As a member of this team, you will work closely with quants and traders at the forefront of the business to design, enhance, and evolve trading strategies. The ideal candidate has experience developing highly performance-sensitive systems and thrives in a collaborative, non-siloed environment that values merit, innovation, and technical excellence. You will collaborate with accomplished scientists and engineers with strong academic and professional backgrounds to solve complex, high-impact problems.
Responsibilities
- Enhance alpha generation by improving strategy development and research infrastructure
- Analyze and leverage large-scale datasets—including tens of petabytes of full-tick market data, strategy outputs, fundamentals, and other data sources—to identify new signals and understand market dynamics
- Implement and iterate on strategy ideas with rapid turnaround, seeing concepts move quickly from research into production
- 3+ years of progressive industry experience developing performance-critical code in C++
- Advanced proficiency in C++ is required
- Experience designing and working with distributed systems and microservice architectures
- Strong background in numerical programming and/or high-performance computing (HPC)
- Experience with C# or Python is a plus
- Prior experience leading technical initiatives or making architecture decisions is preferred
- Bachelor’s degree in Computer Science, Mathematics, or a closely related field required (Master’s or PhD strongly preferred)