C++ Quantitative Research Engineer – Equities (Intraday)

NJF Global Holdings Ltd; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

NJF Global Holdings Ltd is seeking an engineer to join the New York research engineering group, building the intraday equities stack. You will work between strategy research and core development, creating backtesting simulators, data pipelines and reconciliation tooling that test, tune and check researchers' models.

You will focus on fast, clean C++ with attention to memory layout and cache behavior, delivering tools that keep training and live inference in step and surface PnL, volume and price

Qualifications

• Advanced C++ development with focus on low-latency systems.
• Experience with event-driven backtesting or tick-level simulation is a plus.
• Strong understanding of market microstructure signals and order book concepts.

Responsibilities

• Build and maintain the intraday equities research stack used by researchers.
• Develop a tick-by-tick backtesting simulator and data replay systems.
• Ensure production reconciliation between live trading state and captured market data.

Skills

Concurrency concepts

Cache optimization

Memory locality

Feature pipelines design

Statistical testing basics

Backtesting and simulation

P&L interpretation knowledge

Data analysis for tick data

Tools

C++

Tick data storage & replay

OLS regression

XGBoost

LightGBM

PCA

Data pipeline tooling

Job description

NJF Global Holdings Ltd is seeking an engineer to join the New York research engineering group, building the intraday equities stack. You will work between strategy research and core development, creating backtesting simulators, data pipelines and reconciliation tooling that test, tune and check researchers' models.

You will focus on fast, clean C++ with attention to memory layout and cache behavior, delivering tools that keep training and live inference in step and surface PnL, volume and price