About this role
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.
- B.Tech / M.Tech in Computer Science, Mathematics, Engineering, or related disciplines from leading institutions.
- 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.
- 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.
- Excellent knowledge of data structures, algorithms, and distributed systems.
- Strong analytical thinking and problem-solving ability.
- Familiarity with market microstructure, quantitative finance, or statistical modeling is a plus.
- Genuine interest in financial markets and algorithmic trading.
- 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.
Quantitative Development
Python / C++ / Rust
Low-Latency Systems
High-Performance Computing
Market Data Systems
Algorithmic Trading
Data Structures & Algorithms
Distributed Systems
Risk & Trading Infrastructure
Other facts
About Weekday AI
We are a YC-backed recruitment startup. Find select jobs posted by premium YC as well as VC backed startups here. Hand-curated by Weekday team.
What you'll do
- The Quant Developer will design and optimize systems for market data ingestion and enhance execution algorithms for trading performance. They will also contribute to backtesting and live trading platforms and build risk management tools.
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