01Overview
This role is for one of the Weekday's clients
Min Experience: 4 years
Location: India
JobType: full-time
We are seeking a highly skilled Backend Engineer Quant to join a performance-driven engineering team building advanced quantitative trading and analytics systems. This role sits at the intersection of quantitative research and high-performance backend engineering, requiring strong expertise in C++ and a deep understanding of quant-driven system design. You will be responsible for developing low-latency, high-throughput backend infrastructure that powers trading strategies, pricing models, and real-time risk systems. Working closely with quantitative researchers, traders, and data engineers, you will translate complex mathematical models into robust, production-grade systems optimized for speed, reliability, and precision. The ideal candidate thrives in environments where performance, correctness, and scalability are non-negotiable, and where engineering excellence directly impacts trading outcomes.
Key Responsibilities
- Design, develop, and optimize high-performance backend systems using C++ for quantitative trading applications
- Implement and maintain low-latency trading infrastructure and real-time data processing pipelines
- Collaborate with quantitative analysts to convert trading models and mathematical strategies into scalable production systems
- Optimize system performance, memory management, and concurrency for latency-sensitive environments
- Develop pricing engines, risk calculation modules, and execution logic components
- Work with market data feeds, order management systems, and exchange connectivity protocols
- Ensure accuracy and numerical stability in financial computations and simulations
- Perform rigorous testing, benchmarking, and profiling of systems to meet performance thresholds
- Contribute to architecture decisions for distributed systems supporting trading and analytics
- Maintain high code quality standards through reviews, automated testing, and documentation
What Makes You a Outstanding Fit
- 4+ years of hands-on backend development experience with strong expertise in C++
- Solid understanding of quantitative finance concepts, trading systems, or algorithmic strategies
- Strong grasp of data structures, algorithms, memory optimization, and multi-threaded programming
- Experience building low-latency or high-frequency systems where performance tuning is critical
- Familiarity with financial instruments such as equities, derivatives, or fixed income products
- Strong mathematical and analytical thinking skills with the ability to interpret quantitative models
- Experience working with real-time market data and event-driven architectures
- Understanding of Linux systems programming and performance profiling tools
- Ability to collaborate effectively with quant researchers and translate theoretical models into engineering solutions
- Strong debugging skills and attention to numerical precision and correctness .
