AlphaGrep is seeking a Quantitative Developer to join their new Quantitative Trading Team specializing in global equities. This role is based in either their Shanghai or Singapore office. The Quantitative Developer will be instrumental in building the core trading pipeline, data infrastructure, and portfolio optimization tools.
The role involves working at the intersection of data science and real-time trading, using machine learning models to identify opportunities in equity markets.
Responsibilities:
- Design, develop, and maintain machine learning model training pipelines in Python.
- Develop and enhance high-performance data querying systems using Q/KDB+.
- Assist in the design and implementation of a portfolio optimization framework in Q or Python.
- Implement best software engineering practices, including CI/CD pipelines.
- Write comprehensive test cases for pipelines and frameworks.
- Collaborate with quant researchers to integrate machine learning models into the trading platform.
Requirements:
- Minimum of 3 years of professional software development experience, preferably in trading or finance.
- Strong Python programming skills or strong Q/KDB+ skills.
- Strong software engineering skills, particularly under Linux environments.
- Hands-on experience with CI/CD processes and tools.
- Degree in Computer Science, Engineering, or a related technical field.
- Effective communication skills.
AlphaGrep offers:
- Opportunity to work on challenging problems.
- Collaborative and fast-paced trading environment.
- Transparent structure valuing employee ideas.
- Relaxed environment with frequent activities.
- Health & Wellness Programs.