Senior Quantitative Developer
As a Senior Quantitative Developer, your role will involve authoring technologies that power the trading operations at Varys Capital. The challenges you tackle will be multidisciplinary in nature, touching upon the realms of programming, networking, technology, and finance. From building robust client-server architecture to storing trade-related tick and market data, you will be responsible for owning, developing, and improving a growing queue of critical trading applications.
Being passionate about automation, technology, and design, while being able to solve difficult technical problems with scalable and maintainable solutions in a fast-paced and energetic environment is paramount. Our lack of legacy systems, corporate bureaucracy, and tedious decision-making channels create an exciting work atmosphere where you will be building out a well-established quantitative trading desk starting from a greenfield environment.
- Degree with significant quantitative elements, such as mathematics, computer science, engineering, or a related field;
- Ability to write clean and maintainable code;
- 5+ years of experience working as a quantitative developer in an environment focused around electronic market-making or algorithmic trading;
- Comfort deploying code to a Linux environment;
- 5+ years of relevant experience in writing either C++, C#, Python, or a combination of said programming languages;
- Experience with RDMS and NoSQL database solutions;
- Ability and willingness to take ownership over the design, implementation, testing, deployment, and maintenance of projects;
- Must be capable of communicating in English; and
- Must be comfortable working remotely.
- Experience with one or more order entry protocols (FIX, ITCH/OUCH, SBE); and
- A willingness to relocate to Bangkok, Thailand after six months of employment is a plus.
Abilities & Skills
- Experience with multi-threading and concurrency;
- Experience with distributed asynchronous systems;
- Experience working with various database technologies like Cassandra and MySQL;
- Understanding of networking (TCP and UDP) and interprocess communication (for example, Google Protobuf/gRPC);
- Strong analytical skills;
- Ability to work independently on long-term technical problems; and
- Strong written and verbal communication skills.