Quantitative Developer

MS Capital is a private fund management company with a strong founding team of long-accumulated experience in strategy modelling, trading system and platform development, adopting advanced artificial intelligence technology as the cornerstone, and enforcing strict investment management, to achieve sustained and stable returns. We are expending the team, searching for experienced candidates have strong background & skills in programing, statistics modelling, data analysis, etc.

Roles & Responsibilities:

• Ingest, clean, and maintain global equity market data from vendors such as Bloomberg, Refinitiv, FactSet, and exchanges.

• Standardize datasets for use in quantitative research, factor models, and portfolio construction.

• Track and process corporate actions (ticker changes, mergers, spin-offs, delistings, ADR vs. local shares).

• Maintain symbol and identifier mappings across exchanges, time zones, and trading systems.

• Work closely with PMs, quants, and trading teams to deliver reliable research and trading data.

• Map prime broker and OMS/EMS tickers for execution and post-trade reconciliation.

• Monitor data quality and resolve breaks, errors, and anomalies.

Qualifications:

• Degree in Computer Science, Engineering, or a related field.

• Experience with global equity markets (US, Europe, APAC).

• Strong Python (Pandas, NumPy) and SQL skills.

• Familiarity with financial data vendors and equity reference/pricing data.

• Understanding of security identifiers (ISIN, CUSIP, SEDOL, RIC, Bloomberg ticker).

• Experience in a hedge fund, prop trading firm, or asset manager is preferred.

• Exposure to tick or intraday data and buy-side OMS/EMS systems is a plus.

Interested applicants please apply directly here or send your resume to [Confidential Information]