Quant Developer

The role sits at the intersection of quant research, trading logic, and high-performance C++ engineering. You’ll work directly with senior traders and researchers, taking ownership of strategy code from research idea through production.

What You’ll Do

• Own and develop production trading strategy code

• Translate quantitative models and research into high-performance C++

• Design and implement new systematic trading strategies

• Profile, refactor, and optimize existing live strategies

• Identify and eliminate latency bottlenecks across the trading stack

• Optimize multithreaded and latency-critical components

• Reduce tick-to-trade latency and improve execution performance

• Improve the workflow between research, engineering, and production

• Monitor live strategies and investigate performance issues

What We’re Looking For

• Strong modern C++ (17/20)

• Experience building high-performance, low-latency systems

• Strong knowledge of multithreading, concurrency, algorithms, and data structures

• Experience with financial markets, quantitative trading, or HFT

• Solid understanding of statistics, probability, and quantitative methods

• Experience translating quantitative models into production systems

• Strong profiling, debugging, and performance optimization skills

• Degree in Computer Science, Mathematics, Physics, Engineering, or another quantitative field

Nice to Have

• Lock-free programming and advanced concurrency

• TCP/UDP, multicast, FIX, and exchange connectivity

• Python and Bash

• Prometheus / Grafana

• AWS or other cloud infrastructure for research and backtesting

• Experience building tools for strategy, P&L, execution, or latency analysis

Why Join

You’ll be the engineer dedicated to trading strategy code, with significant ownership from implementation through production.

You’ll work closely with experienced traders and quant researchers in an environment where microseconds matter and your work has a direct impact on trading performance and revenue.