
Quant Developer, Researcher
Posted May 9

Posted May 9
This is a fully remote position, open to applicants in United States.
• Developing a precise toolkit for contemporary electronic trading.
• Creating a platform that connects HPC engineering with quantitative finance research.
• Enhancing the analytics engine to influence execution analytics and trading diagnostics.
• In-depth knowledge of market microstructure and the mechanics of electronic trading.
• Robust experience with real-time or low-latency systems (C#, C++, or Rust preferred).
• Demonstrated expertise in HPC optimization, including parallelization, memory layout tuning, and zero-GC systems.
• Practical experience in implementing financial research, such as execution cost models and order flow analytics.
• Proficient in modular, plugin-based system architectures and high-throughput data pipelines.
• Bonus Points
• Experience within an HFT, market-making, or algorithmic execution environment.
• Acquainted with ITCH/FIX/OUCH protocols and the specific microstructure behaviors of exchanges.
• Understanding of infrastructure monitoring in trading systems, including latency breakdowns and tick-to-trade analysis.
• Exposure to quantitative strategy simulation and live production systems.
• Equity: 1.5%–2.0% equity with a 4-year vesting schedule (1-year cliff).
• Non-salary compensation until funding or revenue milestones are achieved.
• Flexibility: Fully remote work environment, with an asynchronous-friendly team spread across various time zones.
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