We have a current opportunity for a Quantitative Developer on a permanent basis. The position will be based in Beijing/Shanghai. For further information about this position please apply.
Key Responsibilities
- Developing high-performance quantitative back testing systems capable of supporting multi-asset and multi-frequency strategy testing. These systems are critical to ensuring the success of complex trading strategies in a fast-paced and highly competitive environment.
- Optimising computation efficiency by improving algorithms, minimising memory consumption, and enhancing execution speed to ensure the systems operate at peak performance.
- Designing and implementing efficient storage and retrieval systems for managing vast amounts of market and trade data. Your work will ensure that data is accessible and manageable for real-time decision-making and historical analysis.
- Implementing sophisticated trading cost models, incorporating factors such as slippage, fees, and liquidity impact, to enable more accurate strategy evaluations and decision-making.
- Collaborating closely with the strategy team to ensure consistency and alignment between back testing results and live trading performance, thereby bridging the gap between theoretical models and practical execution.
- Creating robust unit tests and performance analysis tools to maintain system stability, reliability, and accuracy in all operational conditions.
Required Skills
- C++ Expertise:
A high level of proficiency in C++ with a minimum of 3 years of experience. This includes familiarity with C++11 and advanced features such as the Standard Template Library (STL), templates, and smart pointers. Your expertise will be crucial in building efficient and reliable systems. - High-Performance Computing (HPC):
Experience in low-latency optimisation techniques to achieve superior computational performance. This expertise is essential for developing systems that can handle the demanding requirements of quantitative finance. - Quantitative Development Acumen:
A comprehensive understanding of the key components involved in building back testing systems and implementing financial market models.