What You'll Do

In this role, you will work closely with quants and traders to enhance, refine and evolve trading strategies. You will develop performance-sensitive C++ code to support alpha generation and strategy infrastructure, as well as build systems to monitor real-time trading risk and track strategy performance. Leveraging massive market datasets, you will identify and extract new trading signals and rapidly implement strategy ideas into production for immediate impact.

Qualifications

• 5+ years developing high-performance C++ systems (HPC, distributed systems).

• Strong numerical programming experience; Python is a plus.

• Bachelor’s in CS, Mathematics, or related field.

• Quant development experience in high-volume market making or strategy development.

• Familiarity with statistics, econometrics or time series analysis.

• Excellent communication skills and collaborative mindset.