Quant Developer (3785DCC)

Referment; Salt Lake City (UT); On-site; USD 150,000 - 200,000; Full time

Job summary

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.

Qualifications

• 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.

Responsibilities

• 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.

Skills

Programming

Quantitative thinking

Cross-language experience

Tools

Python

C++

Job description

Referment is working with a quantitative investment firm seeking a developer to build the software and research frameworks behind its trading activity. This role sits where strong software engineering meets quantitative problem-solving, and the exact project mix will depend on the team and scope.
You could work on low-latency market-data delivery, integrated research and execution tooling, cloud-based simulation environments or a robust research framework for a new asset class. The technology stack combines Python and C++ and runs across both on-premises and cloud environments.

The Role

• 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.

What We're Looking For

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

The firm is open to candidates whose current title may be Research Engineer, Software Developer or Quantitative Developer. This could suit someone from a trading, research infrastructure, simulation or performance-sensitive engineering background whose strengths span both code and quantitative thinking.
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