
Role Overview:
We are seeking a highly skilled Quantitative Developer to take ownership of day-to-day operations for our high-frequency trading strategy. This role combines deep mathematical analysis with hands-on C++ development and strategic problem-solving. The ideal candidate will independently manage strategy execution while continuously improving performance through rigorous quantitative analysis.
Strategy Operations & Execution:
- Manage daily operation and monitoring of high-frequency trading strategies
- Ensure smooth execution across trading sessions, handling system starts, stops, and intraday adjustments
- Monitor real-time performance metrics and respond to anomalies
- Maintain and optimize existing C++ codebase for strategy implementation
Performance Analysis & Optimization:
- Conduct deep-dive analysis into P&L drivers and strategy performance metrics
- Identify patterns in losing trades and develop systematic approaches to mitigate losses
- Perform correlation analysis across multiple factors including market microstructure, timing, and execution quality
- Design and implement A/B tests for strategy improvements
- Build comprehensive reporting dashboards for performance attribution
Quantitative Research:
- Analyze tick-by-tick data to identify execution inefficiencies
- Develop statistical models to predict and prevent adverse selection
- Research market microstructure effects impacting strategy performance
- Implement risk controls and position limits based on quantitative analysis
Technical Development:
- Write production-quality C++ code for strategy enhancements
- Optimize latency-critical code paths and data structures
- Develop tools for backtesting and simulation
- Implement real-time monitoring and alerting systems
- Maintain integration with exchange APIs and market data feeds
Required Qualifications:
Educational Background:
- Bachelor's degree in Mathematics, Computer Science, Statistics, or related quantitative field
- Advanced degree (MS/PhD) in quantitative discipline preferred
Technical Skills:
- Expert-level C++ programming with focus on low-latency systems
- Strong understanding of data structures, algorithms, and computational complexity
- Experience with Linux systems, multithreading, and network programming
- Proficiency in statistical analysis tools (Python/R, pandas, numpy)
Quantitative Skills:
- Deep understanding of probability theory, stochastic processes, and time series analysis
- Experience with statistical inference and hypothesis testing
- Knowledge of market microstructure and order book dynamics
- Familiarity with signal processing and filtering techniques
Professional Experience:
- 2+ years in quantitative trading, preferably in high-frequency strategies
- Demonstrated experience in troubleshooting and optimizing trading strategies
- Track record of identifying and fixing sources of trading losses
- Experience with tick data analysis and microsecond-level execution
Key Competencies:
- Strong analytical and problem-solving abilities with attention to detail
- Self-directed with ability to manage operations independently
- Excellent debugging skills and systematic approach to problem identification
- Ability to work under pressure during market hours
- Clear communication skills for explaining complex technical concepts
- Intellectual curiosity and drive for continuous improvement
What We Offer:
- Opportunity to directly impact strategy performance and P&L
- Significant autonomy in managing and improving trading operations
- Exposure to cutting-edge technology in financial markets
- Performance-based compensation structure
- Collaborative environment with direct access to strategy stakeholders
- Competitive salary - Get paid what you're worth.
- Generous paid time off - Recharge and come back sharper.
- Work with the best - Collaborate with top-tier global talent.
- Adventure together - Annual offsites and regular team outings.
- Performance rewards - Multiple bonuses for those who go above and beyond.
- Health covered - Comprehensive insurance so you're always protected.
- Fun, not just work - On-site sports, games, and a lively workspace.
- Learn and lead - Regular knowledge-sharing sessions led by your peers.
- Annual Education Allowance - Take any external course, or certification that makes you better at your craft.
- Stay fit - Gym memberships with equal employer contribution to keep you at your best.
- Relocation support - Smooth move? We've got your back.
- Friendly competition - Work challenges and extracurricular contests to keep things exciting.
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