summary

kuala lumpur, wilayah persekutuan
RM15,000 - RM25,000 per month, good benefits
permanent

specialism
information technology
sub specialism
software engineering & development
reference number
91M0272730_4500354139258097761

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job details

Public Transport Accessible
Career Growth Opportunity
Open Communication Culture

about the company

Randstad has recently partnered with a financial services organization, utilizing cutting edge technology and secure systems to implement solutions for their clientele. Your future employers are seeking passionate and highly skilled candidates to join their growing team. ...

key responsibilities:

Systems Engineering: Design, develop, and maintain robust, high-performance, and scalable software systems for algorithmic trading, backtesting, and quantitative research.
Model Implementation: Collaborate closely with Quantitative Researchers to translate mathematical models and trading signals into production-ready code.
Data Pipeline Architecture: Build and optimize high-throughput data ingestion pipelines and manage vast amounts of historical and real-time market data.
Performance Optimization: Continuously monitor and improve system latency, reliability, and throughput.
Market Microstructure: Leverage your understanding of US equity markets to optimize execution algorithms, order routing, and market data processing.

requirements:

Experience: Minimum of 3 years of professional experience as a Quantitative Developer, Software Engineer, or closely related role within the financial sector.
Domain Expertise: Proven, hands-on experience working with US equities, including a strong understanding of market microstructure, exchange mechanics, and order types.
Expert-level proficiency in Python, particularly the scientific and data stack (Pandas, NumPy, SciPy).
Strong proficiency in C++ (modern standards) for performance-critical system development.
Systems Knowledge: Deep understanding of Linux/UNIX environments, shell scripting, and network programming (TCP/IP, Multicast).
Data Technologies: Experience with time-series databases (e.g., kdb+/q, InfluxDB) and relational databases (SQL).
Mathematical Foundation: Solid grasp of probability, statistics, and linear algebra.
Education: Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative field.

nice to have:

Experience with cloud platforms (AWS, GCP) and containerization (Docker, Kubernetes).
Familiarity with alternative data sets or machine learning frameworks (PyTorch, TensorFlow).
Prior experience building or optimizing low-latency execution systems.
Knowledge of Rust or Go.

how to apply

Kindly click on the applicable link to apply if you are interested and suitable for this role. Alternatively, you can reach out to me via LinkedIn for a confidential discussion.

Sundar Ravindran | Randstad

Public Transport Accessible
Career Growth Opportunity
Open Communication Culture

about the company

key responsibilities:

Systems Engineering: Design, develop, and maintain robust, high-performance, and scalable software systems for algorithmic trading, backtesting, and quantitative research.
Model Implementation: Collaborate closely with Quantitative Researchers to translate mathematical models and trading signals into production-ready code.
Data Pipeline Architecture: Build and optimize high-throughput data ingestion pipelines and manage vast amounts of historical and real-time market data.
Performance Optimization: Continuously monitor and improve system latency, reliability, and throughput.
Market Microstructure: Leverage your understanding of US equity markets to optimize execution algorithms, order routing, and market data processing.

requirements:

Experience: Minimum of 3 years of professional experience as a Quantitative Developer, Software Engineer, or closely related role within the financial sector.
Domain Expertise: Proven, hands-on experience working with US equities, including a strong understanding of market microstructure, exchange mechanics, and order types.
Expert-level proficiency in Python, particularly the scientific and data stack (Pandas, NumPy, SciPy).
Strong proficiency in C++ (modern standards) for performance-critical system development.
Systems Knowledge: Deep understanding of Linux/UNIX environments, shell scripting, and network programming (TCP/IP, Multicast).
Data Technologies: Experience with time-series databases (e.g., kdb+/q, InfluxDB) and relational databases (SQL).
Mathematical Foundation: Solid grasp of probability, statistics, and linear algebra.
Education: Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative field.

nice to have:

Experience with cloud platforms (AWS, GCP) and containerization (Docker, Kubernetes).
Familiarity with alternative data sets or machine learning frameworks (PyTorch, TensorFlow).
Prior experience building or optimizing low-latency execution systems.
Knowledge of Rust or Go.

experience
3 years
skills
C++, Rust, Python, Data Engineering, SQL
qualifications
no additional qualifications required
education
Vocational/Professional Qualification

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sundar ravindran

+60 12 639 6504

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quantitative developer (us equities) - up to rm25k.

job details

about the company

requirements:

nice to have:

about the company

requirements:

nice to have:

experience

skills

qualifications

education

share this job.

the application process.

apply with randstad.

we’ll give you a call.

getting you registered.

compliance check.

reference and background check.

the perfect job for you.

the interview.

start your new job.

get in touch

sundar ravindran

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