Java Quantitative Developer

As a Quantitative Developer, you will be a key part of a dynamic team focused on developing and maintaining our Algorithmic Trading System. Working closely with Risk managers, you will build and optimize scalable, high-performance trading applications and infrastructure.

Key Responsibilities:

• Design and implement innovative solutions for algorithmic trading strategies
• Develop and optimize Java functionality for trading systems, ensuring low latency, high availability, and scalability
• Work on microstructure research, developing tools for market data analysis and feature engineering
• Contribute to portfolio optimization, building systems for advanced portfolio management strategies
• Build an risk management platform to enhance trading operations and risk control
• Engage in full-cycle development, including research, coding, testing, and production deployment
• Optimize the performance of trading architecture to maximize execution efficiency
• Maintain and improve data pipelines and system infrastructure

Requirements:

• Bachelor’s or Master’s degree in Computer Science, Computer Engineering, or a related STEM field
• 3+ years of experience in Java development, ideally within financial markets or algorithmic trading
• Hands-on experience in system architecture design, ensuring scalability, reliability, and low latency
• Strong Java programming skills (Core Java, Multithreading, Asynchronous Programming)
• Solid understanding of algorithms and data structures, with a focus on performance optimization
• Networking and protocols knowledge, including client-server communication and low-latency optimizations, WebSockets
• Experience with databases (MySQL, MongoDB) for handling large-scale financial data
• Strong understanding of operating systems, networks, and performance tuning
• Experience with distributed systems and microservices architecture
• Familiarity with high-performance computing (HPC) and large-scale model training is a plus
• C++ knowledge is a strong plus, particularly for performance optimization and understanding low-level system behavior

 Quantitative & Trading Systems Knowledge

• Experience in building algorithmic trading systems or financial applications
• Understanding of market microstructure and trading products (spot, futures, swaps)
• Strong ability to reason through quantitative problems and collaborate with researchers to implement models
• Familiarity with low-latency, high-frequency trading (HFT) systems is a plus

Problem-Solving & Analytical Skills

• Strong analytical and problem-solving skills, with a commitment to testing and quality assurance
• Track record of independently solving complex technical challenges with real industry impact
• Strong ability to debug, profile, and optimize performance in production systems
• Experience with automated testing, continuous integration, and deployment processes