Quant Developer (Python) – High Frequency Trading / Market Making
This role at a leading quantitative trading firm focuses on building high-performance, low-latency infrastructure for systematic strategies in Singapore. The developer will design and optimize trading systems, work with market data feeds, and collaborate with researchers and traders. Candidates must have extensive experience in HFT or market-making environments and proficiency in Python. The position offers exposure to complex, business-critical trading platforms and advanced engineering practices.
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Experience
3-10 years
Function
Engineering
Work mode
Onsite, Singapore
Company
Tier 2
What you will work on
This role at a leading quantitative trading firm focuses on building high-performance, low-latency infrastructure for systematic strategies in Singapore. The developer will design and optimize trading systems, work with market data feeds, and collaborate with researchers and traders. Candidates must have extensive experience in HFT or market-making environments and proficiency in Python. The position offers exposure to complex, business-critical trading platforms and advanced engineering practices.
TAL's take
High-impact role at a leading quant firm, well-defined responsibilities, and clear technical requirements, though the employer is anonymous.
Highly specific JD for a quant/HFT role with clear scope, expectations, and domain alignment.
Must haves
- Degree in Computer Science, Engineering, Mathematics or related discipline
- 3–10 years experience in HFT, market-making, or quantitative trading
- Strong understanding of low-latency distributed systems
- Excellent programming skills in Python
- Experience with real-time market data feeds and order management systems
Tools and skills
Nice to have: kafka, redis, kubernetes, aws, low-latency middleware.
About the company
Global recruiting firm acting on behalf of an unnamed leading quantitative trading client.
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