Quantitative Developer

Engtal; New York (NY); On-site; USD 150,000 - 300,000; Full time

Benefits offered by this job

Medical insurance

Vision insurance

401(k)

Job summary

A leading global proprietary trading firm is seeking a Quantitative Developer with strong C++ skills to enhance their trading systems. In this mid-senior level role, you will implement high-performance code, collaborate with traders, and optimize performance-critical components. Candidates should have a strong background in low-latency systems and evidence collaboration with quantitative researchers. Competitive salary ranging from $150,000 to $300,000 is offered.

Qualifications

• Advanced knowledge of C++ with a focus on performance optimization.
• Experience with low-latency systems in financial markets preferred.
• Excellent attention to detail and teamwork skills.

Responsibilities

• Design and implement high-performance C++ code for trading systems.
• Optimize code for latency and throughput.
• Collaborate with quantitative researchers to deploy strategies.

Skills

C++

Performance optimization

Memory management

Problem-solving

Education

Degree in Computer Science or related field

Tools

Python

Linux

Multithreading

Job description

Our client, a leading global proprietary trading firm is seeking a talented Quantitative Developer with strong C++ skills to join the business. This firm operates at the intersection of quantitative research, high-performance computing, and real-time trading strategies across global financial markets.

As a Quant Developer, you will work directly with traders and researchers to build low-latency infrastructure, implement strategy logic, and optimize performance-critical components in a collaborative, fast-paced environment. This is a high-impact role that offers a blend of hands-on software development, systems design, and exposure to alpha-driven trading workflows.

What You’ll Do

• Design and implement high-performance C++ code for trading systems, research pipelines, and real-time data processing
• Collaborate closely with quantitative researchers to deploy strategies and translate models into production
• Optimize code for latency, throughput, and efficiency across Linux-based distributed systems
• Contribute to the development of scalable frameworks that support automated trading, data acquisition, and signal generation
• Troubleshoot complex, performance-sensitive systems and drive continuous improvement

What We’re Looking For

• Advanced knowledge with C++ with deep understanding of performance optimization and memory management
• Degree in Computer Science, Engineering, or a related technical field; advanced degrees are a plus
• Experience in low-latency systems, preferably within financial markets, trading, or similar high-throughput environments
• Familiarity with Python, Linux, multithreading, and distributed systems
• Excellent problem-solving skills, attention to detail, and the ability to work effectively in a fast-moving team
• Exposure to working with quantitative researchers or signal-driven strategies is a plus

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Industries

  Capital Markets

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Inferred from the description for this job

Medical insurance

Vision insurance

401(k)

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