Quantitative Developer (C++/Python)

MA CAPITAL U.S. LLC; Chicago (IL); On-site; USD 140,000 - 210,000; Full time

Benefits offered by this job

Medical, dental and vision insurance

401(k) Retirement Plan

Job summary

MA Capital US LLC is seeking a Quantitative Developer to join our trading technology team. You will contribute to the research stack for quantitative systematic strategies and production level development of strategies across futures and derivatives.

The role requires strong C++ and/or Python skills, deep knowledge of market microstructure, and a passion for building high-performance trading infrastructure in a fast-moving startup environment in Chicago.

Qualifications

• Strategy Experience: Proven track record working on fully systematic HFT or MFT strategies, including backtesting, execution.
• Programming: Proficient in C++, and Python, with an emphasis on building systematic research tooling, production level coding and performance optimization.
• Industry Exposure: 3+ years of solid understanding of systematic strategies, market microstructure, order types, and execution venues for futures markets, CME.
• Academic & Analytical Experience: Mathematics, statistics, or computer science, with strong numerical programming abilities (e.g., NumPy, SciPy).
• Quantitative Techniques: Expertise in statistical modeling, signal processing, or machine learning for trading systems is a plus.
• Startup Environment: Hands-on in a startup setting with agile and entrepreneurial decision-making.

Responsibilities

• Research Infrastructure and Tooling: Build and support research pipeline and tools for data sampling, quantitative analysis, simulation, backtesting, and post trade analysis for live performance monetization.
• Platform Integration: Build and integrate quantitative systematic strategies. Migrating strategies from the research stack to production trading platform.
• Execution Systems: Develop and maintain low-latency trading execution systems for equities, derivatives, and digital assets.

Skills

C++

Python

Market microstructure

Quantitative research

Education

Bachelor's degree in CS/Math/Statistics or related

Tools

NumPy/SciPy

Backtesting

Low-latency tooling

Job description

MA Capital US LLC is a proprietary trading firm specializing in systematic and high-performing discretionary strategies across multiple asset classes. We leverage advanced technology, quantitative research, and sophisticated models to capitalize on opportunities in global markets. Our culture is built on innovation, efficiency, and transparency. We are committed to providing liquidity and supporting fair, efficient markets, while ensuring our traders and professionals have flexibility, tools, and continuous learning opportunities to succeed.

Position Overview

We are seeking a talented and driven Quantitative Developer to join our trading technology team. This role focuses on the research stack for quantitative systematic strategies and the production level development and optimization of quantitative strategies across primarily futures and other derivatives. The ideal candidate will have a strong foundation in C++ and/or Python, a keen understanding of market microstructure, and a passion for building high-performance trading infrastructure.

MA Capital employs individuals with a passion for innovation and solving hard problems. If looking for a firm where you can make your mark or take a strategy to the next level, MA Capital is your home.

Key Responsibilities

• Research Infrastructure and Tooling: Build and support research pipeline and tools for data sampling, quantitative analysis, simulation, backtesting, and post trade analysis for live performance monetization.
• Platform Integration: Build and integrate quantitative systematic strategies. Migrating strategies from the research stack to production trading platform.
• Execution Systems: Develop and maintain low-latency trading execution systems for equities, derivatives, and digital assets.

Required Qualifications

• Strategy Experience: Proven track record working on fully systematic HFT or MFT strategies, including backtesting, execution.
• Programming: Proficient in C++, and Python, with an emphasis on building systematic research tooling, production level coding of quantitative systematic strategies and performance optimization.
• Industry Exposure: 3+ years of solid understanding of systematic strategies, market microstructure, order types, and execution venues for futures markets, particularly CME,
• Academic & Analytical Experience: Expertise in mathematics, statistics, or computer science, with strong numerical programming abilities (e.g., NumPy, SciPy).
• Quantitative Techniques: Expertise in statistical modeling, signal processing, or machine learning for trading systems is a plus.
• Professional Development: Hands-on experience in a startup environment where you’re empowered to innovate and shape the future of trading technology.
• Startup Environment: Agile and entrepreneurial setup, allowing for flexibility and rapid decision-making.
• Efficient Infrastructure: Proprietary platform for systematic trading with plug-and-play access to major global exchanges. Built for ultra-low latency and fast execution in HFT environments.
• Comprehensive Health Coverage: Includes medical, dental, and vision insurance.
• 401(k) Retirement Plan: Helping you and your family plan for a secure financial future.