Quant Developer job opportunity at Weekday AI.

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Date2026-01-19T07:59:16.892Z bot
Weekday AI Quant Developer
Experience: 4-years
Pattern: Full-time
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loacation Gurugram, India
loacation Gurugram....India

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. Required Qualifications Education B.Tech / M.Tech in Computer Science, Mathematics, Engineering, or related disciplines from leading institutions. Experience 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. Technical Skills 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. Quantitative & Analytical Skills Excellent knowledge of data structures, algorithms, and distributed systems . Strong analytical thinking and problem-solving ability. Finance & Trading Exposure (Preferred) Familiarity with market microstructure , quantitative finance , or statistical modeling is a plus. Genuine interest in financial markets and algorithmic trading . Why This Role 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. Skills Quantitative Development Python / C++ / Rust Low-Latency Systems High-Performance Computing Market Data Systems Algorithmic Trading Data Structures & Algorithms Distributed Systems Risk & Trading Infrastructure

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