Quantitative Developer

Quantitative Research & Trading, Shanghai

About the Company:

AlphaGrep is a quantitative trading and investment firm founded in 2010. We are one of the largest firms by trading volume on Indian exchanges and have significant market shares on several large global exchanges as well. We use a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra-low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges.

1.1. Team Overview

We are a new Quantitative Trading Team specializing in global equities and leveraging machine learning models to drive daily trading decisions. The team operates at the intersection of cutting-edge data science and real-time trading, using advanced ML signals to identify opportunities in equity markets every day. We are seeking Quantitative Developers to join us in our Shanghai or Singapore office. As a Quantitative Developer on the team, you will play a key role in building out the core trading pipeline, data infrastructure, portfolio optimization tools and any complex tools as needed. Our team emphasizes a tight-knit, collaborative culture where autonomy and initiative are highly valued.

1.2. Key Responsibilities

• Model Training Pipeline: Design, roadmap, develop, and maintain robust machine learning model training pipelines in Python, ensuring they are efficient, scalable, and easily maintainable.

• Data Systems in Q/KDB+: Design, roadmap, Develop, and enhance high-performance data querying systems using Q/KDB+ to handle extensive market data sets for research and live trading needs.

• Portfolio Optimization Framework: Assist in the design and implementation of a portfolio optimization framework in Q or Python for both live trading and backtesting environments. Work on algorithms and tools that help optimize portfolio allocations and risk management, ensuring consistency between simulation and real-time trading.

• System Reliability and CI/CD: Implement best software engineering practices (including version control, code reviews, and CI/CD pipelines) to ensure high code quality and system reliability. Conduct thorough testing and monitoring of trading systems to guarantee stable performance in production.

• Testing and Validation: Write comprehensive test cases for pipelines and frameworks, ensuring thorough validation and reliability of all developed systems. • Collaboration and Communication: Work closely with quant researchers to seamlessly integrate machine learning models and strategies into the trading platform. Communicate effectively and professionally to troubleshoot and resolve technical challenges promptly.

1.3. Qualifications and Skills

• Experience: Minimum of 3 years of professional software development experience, preferably in trading or finance environments where high-performance and reliability are crucial. 

• Technical Proficiency (required): o Strong Python programming skills or strong Q/KDB+ (at least one is required) o Strong software engineering skills, particularly under Linux environments o Familiarity with GUI programming is beneficial but not required

• CI/CD & Tools: Hands-on experience with CI/CD processes and tools for automated testing, continuous integration, and deployment. Familiarity with modern development workflows (git, code reviews, pipelines) to ensure smooth releases.

• Ability to balance tactical work with pursing long-term strategic objectives 

• Ability to debug complex issues under Linux (memory corruption & leaks, buffer overflows, etc)

• Education: Degree in Computer Science, Engineering, or a related technical field. A strong foundational knowledge of computer science principles and software engineering practices is expected.

• Communication: Effective and professional communication skills. Ability to collaborate in a team and convey technical ideas clearly. Good written English is essential, especially for documentation and code reviews

• Additional Skills (preferred): o Knowledge of containerization technologies (Docker, Kubernetes) o Experience with cloud platforms (AWS, Azure, GCP) o Experience with distributed computing frameworks or cluster management tools (e.g., SLURM)

• Personal Attributes: o High degree of autonomy and initiative o Team-oriented mindset and strong collaborative skills o Commitment to making significant contributions, which will be actively recognized and rewarded o Strong work ethic, be enthusiastic to work on the bleeding edge of technology, and have the drive to push through complex initiatives

1.4. Start Date

• Ideally in June 2025

• Only full time applicants will be considered

We offer the opportunity to work on challenging problems in a collaborative and fast-paced trading environment. If you are passionate about building high-performance trading systems and eager to be part of a new initiative within a quant firm, we encourage you to apply. 

 

Why You Should Join Us:

  • Great People. We’re curious engineers, mathematicians, statisticians and like to have fun while achieving our goals.
  • Transparent Structure. Our employees know that we value their ideas and contributions.
  • Relaxed Environment. We have a flat organisational structure with frequent activities for all employees such as yearly off-sites, happy hours, corporate sports teams, etc.
  • Health & Wellness Programs. We believe that a balanced employee is more productive. A stocked kitchen, gym membership and generous vacation package are just some of the perks that we offer our employees.
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