A leading quantitative trading firm is looking to onboard Quantitative developers to join several high-performance teams within its organization. These teams operate at the intersection of technology and finance, building systems that power algorithmic trading strategies across global markets. The firm is known for its rigorous standards, collaborative culture, and commitment to engineering excellence.
This opportunity is ideal for individuals with exceptional technical pedigree, a deep understanding of software engineering principles, and a strong interest in quantitative systems. The teams that are hiring are as follows; Core Engineering, Stat Arb Pods, MFT (Medium-Frequency Trading).
Responsibilities
- Collaborate with researchers, traders, and fellow engineers to design and implement trading systems.
- Write efficient and scalable Python code for research and production environments.
- Build tools and infrastructure that support data analysis, strategy development, and live trading.
- Optimize system performance across latency, throughput, and reliability dimensions.
- Contribute to architectural decisions and long-term technical strategy.
- Take ownership of projects from concept to deployment, with a focus on impact and quality.
Technical Skills
- Expert-level Python proficiency
- Strong computer science fundamentals: strong understanding of algorithms, data structures, and systems design.
- Experience with distributed systems: built or worked with scalable systems that handle large volumes of data.
- Experience with C++, Rust, or other performance-oriented languages is a plus.
- 2+ years of experience working in a high-performance environment-whether in finance or tech and delivered production-quality software.
- Experience in quantitative trading, market microstructure, or financial data analysis is desirable.
