Our client, a leading global proprietary trading firm is seeking a talented Quantitative Developer with strong C++ skills to join the business. This firm operates at the intersection of quantitative research, high-performance computing, and real-time trading strategies across global financial markets.
As a Quant Developer, you will work directly with traders and researchers to build low-latency infrastructure, implement strategy logic, and optimize performance-critical components in a collaborative, fast-paced environment. This is a high-impact role that offers a blend of hands-on software development, systems design, and exposure to alpha-driven trading workflows.
What Youll Do
Design and implement high-performance C++ code for trading systems, research pipelines, and real-time data processing
Collaborate closely with quantitative researchers to deploy strategies and translate models into production
Optimize code for latency, throughput, and efficiency across Linux-based distributed systems
Contribute to the development of scalable frameworks that support automated trading, data acquisition, and signal generation
Troubleshoot complex, performance-sensitive systems and drive continuous improvement
What Were Looking For
Advanced knowledge with C++ with deep understanding of performance optimization and memory management
Degree in Computer Science, Engineering, or a related technical field; advanced degrees are a plus
Experience in low-latency systems, preferably within financial markets, trading, or similar high-throughput environments
Familiarity with Python, Linux, multithreading, and distributed systems
Excellent problem-solving skills, attention to detail, and the ability to work effectively in a fast-moving team
Exposure to working with quantitative researchers or signal-driven strategies is a plus
Seniority level
Seniority level
Mid-Senior level
Employment type
Employment type
Full-time
Job function
Industries
Capital Markets
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Inferred from the description for this job
Medical insurance
Vision insurance
401(k)
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