Quantitative Developer (Python/C++)

Position Overview

You will serve as the critical bridge between our quantitative research and technology teams, responsible for transforming quantitative strategy prototypes into highly stable, high-performance production-grade code that directly supports live trading operations.

Key Responsibilities

• Refactor, optimize, and productionize researchers’ strategy code; build automated data processing pipelines and strategy execution workflows
• Continuously improve system performance, including memory management, computational efficiency, and parallel processing of large-scale datasets
• Maintain data infrastructure (databases, data pipelines) to ensure data accuracy, completeness, and low-latency accessibility
• Implement software engineering best practices including unit testing, code reviews, and continuous integration/deployment (CI/CD) to guarantee code quality
• Work closely with researchers to understand statistical models, factors, or optimization algorithms, and accurately translate them into production-level code

Required Qualifications

• Strong proficiency in Python or C++ , with hands-on experience in data analysis libraries such as NumPy, SciPy, and pandas
• Solid software engineering practices (version control, testing, CI/CD, refactoring)
• Familiarity with Linux environments and Shell scripting
• Working knowledge of SQL and common data pipeline tools (e.g., ArcticDB or similar time-series databases)
• Foundational mathematical knowledge in statistics, optimization theory, or factor modeling, with the ability to understand research logic
• Strong interest in financial markets and quantitative strategy development
• Fluent in both Mandarin and English

Preferred Qualifications (Plus)

• Prior experience in quantitative development, systematic trading, or financial front-office technology