Quantitative Trading & Research, Quantitative Developer Systematic Trading, Associate

What you'll do

• Design and build high-performance components for market data, backtesting, simulation, and model serving.
• Develop low-latency C++ services and APIs to integrate quantitative models with real-time market data.
• Build scalable data and research pipelines to support distributed computation and reproducible experiments.
• Optimize critical paths for throughput, tail latency, memory efficiency, and deterministic behavior.
• Productionize machine-learning models including training workflows, real-time inference, and deployment automation.
• Translate strategy requirements from researchers into robust software and monitored production systems.

What we're looking for

• Bachelor’s, Master’s, or PhD in computer science, engineering, mathematics, or a related technical discipline (or equivalent professional experience).
• 2+ years of professional experience in software engineering, quantitative development, low-latency systems, or ML infrastructure.
• Strong modern C++ skills including data structures, concurrency, memory management, performance profiling, and production debugging.
• Proficiency in Python and experience building software for quantitative researchers or other data-intensive applications.
• Solid understanding of distributed systems, testing, software design, reliability, and operating production services end-to-end.
• Evidence of owning performance-critical systems from design through deployment, monitoring, and incident resolution.
• Experience with electronic trading architecture such as exchange connectivity, market-data normalization, or order management systems (preferred).
• Knowledge of Linux performance engineering, ML/data tooling, market microstructure, or experience in real-time trading environments (preferred).