Quantitative Developer

We are seeking a highly skilled Quantitative Developer to take ownership of day-to-day operations for our high-frequency trading strategy. This role combines deep mathematical analysis with hands-on C++ development and strategic problem-solving. The ideal candidate will independently manage strategy execution while continuously improving performance through rigorous quantitative analysis. Key Responsibilities Strategy Operations & Execution - Manage daily operation and monitoring of high-frequency trading strategies - Ensure smooth execution across trading sessions, handling system starts, stops, and intraday adjustments - Monitor real-time performance metrics and respond to anomalies - Maintain and optimize existing C++ codebase for strategy implementation Performance Analysis & Optimization - Conduct deep-dive analysis into P&L drivers and strategy performance metrics - Identify patterns in losing trades and develop systematic approaches to mitigate losses - Perform correlation analysis across multiple factors including market microstructure, timing, and execution quality - Design and implement A/B tests for strategy improvements - Build comprehensive reporting dashboards for performance attribution Quantitative Research - Analyze tick-by-tick data to identify execution inefficiencies - Develop statistical models to predict and prevent adverse selection - Research market microstructure effects impacting strategy performance - Implement risk controls and position limits based on quantitative analysis Technical Development - Write production-quality C++ code for strategy enhancements - Optimize latency-critical code paths and data structures - Develop tools for backtesting and simulation - Implement real-time monitoring and alerting systems - Maintain integration with exchange APIs and market data feeds Required Qualifications Educational Background - Bachelor's degree in Mathematics, Computer Science, Statistics, or related quantitative field - Advanced degree (MS/PhD) in quantitative discipline preferred Technical Skills - Expert-level C++ programming with focus on low-latency systems - Strong understanding of data structures, algorithms, and computational complexity - Experience with Linux systems, multithreading, and network programming - Proficiency in statistical analysis tools (Python/R, pandas, numpy) Quantitative Skills - Deep understanding of probability theory, stochastic processes, and time series analysis - Experience with statistical inference and hypothesis testing - Knowledge of market microstructure and order book dynamics - Familiarity with signal processing and filtering techniques Professional Experience - 2+ years in quantitative trading, preferably in high-frequency strategies - Demonstrated experience in troubleshooting and optimizing trading strategies - Track record of identifying and fixing sources of trading losses - Experience with tick data analysis and microsecond-level execution Key Competencies - Strong analytical and problem-solving abilities with attention to detail - Self-directed with ability to manage operations independently - Excellent debugging skills and systematic approach to problem identification - Ability to work under pressure during market hours - Clear communication skills for explaining complex technical concepts - Intellectual curiosity and drive for continuous improvement What We Offer - Opportunity to directly impact strategy performance and P&L - Significant autonomy in managing and improving trading operations - Exposure to cutting-edge technology in financial markets - Performance-based compensation structure - Collaborative environment with direct access to strategy stakeholders