Design and develop low-latency trade execution systems and order management systems (OMS)
Build and optimize high-frequency trading (HFT) infrastructure for performance and scalability
Develop exchange connectivity, execution gateways, and market access components
Improve network performance and latency through kernel/network stack optimizations
Build and maintain real-time data pipelines for market data ingestion and processing
Work on multithreaded and distributed systems for high-throughput environments
Collaborate with quant researchers and traders to translate strategies into production systems
Perform performance profiling, benchmarking, and system tuning
Ensure system reliability, fault tolerance, and monitoring in live trading environments

3–5 years of experience in quantitative development / low-latency systems / trading infrastructure
Strong programming skills in C++ (preferred) or Java/Python (performance-critical systems exposure required)
Hands-on experience with Trade execution systems / OMS, HFT or low-latency trading systems, exchange connectivity (FIX, binary protocols, market data feeds)
Solid understanding of multithreading, concurrency, and memory optimization, linux systems programming, network programming (TCP/UDP, sockets, kernel bypass – DPDK/Solarflare is a plus)
Experience in network optimization and latency reduction techniques
Exposure to real-time data pipelines / streaming systems
Strong problem-solving and debugging skills in performance-critical environments

Quantitative Developer

Key skills