full-time
Quant Developer @ Quant Trading Firm - HK/SG/Shanghai - 3+ years exp
Tribus
- Employer
- Tribus
- Location
- Hong Kong
- Working pattern
- on-site
About the role
Develop and productionize trading strategies and build research infrastructure, including backtesting frameworks, simulation engines, and data pipelines. Work on market data and execution systems, performance optimization, and internal tools for analytics, risk, and monitoring. Candidates should have strong C++ and/or Python skills, solid foundations in data structures, algorithms, and software design, and experience in at least one relevant area such as backtesting, market data, low-latency systems, numerical computing, or large-scale data processing. The role targets candidates with approximately 3–6 years of experience and a degree in computer science, mathematics, physics, engineering, or a similar field; exceptional PhD candidates with 2–3 years of experience are also considered.