Quant Developer (C++/Python, etc.) high salary, no rolling, no overtime!

By the end of 2025, there will be 55 billion-dollar quantitative private equity firms in the country, of which 47 will be our customers; there will also be more than 100 quantitative private equity firms with 0-100 billion in assets, 15 (non-asset management) quantitative self-managed funds, and a small number of foreign quantitative hedge funds, all of which will closely cooperate with our company.

[We will not charge you any fees!]

Please note:

1. This position does not require immediate employment, and we welcome all students (including those who are not graduating) to consult!

3. If you are currently on an internship or have already received an offer from a company, headhunters will anonymize your current company and hide your name, and provide appropriate privacy protection measures until you initiate an interview or make significant progress.

[The following is a formal introduction]

We provide you with more than just a job, but also a chance to grow with a top-notch team:

2. Stable work and life balance (usually 965), and leave plenty of free space within working hours for you to deepen your learning, explore your interests, focus your thoughts or relax and rejuvenate.
3. With a pleasant rest area and self-run coffee shop, drinks and snacks are supplied around the clock; equipped with an employee fitness center, high-end ergonomic chairs and high-definition multi-screen workstations, we create an ideal office environment in every way.
5. The team is composed of elite from renowned schools and industry experts, with one-on-one guidance from professional mentors. Rich research directions are available for selection, encouraging personalized development; technical sharing is held regularly every week, with an open atmosphere and harmonious collaboration.
6. In addition to employee funds, zero-cost dividends, partner plans, quarterly special contributions, and generous year-end bonuses, we place greater emphasis on sharing every growth joy with you.

PS: Some students may need internship evaluation and promotion (no more than three months).

Duties include:

1. Responsible for the design, development and iterative optimization of the core modules of the quantitative trading system, including a low-latency trading engine, a high-concurrency market data processing system, a strategy backtesting framework and a risk control system.
2. Develop and maintain a financial data platform, build a stable and high-throughput market and trading data ETL pipeline and data warehouse, and ensure data accuracy and availability.
3. Integrate with domestic and foreign stock, futures and other exchanges' APIs to reliably achieve functions such as quote reception, execution of trading instructions, and account monitoring.
4. Optimize system performance, focusing on reducing network latency, improving matching efficiency, and conducting deep system-level tuning (including operating system, network protocol, hardware, etc.).
5. Design and implement a strategy backtesting and simulation platform, providing efficient and accurate strategy validation tools for quantitative research teams.
6. Responsible for system monitoring, alarming and daily maintenance, ensuring the high availability and stability of the production environment transaction system, quickly locating and solving technical faults.
7. Write clear and standardized technical documentation, including system design, interface definition, and maintenance manuals.
8. （Full-stack direction supplement）Responsible for the full-chain development of the quantification platform, including the design and implementation of the backend service interface, and the development and maintenance of the front-end monitoring and management interface.

Employment qualifications

1. Education background: Bachelor's degree or above from well-known domestic and foreign universities, majoring in Computer Science, Software Engineering, Mathematics, Electronic Engineering, Physics, etc.
2. Core programming skills: At least proficient in C++、Python、Rust、Golang of one or more languages, with excellent object-oriented programming and concurrent programming abilities.
3. Technical architecture foundation: Solid understanding of data structures, algorithms, and operating system principles, with system performance analysis and optimization abilities.
4. Database and middleware software: Proficient in at least one relational database (such as MySQL, PostgreSQL) and one NoSQL database (such as Redis, MongoDB), familiar with message queues (such as Kafka) and other middleware software.
5. System design experience: Have high concurrency, low latency, distributed system development or optimization experience, understand network programming and common communication protocols.
6. （Full-stack direction supplement）Front-end skills: Familiar with HTML5, CSS3, JavaScript/TypeScript, and at least one mainstream front-end framework (such as Vue, React).
7. Industry knowledge: Basic understanding of financial markets such as securities, futures, options, etc., those who understand trading mechanisms and risk control are preferred.
8. Comprehensive quality: Have excellent logical thinking ability, problem-solving ability and stress resistance ability, work rigorously and responsibly, and have good team collaboration and communication skills.

1. Have relevant internship or work experience with a quantitative trading institution, brokerage firm or fund company.
2. Familiar with FPGA, CUDA, etc., high-performance computing technologies, or with extremely low latency system optimization experience.
3. Have practical experience in containerization technology (Docker/K8s) and cloud computing platforms.