Education: Bachelor’s/Master’s degree in Computer Science, Mathematics, or a related field from a
Tier-1 Institute (IITs, IISc, ISI, or equivalent top-ranked global universities)

We are looking for a highly skilled Quantitative Developer with a strong passion for building and optimizing high-performance trading systems. This role focuses on developing low-latency trading infrastructure, processing large-scale real-time and historical market data, and partnering closely with quantitative researchers to support algorithmic trading strategies.

As a Quant Developer, you will contribute to strengthening trading platforms by building robust, scalable, and efficient systems that operate under strict performance and reliability constraints.

Key Responsibilities

• Market Data Infrastructure:
  Design, build, and optimize scalable systems for high-frequency and mid-frequency market data ingestion, processing, and storage.
• Trading Systems Development:
  Enhance execution algorithms to minimize latency, improve throughput, and optimize trading performance.
• Backtesting & Live Trading Platforms:
  Contribute to the development and optimization of in-house high-performance backtesting and live trading frameworks (primarily in Python) to validate and refine trading strategies.
• Automation & Risk Management:
  Build real-time monitoring, alerting, and risk management tools to track live trading activity and system health.
• Performance Optimization:
  Profile, refactor, and optimize existing codebases to improve speed, scalability, and resource efficiency.

Required Qualifications

Education

• B.Tech / M.Tech in Computer Science, Mathematics, Engineering, or related disciplines from leading institutions.

Experience

• 2–4 years of hands-on software development experience, ideally in high-performance, low-latency, or data-intensive environments.
• Experience in trading systems, financial platforms, or performance-critical applications is preferred.

Technical Skills

• Strong programming expertise in Python, C++, or Rust.
• Experience working with large datasets, low-latency systems, and high-performance computing.
• Solid understanding of databases (SQL and NoSQL) and network programming.
• Strong grasp of operating system concepts, including memory management, concurrency, and threading.

Quantitative & Analytical Skills

• Excellent knowledge of data structures, algorithms, and distributed systems.
• Strong analytical thinking and problem-solving ability.

Finance & Trading Exposure (Preferred)

• Familiarity with market microstructure, quantitative finance, or statistical modeling is a plus.
• Genuine interest in financial markets and algorithmic trading.

Why This Role

• Work in a fast-paced, intellectually challenging trading environment.
• Competitive compensation with performance-linked incentives.
• Opportunity to collaborate with experienced quantitative researchers and traders.
• Meritocratic, collaborative culture focused on technical excellence and impact.

Skills

Quantitative Development
Python / C++ / Rust
Low-Latency Systems
High-Performance Computing
Market Data Systems
Algorithmic Trading
Data Structures & Algorithms
Distributed Systems
Risk & Trading Infrastructure