Quant Developer - High Performance Software Engineering

TN France; Paris; Sur place; EUR 60 000 - 100 000; Plein temps

Résumé du poste

An established industry player is seeking a Quant Developer to join their dynamic team in Paris. This role involves collaborating with quant researchers and traders to develop high-performance trading systems and implement automated trading strategies. The ideal candidate will possess strong programming skills in C++, along with a solid understanding of market operations and quantitative analysis. This is a unique opportunity to work in a fast-paced environment, driving innovative solutions while balancing tactical and strategic objectives. If you thrive under pressure and are eager to push the boundaries of technology, this position is for you.

Qualifications

• 3+ years programming experience in C++ under Linux.
• Experience in high-performance mission-critical systems.
• Ability to work under pressure and tight deadlines.

Responsabilités

• Develop and maintain high-performance trading infrastructure.
• Assist quantitative researchers with trading strategies.
• Drive cross-team initiatives and monitor trading systems.

Connaissances

C++

Linux

Quantitative Analysis

Communication Skills

Debugging

Statistical Methods

Formation

Degree in Engineering or Computer Science

Master's Degree or Higher

Outils

Python

Q/kdb+

SVN

GIT

JIRA

Description du poste

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Quant Developer - High Performance Software Engineering, Paris

Client: Squarepoint Capital

Location: Paris, France

Job Category: Other

EU work permit required: Yes

Job Reference: e358b2b2bc4d

Job Views: 6

Posted: 09.05.2025

Job Description:

Department: Investment

Position Overview

• Help research and implement strategies & signals logics, backtesting and simulation, libraries, and processing frameworks.
• Develop tooling to analyze large data sets using advanced statistical methods to identify trading opportunities and monitor impact of changes over time.
• Develop detailed understanding of the principles of markets operation and structure to effectively utilize domain knowledge in software design and development.

As a member of a collaborative team, develop and maintain critical high-performance trading and signals logics and supporting infrastructure. Work side-by-side with quant researchers and traders, assisting in implementation of trading strategies and research projects. Collaborate with technology teams providing strategy & signals containers, as well as integration with general Squarepoint infrastructure. The candidate must be comfortable working in a fast-paced dynamic environment and be able to balance rapid tactical delivery with long-term strategic work. The job involves driving cross-team initiatives and daily interaction with quant researchers and traders, thus good communication skills are a must. The candidate must have a strong work ethic, be enthusiastic to work on the bleeding edge of technology, and have the drive to push through complex initiatives. Attention to detail and defensive programming experience are required.

• Long-term design improvement and maximization of code reuse.
• Assist quantitative researchers with technical aspects of trading strategies and signals, as well as other R&D work.
• Contribute to strategic design and roadmap for high-performance trading infrastructure.
• Production support, primarily in L2 capacity; L1 support when working on specific strategy roll-out projects.
• Work closely with other teams (feed handlers, order gateways, reference data) driving cross-team initiatives, including comprehensive latency monitoring, new markets and products rollouts, and others.

Required Qualifications:

• Degree in Engineering, Computer Science or related subject; Masters or higher a plus.
• 3+ years strong programming experience under Linux, at least 1 year in C++.
• 2+ years’ experience working on high performance mission critical systems.
• A team player with good communication skills and a preference for compromise.
• Ability to balance tactical work with pursuing long-term strategic objectives.
• 2+ years experience working in trading floor environment, implementing fully automated trading strategies (execution or prop trading).
• Experience in effective collaboration with quant researchers and traders, responsible for trading model design and operation; proven ability to: convert abstract requirements into concrete trading implementations and algorithms; troubleshoot trading algorithm and systems issues across large complex distributed systems.
• Ability to debug complex issues under Linux (memory corruption & leaks, buffer overflows, etc). Experience developing market simulators a strong plus.
• Familiarity with basics of listed capital markets and market microstructure (esp. equities and futures); advanced understanding a strong plus.
• Basic statistics; advanced quantitative skills a plus, but not required.
• Must be able to work well under pressure and tight deadlines.
• Effective and professional communicator.

Nice to have:

• Modern OO design and software engineering paradigms, especially rapid prototyping and fast iterative release cycle (RAD).
• Experience working on a global team.
• Python, Q/kdb+.
• Testing methodologies (unit tests, regression tests).
• Dev workflow – SVN, GIT, JIRA, Code Reviews, etc.