Quantitative Developer

Location: Remote
Department: Engineering
Employment Type: Full-Time

About the Role

We are seeking a Quantitative Developer to build and maintain the production systems that power our systematic trading strategies. This role sits between research and execution, translating quantitative models into robust, scalable trading infrastructure.

You will work closely with researchers and C++ engineers to ensure strategy logic is implemented accurately, efficiently, and with strict risk controls.

Responsibilities

• Implement systematic trading strategies in production environments

• Design and maintain data pipelines and backtesting frameworks

• Optimize execution logic and system performance

• Collaborate with research on signal deployment and validation

• Maintain monitoring tools and risk control integrations

• Ensure code quality, documentation, and reproducibility
  
  

Requirements

• Strong programming skills in Python and/or C++

• Experience working with large datasets and real-time systems

• Understanding of market microstructure and execution concepts

• Solid grasp of data structures, algorithms, and system design

• Ability to work in a fast-paced, high-accountability environment
  
  

Preferred Qualifications

• Experience in systematic trading or financial markets

• Familiarity with low-latency systems

• Experience with cloud infrastructure or distributed systems
  
  

What We Offer

• Competitive compensation and performance-based incentives

• Direct exposure to live systematic trading systems

• Small, focused team with meaningful technical ownership
  
  

Application Process

Please submit:

• Resume or CV

• GitHub or code samples (if available)

• Brief statement describing relevant project experience