Quant Systems Engineer (C/C++) – Systematic Trading
Location: India
Industry: Quant Finance / Systematic Trading
Our client is building institutional-grade trading infrastructure for Indian markets and is hiring a Quant Systems Engineer. You’ll join a team of engineers and researchers developing real-time trading systems with live capital.
The systems run in the mid-frequency regime, where correctness, stability, throughput, and controlled latency are critical. The focus is on scalable, resilient, and cleanly architected systems — not prototypes or dashboards.
🔧 Responsibilities
- Develop performance-critical C/C++ systems for trading, market data, and analytics.
- Build event-driven architectures processing tick/bar data with millisecond latency.
- Maintain order management and execution workflows with strong reliability.
- Handle high-volume intraday data with predictable performance.
- Optimize for latency, throughput, and stability.
- Profile/tune CPU, memory, and concurrency bottlenecks.
- Collaborate with quants and portfolio managers to productionize strategies.
- Build libraries/APIs for backtesting, live execution, and monitoring.
Qualifications
- Strong C/C++ experience.
- Solid grasp of data structures, algorithms, and system design.
- Expertise in multithreading, concurrency, and async systems.
- Comfortable in Linux environments and debugging production issues.
- Prior experience in quant trading, fintech, or real-time systems preferred.
- Familiarity with market data formats and event-driven architectures a plus.
- Exposure to Python for research integration advantageous.
- Tier-1 engineering background preferred