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Information & Communication Technology 🏢 Full Time ⭐️ Verified

Senior Quantitative Developer (KDB+/q)

GECO Asia Pte. Ltd
Raffles Place, Central Region, Singapore
Estimated Salary
SGD 12.000 – SGD 13.500
Posted Date
4 Mei 2026
Application Deadline
4 Mei 2027

Job Description

Are you a high-performance computing specialist with a passion for financial markets? GECO Asia is seeking a Senior Quantitative Developer to join our elite technology team in the heart of Singapore's financial district. In this role, you will be at the forefront of designing, building, and optimizing mission-critical data systems that power our trading operations.

You will work in a fast-paced banking environment where low latency and data integrity are paramount. The successful candidate will leverage deep expertise in KDB+/q to architect scalable solutions that handle massive volumes of tick data with surgical precision. If you are an analytical thinker who thrives on solving complex engineering challenges, we invite you to advance your career with one of Singapore's leading technical service providers.

Responsibilities

  • Design and implement high-performance, low-latency data storage and retrieval systems using KDB+/q.
  • Collaborate with quantitative researchers and traders to translate complex financial requirements into robust software solutions.
  • Optimize existing codebases to improve execution speed and system throughput.
  • Maintain and monitor production trading systems to ensure 99.99% uptime.
  • Develop automated testing frameworks for continuous integration and deployment (CI/CD) pipelines.
  • Provide technical leadership and mentorship to junior developers within the engineering team.
  • Perform deep-dive performance tuning and capacity planning for evolving datasets.

Qualifications

  • Bachelor’s or Master’s degree in Computer Science, Financial Engineering, Mathematics, or a related quantitative field.
  • Minimum of 5 years of professional experience in quantitative development or high-frequency trading (HFT) infrastructure.
  • Advanced proficiency in KDB+/q is mandatory, including complex query optimization and ticker-plant architecture.
  • Strong programming skills in C++, Python, or Java to interface with KDB+/q systems.
  • Solid understanding of financial market data structures and trading lifecycle.
  • Proven ability to troubleshoot and resolve performance bottlenecks in distributed systems.
  • Excellent communication skills with the ability to articulate technical concepts to non-technical stakeholders.

Required Skills

KDB+/q Quantitative Development C++ Python Financial Markets Tick Data Low Latency High-Frequency Trading Data Engineering SQL

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