Quantitative Developer

You will develop and optimize production code for trading strategies, including pricing models and execution logic. You will improve data and research pipelines, enhance the existing codebase, and propose new technical solutions. You will work with researchers, traders, and system engineers to build data-driven trading software.

Responsibilities

• Design and develop production code for trading strategies, including pricing models, execution logic, and performance optimization
• Develop and improve the data and research pipeline
• Advance the existing codebase and propose new solutions and improvements

Requirements

• 3+ years of experience developing performant, scalable applications in modern C++
• BS, MS, or PhD degree in Computer Science, Engineering, Math, or equivalent
• Experience using data to drive decision-making
• Desire and ability to learn the intricacies of financial markets
• Willingness to prepare for and take English technical interviews
• Understanding of multi-threaded and multi-core programming paradigms
• Experience with high-frequency trading systems
• Understanding of Linear Algebra, Numerical Methods, Statistics, Optimization, Signal Processing, Computer Architecture, Machine Learning, or heterogeneous and high-performance computing
• Ability to react quickly and accurately to changing market conditions and solve math and coding problems
• Passion for financial markets and trading