Entry-Level Quantitative Developer

This is a fully remote position, open to applicants in United States.

📋 Description

• Develop software solutions for quantitative research, market data, simulation, and trading processes.

• Enhance the reliability, performance, testing, and operational visibility of systems.

• Collaborate with researchers and traders to transform concepts into reliable tools.

• Create dependable software utilized in quantitative research, trading, simulation, and market-data workflows.

• Design and manage high-throughput data pipelines, APIs, and services for time-sensitive financial systems.

• Analyze latency, memory usage, reliability, and performance across vital research and trading applications.

• Write tests, engage in code reviews, and elevate engineering standards throughout the codebase.

• Diagnose production issues and develop monitoring systems that facilitate easier detection and resolution of failures.

• Work closely with traders and researchers to convert quantitative ideas into reliable tools.

⛳️ Requirements

• Early-career candidates from any academic background with practical software engineering skills.

• Transferable programming experience gained from a technology firm, startup, research group, personal projects, or similar environments.

• A desire to transition into quantitative development; prior quant or finance experience is not necessary.

• Open to candidates from any academic discipline, including those transitioning from technology, consulting, science, operations, or other fields.

• Relevant professional, project, or self-directed experience that showcases analytical judgment and the ability to learn.

• Solid understanding of computer science fundamentals, including data structures, algorithms, testing, and systems design.

• Proficiency in Python, C++, Java, Rust, Go, or another production programming language.

• Capability to evaluate performance, reliability, concurrency, and operational trade-offs.

• Experience in building substantial software through coursework, internships, open-source contributions, or personal endeavors.

• An interest in financial markets is beneficial, though prior finance experience is not mandatory.

• Candidates from all academic disciplines are encouraged to apply.

• No previous experience in quantitative finance, trading, or the investment industry is required.

• A keen eye for detail, intellectual curiosity, and a dedication to continuous improvement.

• Strong communication and teamwork abilities.

🏝️ Benefits

• Practical experience in developing quantitative systems, market data, research platforms, performance engineering, and production reliability.

• Guidance from seasoned quantitative traders, researchers, engineers, and technologists.

• Access to live markets, authentic financial datasets, and the complete journey from concept to execution.

• A collaborative, high-performance atmosphere that promotes curiosity, discipline, and ongoing learning.

• Opportunities for swift advancement based on performance, ownership, and measurable contributions.

• Competitive salary and a benefits package tailored to the employer and location.