Implement quantitative strategies and supporting tools across multiple asset classes.
Develop and fine-tune high-performance systems for automated decision-making and trade execution.
Collaborate with domain experts to validate and deploy models related to volatility.
Develop scalable systems for data processing and low-latency trading in spot, futures, and options markets.
Integrate trading systems with existing infrastructure.
About the customer:
On behalf of our client, we are seeking an experienced Quantitative Developer to play a key role in enhancing core system components, improving performance, and supporting high-level trading operations.
Requirements:
Ph.D. in Computer Science, Mathematics, or a related discipline.
Proficient in software development with C#, and experienced in C++, Java.
Solid understanding of order book mechanics and market liquidity.
Background in stochastic calculus, Monte Carlo simulations, and partial differential equation (PDE) modeling.
Practical experience working within financial institutions.
Strong domain knowledge in FX, futures markets, or digital assets.