Quantitative Developer- Prop Trading Firm

Venture Search; Chicago (IL); On-site; USD 130,000 - 190,000; Full time

Job summary

Venture Search's client is seeking a Quantitative Developer to join the trading technology team in Chicago. The role focuses on building and enhancing research infrastructure, backtesting pipelines and production-level quantitative strategies across futures and derivatives.

You will implement low-latency execution components, work with C++ and Python, and apply math, statistics or CS knowledge to optimize performance and reliability in live trading environments.

Qualifications

• Proven ability to develop high-performance trading tools and research infrastructure.
• Experience implementing quantitative strategies in production environments.
• Strong numerical programming skills with libraries like NumPy/SciPy.

Responsibilities

• Research Infrastructure and Tooling: Build data sampling, backtesting, and post-trade analysis pipelines.
• Platform Integration: Integrate research strategies into production trading platforms.
• Execution Systems: Develop low-latency trading components for multiple asset classes.

Skills

C++

Python

NumPy

SciPy

Low-latency

Education

Mathematics/Statistics/Computer Science

Job description

Our client is seeking a talented and driven Quantitative Developer to join its trading technology team. The role focuses on developing and enhancing the research infrastructure supporting quantitative systematic strategies, alongside the production-level development and optimisation of quantitative strategies, primarily across futures and other derivatives.

The ideal candidate will have a strong foundation in C++ and/or Python, a sound understanding of market microstructure and a passion for building high-performance trading infrastructure.

Our client values individuals who are passionate about innovation and solving complex problems. This opportunity offers the chance to make a meaningful impact, contribute to the development of advanced trading technology and take quantitative strategies to the next level.

Key Responsibilities

• Research Infrastructure and Tooling: Build and maintain research pipelines and tools for data sampling, quantitative analysis, simulation, backtesting and post-trade analysis to support the assessment and monetisation of live trading performance.


• Platform Integration: Develop and integrate quantitative systematic strategies, migrating them from the research environment to the production trading platform.


• Execution Systems: Develop and maintain low-latency trading execution systems across equities, derivatives and digital assets.

Required Qualifications

• Strategy Experience: A proven track record of working with fully systematic high-frequency trading (HFT) or medium-frequency trading (MFT) strategies, including backtesting and execution.


• Programming Skills: Proficiency in C++ and Python, with an emphasis on developing systematic research tools, implementing quantitative systematic strategies in production environments and optimising performance.


• Industry Experience: At least three years of relevant experience, with a strong understanding of systematic strategies, market microstructure, order types and execution venues for futures markets, particularly CME.


• Academic and Analytical Background: Expertise in mathematics, statistics or computer science, supported by strong numerical programming skills and experience with libraries such as NumPy and SciPy.


• Quantitative Techniques: Experience with statistical modelling, signal processing or machine learning applied to trading systems would be advantageous.