Quantitative Developer - High Performance Trading Systems

Overview:

My client is a top tier HFT firm that is seeking a highly skilled and motivated Quantitative Developer to join its team, focusing on building and optimizing high-performance trading systems. The ideal candidate will have a strong background in quantitative finance, algorithmic trading, and high-performance computing. You will work closely with traders, quantitative researchers, and software engineers to develop and enhance systems that support high-frequency trading strategies and large-scale market data processing.Responsibilities:Design, develop, and optimize high-performance trading systems for low-latency, high-frequency trading.Implement and improve trading algorithms, focusing on performance, scalability, and reliability.Collaborate with quantitative researchers and traders to integrate advanced mathematical models into production systems.Analyze large data sets to derive actionable insights and improve trading strategies.Optimize system performance to ensure minimal latency and maximum throughput, handling high-frequency trading volumes.Build and maintain efficient data pipelines for market data processing, storage, and retrieval.Troubleshoot and resolve issues in production systems, ensuring high availability and performance.Contribute to the development of new features and enhancements based on trading desk requirements.Ensure code quality through rigorous testing and code reviews, maintaining best practices in software engineering.Requirements:Bachelor's or Master’s degree in Computer Science, Engineering, Mathematics, or a related field.Strong proficiency in programming languages such as C++, Python, or Java, with a focus on performance optimization.Experience in developing and optimizing low-latency, high-frequency trading systems.Strong understanding of market microstructure, financial instruments, and trading strategies.Proficiency in data structures, algorithms, and parallel computing.Experience with distributed systems and technologies like Kafka, Kubernetes, and AWS is a plus.Familiarity with quant models, statistical methods, and machine learning is advantageous.Excellent problem-solving skills, with the ability to work in a fast-paced, high-pressure environment.Strong communication skills, with the ability to collaborate across teams.Preferred Qualifications:Experience in high-frequency or algorithmic trading, including order routing and execution strategies.Knowledge of low-latency networking protocols and techniques.Experience with database systems such as PostgreSQL, Redis, or TimescaleDB.Location:

RemoteCompensation:

$250,000-$300,000 base, $700,000+ TCSeniority level:

Mid-Senior levelEmployment type:

Full-timeIndustries:

Capital Markets, Software Development, and Market Research

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