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
- Lead and develop high-frequency trading system infrastructure for alpha research and live trading.
- Optimize the performance of latency critical high-frequency trading systems.
- Implement high-frequency trading risk management / alert systems.
- Implement the storage system for low latency market data.
- Implement high-frequency financial data preprocessing pipelines.
- Implement performance analytics—including signal performance and post-trade analytics (e.g. slippage, fill-rate, and market impact reports)
- Build up CI / CD with Docker containers and Kubernetes on AWS.
- Write unit tests and integration tests.
WHAT YOU'LL NEED
- Bachelor’s degree in computer science or equivalent experience.
- Solid backend system implementation experience.
- Expert-level knowledge of algorithms, design patterns, OOP, threading,multiprocessing, etc.
- Knowledge of design and implementation of high-availability, high-throughput and low-latency backend components.
- 3+ years of experience with Rust / Golang / Python, or other programming languages, like C/C++, C#, Java, Node.JS.
- Familiar with SQL databases and NoSQL databases (like MongoDB).
- Familiar with REST API and WebSocket.
- Familiar with microservices, Docker containers, Kubernetes and CI/CD.
- Familiar with Git, software engineering and agile software development.
- Strong writing and verbal communication skills, ability to express complex concepts in simple terms.
- Excellent analytical and problem solving skills and extremely detail-oriented.
- Strong project management skills, i.e. the ability to manage multiple tasks and deadlines in a fast-paced environment.
- Self-motivated and fast-paced learner.
- Commitment to the highest ethical standards and who act with professionalism and integrity at all times
NICE TO HAVE
- Masters or PhD in mathematics, statistics, physics or other quantitative disciplines.
- Experience in quantitative trading. Market making experience is a plus.
- Experience and in depth knowledge of financial markets.
- Experience in algorithmic trading and machine learning algorithms.
- Experience developing distributed backtesting, simulation, and real time systems.
- Experience developing a tick simulator.
- Experience working with streaming and historical time series data, including a variety of messaging systems and databases.
- Experience with automated reporting, monitoring, and visualization.
- Reasonable quantitative and statistical skills.