Junior Quant Systems Engineer

Company

Varsity Holdings

Designation

Junior Quant Systems Engineer

Date Listed

10 Nov 2025

Job Type

Entry Level / Junior Executive, Experienced / Senior Executive

Full/PermIntern/TS

Job Period

Immediate Start, For At Least 6 Months

Profession

Engineering

Industry

Finance

Location Name

Central Area, Singapore

Address

Central Area, Singapore

Map

Allowance / Remuneration

$1,800 - 2,800 monthly

Company Profile

We are seeking a Quant Systems Engineer with a strong Computer Science background and deep expertise in C++ to build, optimize, and maintain our proprietary quantitative trading infrastructure. You will work directly with our quant researchers and data engineers to design high-performance systems for backtesting, execution, and real-time data processing.

This is a core engineering role within a next-generation AI-driven quant fund — ideal for developers passionate about performance, systems architecture, and bridging research with live trading.

Job Description

Key Responsibilities

• Develop and maintain C++ backtesting and live trading engines with an emphasis on speed, accuracy, and robustness.
• Build low-latency data ingestion, event handling, and execution pipelines for equities and other asset classes.
• Implement and optimize multi-threaded, memory-efficient systems for real-time processing of market data.
• Collaborate with the quant team to integrate strategy logic, factor generation modules, and analytics layers.
• Work closely with the data infrastructure team to design scalable interfaces between Python, C++, and ClickHouse/PostgreSQL layers.
• Conduct profiling, performance tuning, and code optimization on critical trading components.
• Develop tools for system monitoring, simulation diagnostics, and risk checks.

Requirements

• Bachelor's or Master's degree in Computer Science, Computer Engineering, or related field.
• Strong C++ development skills (C++17 or newer) with solid understanding of STL, templates, and memory management.
• Experience with multi-threading, concurrency, and low-level system optimization.
• Familiarity with Python for scripting or integration purposes.
• Working knowledge of Linux systems, shell scripting, and version control (Git).
• Experience with market data structures, FIX protocols, or trading APIs is a strong plus.
• Bonus: exposure to Linux, ClickHouse, PostgreSQL, or Kafka, and interest in quantitative finance or algorithmic trading.

What You'll Gain

• Hands-on exposure to cutting-edge trading infrastructure powering real capital.
• Opportunity to design systems used by AI-driven multi-agent research pipelines.
• Experience in performance-critical C++ engineering in a real trading environment.
• Direct mentorship from senior quant developers and fund technologists.

This position is already closed and no longer available.  You may like to view the other latest internships here.