Quantitative Developer (C++)

Job Description

What You’ll Be Doing

• Build and maintain infrastructure that connects research workflows to live trading systems
• Develop high-fidelity simulation and backtesting frameworks that account for latency, market microstructure, and real-world constraints
• Design and manage feature pipelines across multiple instruments, time horizons, and market regimes
• Own the lifecycle of signals and features from research through execution
• Partner closely with researchers to optimize strategies for real-world performance
• Debug and troubleshoot issues across the full stack
• Continuously improve systems to enable faster iteration and more robust deployment of ideas

What They’re Looking For

• 3–7 years of experience in quantitative development, ideally within a trading firm or systematic environment
• Strong programming skills in Python and C++, with experience building production-grade systems
• Deep familiarity with data analysis tools (pandas, polars, or similar)
• Solid foundation in probability, statistics, and time series analysis
• Experience with backtesting, simulation, and research infrastructure
• Understanding of machine learning concepts applied to systematic strategies
• Exposure to low-latency or performance-critical systems is a plus
• Ability to operate across both research and engineering functions

Why This Role

• End-to-end ownership: See your work go from idea to production to impact
• Real collaboration: Work directly with researchers and traders, not in silos
• Technical depth: Build systems that matter in a performance-critical environment
• High visibility: Direct line of sight into how your work drives trading outcomes
• Growth opportunity: Join a team actively building and evolving its platform

Are you interested in this position?

Apply by clicking on the “Apply Now” button below!

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