Ambition Hiring! Full Time Quant Developer (Python) – High Frequency Trading - Market Making in - Ricebowl

Our client is a leading global quantitative trading and investment firm, recognised for its cutting-edge technology, systematic trading capabilities, and strong track record across global markets. As part of continued growth in Asia, they are seeking a highly skilled Software Engineer to join their Singapore technology team, focused on building next-generation trading infrastructure for high-performance systematic strategies.

This role is best suited to candidates coming from high-frequency trading (HFT), market-making, or ultra-low latency trading environments.

Key Responsibilities

• Design, develop, and optimise high-performance trading infrastructure supporting systematic and quantitative trading strategies

• Build scalable, low-latency systems used across research, execution, and real-time trading environments

• Work closely with traders, quantitative researchers, and global engineering teams to deliver robust production-grade solutions

• Develop frameworks and tooling for market data processing, monitoring, orchestration, and automation

• Improve system reliability, observability, and performance across distributed trading platforms

• Contribute to architecture decisions, API design, release processes, and engineering best practices

• Drive automation and eliminate operational inefficiencies across the trading technology stack

• Operate in a fast-paced environment requiring strong ownership, autonomy, and technical judgement

Requirements

• Degree in Computer Science, Engineering, Mathematics, or a related technical discipline

• 3–10 years of software engineering experience within an HFT, market-making, proprietary trading, or quantitative trading environment

• Strong understanding of low-latency distributed systems and real-time trading infrastructure

• Excellent programming skills in Python

• Experience working with real-time market data feeds, order management systems, and high-throughput messaging architectures

• Strong understanding of performance optimisation, concurrency, networking, and scalable system design

• Exposure to technologies such as Kafka, Redis, Kubernetes, AWS, Linux, or low-latency middleware is highly advantageous

• Prior experience supporting Equities, Derivatives, Options, Volatility, or Systematic Trading strategies is beneficial

What’s on Offer

This is an opportunity to join one of the world’s leading quantitative trading firms, working on highly complex and business-critical systems alongside some of the strongest engineers and researchers in the industry. The firm offers a highly competitive compensation structure, strong career progression, and exposure to cutting-edge trading technology in a collaborative global environment.