Quantitative Developer

Quantitative Developer Direct message the job poster from TribusReach out for all things Systematic Trading Technology!
We're working with a number of leading hedge funds and trading firms across Sydney, Hong Kong, and Singapore that are hiring Quantitative Developers to build and optimize their trading systems across mid- to high-frequency strategies .Languages: C++ or Python (strong performance focus)What You'll Do:Collaborate closely with quant researchers and traders to implement, test, and optimize systematic trading models.Develop latency-sensitive infrastructure such as execution engines, data pipelines, and simulation environments.Tune and benchmark code for real-time performance, robustness, and scalability.Key Skills:Strong programming expertise in modern C++ (11/14/17) or Python .Understanding of algorithm design , numerical methods , or probabilistic/statistical modeling .Experience working with market data , trading systems , or low-latency infrastructure is highly valued.Familiarity with Linux systems , multithreading , and performance profiling tools .Bonus Points For:Prior experience in a quantitative trading , HFT , or market making environment.Knowledge of exchange protocols , tick data , or backtesting frameworks .You don't need direct trading experience — just the engineering skill and curiosity to solve complex real-time problems.Interested in exploring these kinds of roles?
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