This position focuses on the development of backend components of algorithmic CTA and high-frequency trading systems.

You will be focusing on optimizations for performance and latency critical high-frequency trading systems.And also be co-working with quantitative trading strategy developers to implement the live high-frequency trading system and bring trading strategies online.

The main programming languages are Rust and Python.

WHO WE ARE Quantrend Technology focuses on building financial trading strategies across a variety of asset classes and global markets.We empower the paradigm shift from traditional quant to AI quant by using modern end-to-end deep learning models.

The difference between traditional approaches and our proprietary solution is that our models can automatically extract robust and high-quality trading signals (Alphas), but traditional hand-crafted approaches often fail to do so.

We are a performance-driven company, seeking agile and talented people to join our team.Our working environment is relaxed yet intellectually intense.

If you are a tech-savvy individual who enjoys the challenges of solving difficult technical problems in a fast-paced, energetic environment, then this is the role for you.
We value the contributions of trading strategy developers and offer lucrative dividends and annual bonuses to high-performance employees.

WHAT YOU’LL DO

1. Lead and develop high-frequency trading system infrastructure for alpha research and live trading.


2. Optimize the performance of latency critical high-frequency trading systems.


3. Implement high-frequency trading risk management / alert systems.


4. Implement the storage system for low latency market data.


5. Implement high-frequency financial data preprocessing pipelines.


6. Implement performance analytics—including signal performance and post-trade analytics (e.g. slippage, fill-rate, and market impact reports)


7. Build up CI / CD with Docker containers and Kubernetes on AWS.


8. Write unit tests and integration tests.

WHAT YOU'LL NEED

1. Bachelor’s degree in computer science or equivalent experience.


2. Solid backend system implementation experience.


3. Expert-level knowledge of algorithms, design patterns, OOP, threading,multiprocessing, etc.


4. Knowledge of design and implementation of high-availability, high-throughput and low-latency backend components.


5. 3+ years of experience with Rust / Golang / Python, or other programming languages, like C/C++, C#, Java, Node.JS.


6. Familiar with SQL databases and NoSQL databases (like MongoDB).


7. Familiar with REST API and WebSocket.


8. Familiar with microservices, Docker containers, Kubernetes and CI/CD.


9. Familiar with Git, software engineering and agile software development.


10. Strong writing and verbal communication skills, ability to express complex concepts in simple terms.


11. Excellent analytical and problem solving skills and extremely detail-oriented.


12. Strong project management skills, i.e. the ability to manage multiple tasks and deadlines in a fast-paced environment.


13. Self-motivated and fast-paced learner.


14. Commitment to the highest ethical standards and who act with professionalism and integrity at all times

NICE TO HAVE

1. Masters or PhD in mathematics, statistics, physics or other quantitative disciplines.


2. Experience in quantitative trading. Market making experience is a plus.


3. Experience and in depth knowledge of financial markets.


4. Experience in algorithmic trading and machine learning algorithms.


5. Experience developing distributed backtesting, simulation, and real time systems.


6. Experience developing a tick simulator.


7. Experience working with streaming and historical time series data, including a variety of messaging systems and databases.


8. Experience with automated reporting, monitoring, and visualization.


9. Reasonable quantitative and statistical skills.