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 effective 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, collaborative 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 (Gurugram)
🏢 Recognized
📍 Gurugram