Quantitative Developer – ETF Market Making

About the role

We are looking for a talented Quantitative Developer to join our ETF market‑making team in Abu Dhabi. You will build low‑latency infrastructure, back‑testing frameworks and data‑driven tools that support traders and enhance strategy performance.

Key responsibilities

• Develop and maintain trading tools, dashboards and analytics for real‑time decision making.
• Assist in designing, testing and implementing algorithmic trading strategies for ETF market making.
• Create robust back‑testing and simulation frameworks to evaluate strategies under various market conditions.
• Process and analyse large financial datasets to extract signals and improve strategy performance.
• Design and implement scalable, low‑latency systems for real‑time data ingestion, processing and execution.
• Monitor, refine and enhance existing trading algorithms to improve efficiency and reliability.
• Collaborate directly with traders and quants to translate trading needs into technical solutions.
• Stay up‑to‑date with industry trends, market microstructure and relevant technologies.

Required profile

• 5–10 years of experience in software engineering, quantitative development or related technical fields.
• Strong problem‑solving skills and ability to translate business needs into technical solutions.
• Familiarity with financial markets, ETFs or market making is a plus but not mandatory.

Required skills

• Proficiency in Python, C++ and/or Rust with emphasis on performance.
• Deep understanding of data structures, algorithms and optimisation techniques.
• Experience handling large datasets, databases and distributed computing systems.
• Design and implementation of real‑time, fault‑tolerant and scalable systems.