Quantitative Developer - Quantitative Trading

Role Overview:

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.

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

- Competitive salary - Get paid what you're worth.

- Generous paid time off - Recharge and come back sharper.

- Work with the best - Collaborate with top-tier global talent.

- Adventure together - Annual offsites and regular team outings.

- Performance rewards - Multiple bonuses for those who go above and beyond.

- Health covered - Comprehensive insurance so you're always protected.

- Fun, not just work - On-site sports, games, and a lively workspace.

- Learn and lead - Regular knowledge-sharing sessions led by your peers.

- Annual Education Allowance - Take any external course, or certification that makes you better at your craft.

- Stay fit - Gym memberships with equal employer contribution to keep you at your best.

- Relocation support - Smooth move? We've got your back.

- Friendly competition - Work challenges and extracurricular contests to keep things exciting.