Backend Engineerquant job opportunity at Weekday AI.

Home Jobs In India Tag: Job Backend Engineerquant position at Weekday AI


Date2026-02-12T04:35:05.193Z bot
Weekday AI Backend Engineerquant
Experience: 4-years
Pattern: Full-time
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loacation Mumbai, India
loacation Mumbai....India

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 Great 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

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