Quantitative Developer - High Performance Computing (Python)

Position Overview:

In the context of our high-frequency trading business, researchers are constantly crunching large datasets in order to decode the inner workings of the market and improve trading models. We're looking for a candidate capable of building, supporting, and extending the functionality of Python-based research tools critical to the success of the business. Candidates should be proficient in manipulating large amounts of data with open-source Python packages (Polars/Pyarrow/Numba) and be familiar with at least one compiled language (Rust/C++/C). Prior experience utilizing distributed computing frameworks (e.g. Slurm/Dask/Spark) is also helpful. The candidate is expected to actively collaborate with other developers and researchers to add or enhance requested features and improve performance.

Required qualifications:

• Technical background with a strong CS component (Math, Physics, Engineering, CS)


• Proficient in Python plus at least one compiled programming language (Rust, C++, C)


• Ability to write optimized compiled modules to be used through Python


• Familiarity with manipulating big data


• Interest in learning about options and/or algorithmic trading

The minimum base salary for this role is $150,000 if located in New York. This expectation is based on available information at the time of posting. This role may be eligible for discretionary bonuses, which could constitute a significant portion of total compensation. This role may also be eligible for benefits, such as health, dental, and other wellness plans, as well as 401(k) contributions. Successful candidates’ compensation and benefits will be determined in consideration of various factors