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.
Key Responsibilities
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 metricsIdentify patterns in losing trades and develop systematic approaches to mitigate lossesPerform correlation analysis across multiple factors including market microstructure, timing, and execution qualityDesign and implement A / B tests for strategy improvementsBuild comprehensive reporting dashboards for performance attributionQuantitative Research
Analyze tick-by-tick data to identify execution inefficienciesDevelop statistical models to predict and prevent adverse selectionResearch market microstructure effects impacting strategy performanceImplement risk controls and position limits based on quantitative analysisTechnical Development
Write production-quality C++ code for strategy enhancementsOptimize latency-critical code paths and data structuresDevelop tools for backtesting and simulationImplement real-time monitoring and alerting systemsMaintain integration with exchange APIs and market data feedsRequired Qualifications
Educational Background
Bachelor's degree in Mathematics, Computer Science, Statistics, or related quantitative fieldAdvanced degree (MS / PhD) in quantitative discipline preferredTechnical Skills
Expert-level C++ programming with focus on low-latency systemsStrong understanding of data structures, algorithms, and computational complexityExperience with Linux systems, multithreading, and network programmingProficiency in statistical analysis tools (Python / R, pandas, numpy)Quantitative Skills
Deep understanding of probability theory, stochastic processes, and time series analysisExperience with statistical inference and hypothesis testingKnowledge of market microstructure and order book dynamicsFamiliarity with signal processing and filtering techniquesProfessional Experience
2+ years in quantitative trading, preferably in high-frequency strategiesDemonstrated experience in troubleshooting and optimizing trading strategiesTrack record of identifying and fixing sources of trading lossesExperience with tick data analysis and microsecond-level executionKey Competencies
Strong analytical and problem-solving abilities with attention to detailSelf-directed with ability to manage operations independentlyExcellent debugging skills and systematic approach to problem identificationAbility to work under pressure during market hoursClear communication skills for explaining complex technical conceptsIntellectual curiosity and drive for continuous improvementWhat We Offer
Opportunity to directly impact strategy performance and P&LSignificant autonomy in managing and improving trading operationsExposure to cutting-edge technology in financial marketsPerformance-based compensation structureCollaborative environment with direct access to strategy stakeholders