Quantitative Developer
New
Continental United StatesFull-TimeSenior
Salary not disclosed
Apply NowOpens the employer's application page
Job Details
- Experience
- 6+ years
- Required Skills
- PythonJavaC++
Requirements
- Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or related field.
- 6+ years of software engineering experience, particularly in fintech.
- Strong programming skills in C++, Java, or Python.
- Solid grounding in financial markets, instruments, and quantitative methods.
- Hands-on experience building low-latency, high-throughput systems.
- Experience with market data systems and FIX protocol.
- Strong understanding of risk and P&L attribution.
- Experience with high-performance computing and concurrency.
- Excellent debugging, profiling, and performance-tuning skills.
- Strong communication and documentation skills.
Responsibilities
- Design and implement low-latency trading, pricing, and risk systems in C++, Java, or Python.
- Translate quantitative models into production-quality implementations.
- Build robust market data ingestion and normalization pipelines.
- Develop pricing libraries for derivatives and structured products.
- Implement risk engines and P&L attribution systems.
- Profile and optimize critical-path code for latency and throughput.
- Build backtesting and simulation infrastructure.
- Collaborate with cross-functional partners to refine models and tooling.
- Lead incident response for trading-critical issues.
- Maintain technical documentation and mentor junior engineers.
View Full Description & ApplyYou'll be redirected to the employer's site
