Quant Dev for Trading Systems (Python & C++)

Referment; Salt Lake City (UT); Presencial; USD 150.000 - 200.000; Jornada completa

Descripción de la vacante

Referment is a quantitative investment firm seeking a developer to build software and research frameworks behind its trading activity. The role blends software engineering with quantitative problem solving across on-premises and cloud environments.

You could work on low-latency market-data delivery, integrated research and execution tooling, cloud-based simulation environments or a robust research framework for new asset classes.

Formación

• Strong programming ability with engineering judgement.
• Quantitative acumen and interest in applying it to trading, research and market-data problems.
• Experience with Python, C++ or both.
• Ability to work across research and production concerns rather than treating them as separate disciplines.

Responsabilidades

• Build reliable software and frameworks used in quantitative research and trading.
• Deliver fast market data into trading systems where performance is critical.
• Develop integrated research and execution frameworks for fast predictors.
• Create simulation and research tooling for cloud environments.
• Support the development of research infrastructure for new asset classes.
• Work across Python and C++ systems deployed both on-premises and in the cloud.

Conocimientos

Programming

Quantitative thinking

Cross-language experience

Herramientas

Python

C++

Descripción del empleo

Referment is a quantitative investment firm seeking a developer to build software and research frameworks behind its trading activity. The role blends software engineering with quantitative problem solving across on-premises and cloud environments.

You could work on low-latency market-data delivery, integrated research and execution tooling, cloud-based simulation environments or a robust research framework for new asset classes.