| Description: |
Our client, a top-tier systematic fund, is seeking a Quantitative Developer to join its centralized fund team. This role is pivotal in bridging the gap between sophisticated mathematical research and high-performance execution. You will be responsible for the end-to-end development of the trading lifecycle, from designing robust backtesting engines to optimizing production-grade execution algorithms.
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, including an understanding of the specific data and execution nuances required for these styles.
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 send your resume in Word format to Lu Zhang at resume[at]pinpointasia.com and put Python Quant Developer- Leading Systematic Fund - J12510 in the subject header. Data provided is for recruitment purposes only.
Pinpoint Asia is the leading specialist Financial IT recruitment firm in the Asia Pacific region. Visit Pinpoint Asia’s website at pinpointasia.com today to see other exciting job opportunities.
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