
Senior Quantitative Trading Systems Architect
5 days ago
We are seeking a talented Quant Developer to join our team. As a key member of our engineering and research group, you will design and implement sophisticated trading systems, real-time exchange simulators, execution algorithms, and alpha forecasting models.
Our engineers own the stack from C++ nanosecond-sensitive infrastructure to Python-based research platforms. You will be working at the intersection of research and engineering, building systems, testing hypotheses, and working directly with data that moves markets.
Your Responsibilities- Architect and implement Execution algorithms across global markets.
- Exchange simulators and tick-level backtesting frameworks.
- Smart Order Routing systems across lit and dark venues.
- Models for market impact, price prediction, and volume forecasting.
- High-performance trading systems optimized for throughput and latency.
- Core infrastructure to support new asset classes and global markets.
- You should have a Bachelor's or Master's from a top-tier CS, Math, or Engineering program.
- 5 years hands-on C++ experience, C11-17-20 in performance-sensitive applications.
- Strong fundamentals in data structures, OS, networks, and concurrency.
- Python fluency for data analysis and prototyping.
- Experience with large-scale, real-time systems, trading experience is a plus but not mandatory.
- Deep experience with TCP/IP, multi-threading, and latency optimization.
- Prior work on trading platforms, FIX engines, or exchange protocols.
- SQL optimization and experience with research or market data pipelines.
- Exposure to real-time trading systems live in global markets.
- Direct mentorship from senior algorithmic trading and software engineering veterans.
- Blend of research, systems design, and algorithm development.
- Equity and cash compensation.
- Zero red tape and no outsourcing mentality.
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