This role is for one of the Weekday's clients
Quantitative Developer – Proprietary Trading Firm
Location: Gurgaon
Education: Bachelor's/Master's degree in Computer Science, Mathematics, or a related field from a
Tier-1 Institute (IITs, IISc, ISI, or equivalent top-ranked global universities)
We are looking for a highly skilled
Quantitative Developer
with a strong passion for building and optimizing
high-performance trading systems
. This role focuses on developing low-latency trading infrastructure, processing large-scale real-time and historical market data, and partnering closely with quantitative researchers to support algorithmic trading strategies.
As a Quant Developer, you will contribute to strengthening trading platforms by building
robust, scalable, and efficient systems
that operate under strict performance and reliability constraints.
Key Responsibilities
Market Data Infrastructure:
Design, build, and optimize scalable systems for high-frequency and mid-frequency market data ingestion, processing, and storage.
Trading Systems Development:
Enhance execution algorithms to minimize latency, improve throughput, and optimize trading performance.
Backtesting & Live Trading Platforms:
Contribute to the development and optimization of in-house high-performance backtesting and live trading frameworks (primarily in Python) to validate and refine trading strategies.
Automation & Risk Management:
Build real-time monitoring, alerting, and risk management tools to track live trading activity and system health.
Performance Optimization:
Profile, refactor, and optimize existing codebases to improve speed, scalability, and resource efficiency.
Required Qualifications
Education




B.Tech / M.Tech in
Computer Science, Mathematics, Engineering, or related disciplines
from leading institutions.
Experience
2–4 years
of hands-on software development experience, ideally in
high-performance, low-latency, or data-intensive environments
.
Experience in trading systems, financial platforms, or performance-critical applications is preferred.
Technical Skills
Strong programming expertise in
Python, C++, or Rust
.
Experience working with
large datasets
,
low-latency systems
, and
high-performance computing
.
Solid understanding of
databases
(SQL and NoSQL) and
network programming
.
Strong grasp of
operating system concepts
, including memory management, concurrency, and threading.
Quantitative & Analytical Skills
Excellent knowledge of
data structures, algorithms, and distributed systems
.
Strong analytical thinking and problem-solving ability.
Finance & Trading Exposure (Preferred)
Familiarity with
market microstructure
,
quantitative finance
, or
statistical modeling
is a plus.
Genuine interest in financial markets and
algorithmic trading
.
Why This Role
Work in a fast-paced, intellectually challenging trading environment.
Competitive compensation with performance-linked incentives.
Opportunity to collaborate with experienced quantitative researchers and traders.
Meritocratic, cooperative culture focused on technical excellence and impact.
Skills
Quantitative Development
Python / C++ / Rust
Low-Latency Systems
High-Performance Computing
Market Data Systems
Algorithmic Trading
Data Structures & Algorithms
Distributed Systems
Risk & Trading Infrastructure

📌 Quant Developer (Haryana)
🏢 Weekday AI
📍 Haryana