Quant Developer, Researcher

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

📋 Description

• Developing a precise toolset tailored for contemporary electronic trading.

• Creating a platform that integrates HPC engineering with quantitative finance research.

• Enhancing the analytics engine to significantly influence execution analytics and trading diagnostics.

⛳️ Requirements

• Extensive knowledge of market microstructure and the mechanics of electronic trading.

• Strong background in real-time or low-latency systems, preferably with C#, C++, or Rust.

• Demonstrated expertise in HPC optimization, including parallelization, memory layout tuning, and zero-GC systems.

• Practical experience with the implementation of financial research, such as execution cost models and order flow analytics.

• Proficient with modular, plugin-based system architectures and high-throughput data pipelines.

• Bonus Points

• Experience in high-frequency trading (HFT), market-making, or algorithmic execution environments.

• Knowledge of ITCH/FIX/OUCH protocols and the specific microstructure behaviors of exchanges.

• Familiarity with infrastructure monitoring for trading systems, including latency breakdowns and tick-to-trade analysis.

• Exposure to quantitative strategy simulation and live production environments.

🏝️ Benefits

• Equity: 1.5%–2.0% equity with a 4-year vesting schedule (1-year cliff).

• Non-salary compensation until funding is secured or revenue is achieved.

• Flexibility: Fully remote work with an asynchronous-friendly team spread across various time zones.