Quantitative Developer

Stanford Black Limited; New York (NY); On-site; USD 180,000 - 340,000; Full time

Job summary

Stanford Black Limited in New York is seeking a Senior Java Quant Developer to join our Equities Algo Trading Technology team. You will build high-performance, low-latency trading systems in Java spanning execution, order management and real-time market data.

The role emphasizes scalability, microseconds latency, and hands-on experience with FIX, SOR, multithreading, and performance tuning in an equities trading environment.

Qualifications

• 7+ years of performant Java engineering experience in an eTrading or Algo-Trading environment.
• Experience with Agile and DevOps methodologies and tools including Scrum, Git and CI/CD.
• Strong Computer Science or Equivalent Educational Background.
• Market-leading compensation and benefits.
• Experience with Equities/Options trading and real-time market data is a plus.

Responsibilities

• Build high-performance, low-touch trading systems in Java across execution, order management and real-time market data.
• Focus on scalability and ultra-low latency (microseconds) across the trading stack.
• Apply knowledge of FIX, SOR, multithreading and performance optimisation to improve systems.

Education

Bachelor's degree in Computer Science or equivalent

Tools

Git

CI/CD

Kafka

Job description

A Globally renowned Hedge Fund is looking to hire a Senior Java Quant Developer into its Equities Algo Trading Technology team.

You’d be building high-performance, low-touch trading systems in Java across algorithmic execution, order management and real-time market data. The entire group has a strong focus on scalability and performance, operating in microseconds latency across the board.

They’re looking for strong hands-on Java engineers with experience across the electronic trading landscape, ideally including FIX, SOR, multithreading and performance optimisation. Experience with Equities/Options, Kafka/AMPS or real-time market data would be particularly valuable.

This is the highest revenue generating area of the fund, and the callibre is unrivalled.

Requirements

• 7+ Years of performant Java engineering experience in an eTrading or Algo-Trading environment. Ideally in Equities of FX.
• Able to work in a modern software engineering environment, using Agile and DevOps methodologies and tools including Scrum, git and CI/CD.
• Strong Computer Science or Equivalent Educational Background.
• Market leading Compensation and Benefit packages.
• The opportunity to work for a globally renowned hedge-fund in an incredibly high callibre environment.