Quantitative Engineer

BetSmart; United States; Remote; USD 100,000 - 300,000; Full time

Job summary

A leading AI-first quantitative finance firm seeks a Quantitative Engineer to bridge research and execution. This role requires exceptional skills in C++ and Python, with an emphasis on developing robust trading systems and optimizing performance. The company offers a unique opportunity to build from the ground up in a dynamic and innovative environment, with significant potential for impact and growth.

Benefits

Significant equity and compensation

Opportunity to build critical trading systems

Collaborate with AI researchers

Qualifications

• 3-5+ years in performance-critical, low-latency software development.
• Expertise in C++ and advanced Python for scientific computing.
• Strong understanding of financial markets and quantitative trading.

Responsibilities

• Transform models from researchers into reliable components for trading.
• Develop core software for automated trading systems.
• Build a high-fidelity backtesting engine.

Skills

C++

Python

Data Structures

Algorithms

Software Design Principles

Low-Latency Environments

Education

Bachelor's, Master's, or Ph.D. in Computer Science, Engineering, Physics, Mathematics

Job description

This range is provided by BetSmart. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

$100,000.00/yr - $300,000.00/yr

Direct message the job poster from BetSmart

Founder & CEO, BetSmart | AI/ML in Sports Betting

Location: Remote (U.S. preferred)

Type: Full-time | Early Technical Hire

Reports to: Chief Technology Officer (CTO)

About Us

We are an AI-first quantitative finance firm on a mission to engineer the future of trading. We are building a proprietary ecosystem from the ground up to systematically extract alpha from complex and noisy datasets. Our approach is rooted in a deep commitment to the scientific method, where we leverage cutting-edge machine learning and high-performance computing to build systems that learn and adapt. Our ambition is to build a defining institution in the quantitative trading space, driven by a culture of rigorous execution, intellectual honesty, and first-principles thinking.

The Role: The Bridge Between Alpha and Execution

The Quantitative Engineer is the most critical link between our research and our P&L. You will be responsible for the single most important function in a quantitative firm: transforming theoretical models and alpha signals developed by our researchers into robust, low-latency, and impeccably reliable components of our live trading system.

You are not just a programmer; you are the engineer who turns groundbreaking ideas into production-grade systems that perform flawlessly under pressure. Your work is the bedrock of our ability to execute and scale.

What You Will Own & Build:

• Model Productionization & Optimization: Collaborate intimately with quantitative researchers to deconstruct research models (typically in Python with NumPy/Pandas/Jupyter). You will re-engineer, optimize, and productionize this code into highly performant, low-latency services using C++ and performance-critical Python, ready for live execution.
• Core Trading Infrastructure: Architect, develop, and maintain the core software components of our automated trading system. This includes building and optimizing high-throughput market data handlers (FIX/binary protocols), sophisticated order management systems (OMS), real-time position and PnL services, and pre-trade risk controls.
• High-Fidelity Backtesting Engine: Build and own a world-class, event-driven backtesting framework. This is not a simple script; it will be a high-performance engine that accurately simulates historical market conditions on tick-level data, including exchange-specific order queue dynamics, transaction costs, and market impact.
• System Robustness & Testing: Instill a culture of extreme engineering rigor by developing extensive unit, integration, and regression tests. You will build sophisticated simulation and replay environments to be accountable for the accuracy, stability, and resilience of every component in the trading path.
• Low-Latency Performance Engineering: You will be obsessed with performance, profiling and eliminating bottlenecks across the entire trading system. This includes optimizing code for CPU cache efficiency, minimizing network latency, and leveraging modern hardware capabilities to ensure our strategies execute with maximal speed and determinism.

What You Bring:

• You have a Bachelor's, Master's, or Ph.D. in Computer Science, Engineering, Physics, Mathematics, or a related quantitative field.
• You possess 3-5+ years of professional software development experience in a performance-critical, low-latency environment (e.g., quantitative trading, HFT, market making, ad-tech, or distributed systems).
• Expert-level C++: Deep proficiency in modern C++ (C++17/20), including template metaprogramming, concurrency, and low-level optimization techniques.
• Advanced Python: Expertise in Python for scientific computing and data analysis (NumPy, Pandas, SciPy), and experience with performance-critical Python libraries (e.g., Numba, Cython, Pybind11) for integrating with C++.
• Software Engineering Fundamentals: A deep understanding of data structures, algorithms, and software design principles. Extensive experience with the full software development lifecycle on Linux, including rigorous testing methodologies, CI/CD pipelines (e.g., Jenkins, GitLab CI), and performance profiling tools (e.g., perf, gdb).
• Financial Domain Knowledge: A strong understanding of financial markets, market microstructure, exchange matching engines, and quantitative trading concepts.
• Mindset: You thrive in a "zero-to-one" environment where you are given ownership and expected to build systems from first principles. You are intellectually curious, detail-oriented, and have an unwavering commitment to correctness and quality. You are a strategic thinker who thrives in complexity and evolving regulatory environments. You are calm, decisive, and clear under pressure. You have deep alignment with building institutional-grade financial infrastructure.

Bonus Qualifications:

• Direct experience building an automated trading system, exchange connectivity components, or a high-frequency backtesting engine from scratch.
• Familiarity with messaging systems (e.g., Kafka, Aeron, ZeroMQ) and low-latency network protocols (e.g., TCP/UDP, multicast).
• Experience with hardware acceleration (e.g., FPGAs, kernel bypass networking).
• Knowledge of statistical methods, machine learning concepts, and their application in finance.

Why Join Us?

• Build from the Ground Up: Own and architect critical trading systems from inception, without the burden of legacy code or bureaucracy.
• Unparalleled Impact: Your work will be directly and measurably tied to the firm's success and profitability.
• Elite Collaboration: Work alongside world-class AI researchers and a leadership team dedicated to building a defining institution.
• Meaningful Ownership: Receive significant equity and compensation in a firm poised to create a new category in quantitative finance.

Seniority level

• Seniority level

  Not Applicable

Employment type

• Employment type

  Full-time

Job function

• Job function

  Marketing and Sales

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