Quantitative Developer (C++/Python)

MA Capital; Chicago (IL); Presencial; USD 140.000 - 220.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Professional development opportunities

Startup-friendly environment

Ultra-low latency trading infra

Medical, dental, and vision insurance

401(k) retirement plan

Descripción de la vacante

MA Capital US LLC in Chicago is seeking a Quantitative Developer to join the trading technology team. The role focuses on research tooling and production-grade quantitative strategies across futures and derivatives, with emphasis on C++ and Python.

You will build research pipelines, migrate strategies to production, and develop low-latency execution systems for multiple asset classes. A strong background in market microstructure and numerical programming is essential.

Formación

• Experience with fully systematic HFT or MFT strategies, including backtesting and execution.
• Proficient in C++ and Python for quantitative research tooling and production code.
• 3+ years of solid understanding of market microstructure, order types, and execution venues for futures markets (CME).
• Strong mathematics, statistics, or computer science background with numerical programming abilities (NumPy, SciPy).
• Experience with statistical modeling, signal processing, or machine learning for trading systems is a plus.

Responsabilidades

• Research infrastructure and tooling for data sampling, quantitative analysis, simulation, backtesting, and post-trade analysis for live performance monetization.
• Build and integrate quantitative systematic strategies from research to production trading platform.
• Develop and maintain low-latency trading execution systems for equities, derivatives, and digital assets.

Conocimientos

HFT/MFT strategies

C++ programming

Python programming

Market microstructure

NumPy/SciPy

Educación

Mathematics/Statistics/Computer Science

Herramientas

NumPy

SciPy

C++ development tools

Python development tools

Descripción del empleo

Who We Are

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.

Why join us?

• 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.