Founding Member of Technical Staff — Markets

Simplify; San Francisco (CA); Vor Ort; USD 200.000 - 350.000; Vollzeit

Zusammenfassung

Simplify in Palo Alto is hiring Founding Members of Technical Staff to build the systems, signals, and infrastructure behind a new trading firm. You'll work across research, market data, signals, backtesting, and production trading infrastructure from day one, own important parts of the stack, and collaborate with researchers to deploy live trading capabilities.

This is an exceptional early-career opportunity with no years-of-experience requirement; it offers a base salary of $200k–$350k and

Qualifikationen

• Exceptional software engineering ability, particularly in Python and/or C++.
• Experience with quantitative development, trading systems, market-data infrastructure, or systematic research.
• Strong statistical intuition and comfort working with noisy real-world data.
• Able to move quickly from an ambiguous idea to something working.

Aufgaben

• Build pipelines for market, real-time, and alternative data.
• Research, build, and evaluate trading signals.
• Develop research and backtesting infrastructure.
• Build tooling to move ideas from notebook to live experiments quickly.
• Turn research prototypes into reliable production systems.
• Collaborate with quantitative researchers and AI researchers on new market-prediction approaches.
• Own important parts of the trading stack from day one.

Kenntnisse

Python

C++

Quantitative development

Trading systems

Market-data infrastructure

Statistical intuition

Jobbeschreibung

Most job posts are designed to collect as many applications as possible.

This is not one of them.

At Simplify, we work directly with startup founders to help them hire for high-priority roles.

We’re partnering with an AI research lab and trading firm in Palo Alto to hire Founding Members of Technical Staff — exceptional early-career engineers and quantitative developers who want to build the systems, signals, and infrastructure behind a new trading firm. $200–350K base, and they’re hiring multiple engineers now.

About the company

One-liner:

Building intelligence systems for live markets — and deploying them first through its own quantitative hedge fund

Stage:

$29M seed round led by Ribbit Capital, with backing from Lux Capital, Valor Equity Partners, the founder of DRW, the CEO of Kalshi, and founders of DoorDash and Ramp. Small founding team, in person in Palo Alto.

The team includes former xAI and Citadel talent, IMO medalists, and highly ranked crypto and Polymarket traders. Its research lab develops AI systems for market prediction, initially deployed through an eight-figure internal hedge fund anchored by the founder of IMC Trading.

This is not a role where you maintain one component of a mature platform. You’ll work across research, market data, signals, backtesting, and production trading infrastructure—and own important parts of the stack from day one.

What you'll work on

• Build pipelines for market, alternative, and real-time data
• Research, build, and evaluate trading signals
• Develop research and backtesting infrastructure
• Build tooling that takes an idea from a notebook to a live experiment extremely quickly
• Turn research prototypes into reliable production systems
• Work directly with quantitative researchers and AI researchers on new approaches to market prediction
• Own important parts of the trading stack from day one
• Move between systems engineering, data, research, and trading problems as the firm grows

What we look for

• Exceptional software engineering ability, particularly in Python and/or C++
• Experience with quantitative development, trading systems, market-data infrastructure, or systematic research
• Strong statistical intuition and comfort working with noisy real-world data
• Able to move quickly from an ambiguous idea to something working
• Deep, personal interest in markets—you trade, build strategies, follow markets closely, or have serious independent projects to show for it
• No years-of-experience requirement—the bar is what you can build, not how long you’ve worked

Nice to have

• Internship experience at IMC, Citadel, Jane Street, HRT, Optiver, SIG, or another quantitative trading firm
• A serious independent trading system, strategy, back tester, or market-data project
• Low-latency C++, real-time data, exchange connectivity, or performance-engineering experience
• Quantitative research completed while in school
• Founding, early-stage, or unusually independent project experience
• A strong math, programming, or trading-competition record
• $200–350K and fund economics upside at an early-stage company
• Own meaningful parts of the trading stack from day one
• Work across engineering and research instead of being confined to one narrow function
• Build systems that are deployed directly through a live, eight-figure fund
• Join a small founding team with backgrounds spanning frontier AI, quantitative trading, and prediction markets
• Significantly more ownership than you would receive as employee #500 at an established trading firm