Are you a Senior Quantitative Developer with strong C++ and Python skills looking to build the core trading infrastructure behind a systematic options trading strategy in New York City?
My client's systematic quantitative research group is looking for a Senior Quantitative Developer to design, build, and optimize the trading infrastructure, simulation environments, and high-throughput production systems that power their return-prediction and trading strategies for listed options.
If you are ready to own systems that directly impact trading performance and are available to start soon, then this is the role for you.
What's the Job?
This role sits within a systematic quantitative research group focused on return prediction and trading strategy for listed options. As a Senior Quantitative Developer, you will design, build, and optimize core trading infrastructure, simulation environments, and high-throughput production systems, owning systems that directly impact trading performance while working closely with quantitative researchers and traders.
Core responsibilities include:
Designing and deploying alpha generation, trading, and risk-management libraries
Building and optimizing high-performance C++ components
Developing simulation and backtesting environments
Identifying and eliminating performance bottlenecks
Compensation
$600,000 - $900,000+, commensurate with experience.
Qualifications
Strong proficiency in C++ and Python
Deep understanding of low-level optimization and high-performance systems design
Strong quantitative and analytical skills
Location
New York, NY
Who are They?
My client is a technology-driven, next-generation quantitative trading firm known for its systematic, research-led approach to trading listed options and other financial products. They combine cutting-edge quantitative research with high-performance engineering to stay at the forefront of electronic trading.
To learn more, apply here today or email me at: [email protected].
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