Senior Quantitative Developer
Core
Design and implement pricing and order-handling logic within an ultra-low-latency, deterministic trading engine to drive trading economics at scale.
Role type
Senior Quantitative Developer (Low-Latency Trading Systems)
Builds
Core, deterministic trading engine for US equities, mutual funds, ETFs, fixed income, and options
Domain
Financial Technology / Capital Markets / High-Frequency Trading
Deliverable
production ML models | product features
Required skills
Low-latency system design, JVM-based language expertise, concurrency and memory management, numerical precision (decimal/fixed-point), quantitative data analysis (pandas/Polars/R), behavior-driven testing, distributed systems concepts (consensus/clustering/failover)
Preferred skills
Broker-dealer/exchange/ATS experience, FIX protocol, event-sourced state persistence, streaming architectures (Kafka), capital markets regulatory concepts, advanced degree in quantitative discipline
Technologies
JVM, pandas, Polars, R, Kafka
Responsibilities
Design pricing and order-handling logic, optimize critical-path logic for latency targets, translate quant models into production code, write comprehensive automated tests, participate in system design for state persistence and failover, conduct code review and incident response
Seniority
Senior, hands-on IC