Quantitative Developer – Backend & Real-Time Systems

About the role

Develop and productionize quantitative strategies, models, backtesting infrastructure, and market-data systems, ensuring reliable, scalable processing of historical and real-time financial data. Own systems end to end, from research implementation through production deployment, monitoring, performance optimization, and issue resolution. Requires 3–5 years of relevant quantitative development, algorithmic trading, trading infrastructure, or financial-market technology experience, with strong Python, SQL, data-processing, and financial time-series skills. Candidates should have hands-on experience with backtesting or quantitative systems, market-data pipelines, APIs, PostgreSQL and Redis, and taking systems into production; no education requirement is stated.