Quant Developer, Researcher

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

📋 Description

• 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.

⛳️ Requirements

• 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.

🏝️ Benefits

• 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.