Quantitative Research Engineer

About the Role

Responsibilities

• Collaborate closely with quantitative researchers to translate mathematical models into production-grade, ultra-low latency implementations
• Maintain and improve trading algorithms by looking for both quantitative and performance-based opportunities
• Apply advanced mathematical and computational techniques to market microstructure problems
• Develop and optimize high performance C++ for real-time trading systems
• Profile, measure, and reason rigorously about system behavior under extreme performance constraints
• Designing, building and optimizing our electronic trading platform
• Work closely with our researchers, simulation and live traders to perform various functions, including the development of our core-trading infrastructure and high-throughput trading systems
• Work with the research team to identify and optimize critical bottlenecks in research and production trading
• Work on projects from inception through to deployment and take real ownership of the assets they are building

Requirements

• Strong mathematical and quantitative foundation
• Strong background in systems programming and performance engineering
• Expert-level proficiency in C++ with a demonstrated history of writing high performance, low latency code
• Understanding of modern CPU architectures: including pipelines, caches, memory models, and parallel execution
• Proven ability to optimize software across abstraction layers, from algorithms to hardware

What You'll Get

• Exposure to quantitative trading