Python Quant Developer

Hong Kong 1 days agoFull-time External
527.1k - 702.8k / yr
Core Responsibilities • Strategy Engineering: Architect, implement, and deploy complex quantitative strategies and execution logic primarily using Python. • Infrastructure Development: Build and maintain high‑fidelity backtesting environments and research frameworks capable of handling high‑frequency market data. • Research Partnership: Collaborate directly with PM and Quantitative Researchers to translate theoretical models into high‑performance, production‑grade code, ensuring zero‑drift between simulation and live execution. • Performance Optimization: Profile and tune system components for maximum throughput, low latency, and efficient memory management to maintain a competitive edge in fast‑moving markets. • Data Pipeline Engineering: Design and manage scalable pipelines for processing vast datasets (tick‑by‑tick and alternative data) to empower both research and real‑time trading operations. Requirements & Qualifications • Professional Experience • Tenure: 3–5 years of hands‑on experience in a Python Quantitative Development role. • Industry Background: Proven track record within a top‑tier global hedge fund, proprietary trading firm, or quantitative investment manager. • Delivery: Demonstrated success in shipping mission‑critical trading software and supporting live production environments. • Technical Skill Set • Python Expertise: Mastery of the Python ecosystem (NumPy, Pandas) for high‑performance data analysis and research tooling. • System Programming: Deep understanding of multi‑threaded programming, network protocols (TCP/UDP), and Linux kernel/system internals. • Data Architecture: Familiarity with high‑performance time‑series databases (e.g., kdb+/q) and modern SQL/NoSQL storage solutions. • Quantitative & Market Acumen • Market Sense: A solid understanding of the quantitative strategy lifecycle, including signal generation, portfolio construction, and market impact. • Strategy Exposure (Preferred): Prior experience with Statistical Arbitrage or Event‑Driven strategies is highly desirable. • Educational Background • Academic Excellence: Bachelor’s, Master’s, or PhD from a leading university in Computer Science, Mathematics, Physics, Engineering, or a related quantitative discipline. If this outstanding opportunity sounds like your next career move, please submit your resume in Word format via the Quick Apply Button.