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 ResponsibilitiesStrategy 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 implementationPerformance 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 attributionQuantitative 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 analysisTechnical 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 feedsRequired QualificationsEducational Background- Bachelor's degree in Mathematics, Computer Science, Statistics, or related quantitative field- Advanced degree (MS/PhD) in quantitative discipline preferredTechnical 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 techniquesProfessional 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 executionKey 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 improvementWhat 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