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Fintal Partners in Chicago seeks a quantitative software developer to build and maintain systems that bridge quantitative research and production trading, including realistic simulation and backtesting infrastructure.
You will own feature and signal pipelines, help optimize strategies, and troubleshoot issues across research and execution, with a focus on latency, market microstructure, and real-world constraints.
Build and maintain systems that connect quantitative research with production trading, including realistic simulation and backtesting infrastructure that accounts for latency, market microstructure, and real-world constraints. Own feature and signal pipelines, help optimize strategies, and troubleshoot issues across research and execution.
Requires 3-7 years of quantitative software development experience, ideally at a trading firm or systematic fund, and strong production Python skills with tools such as pandas or polars. Candidates should have a foundation in probability, statistics, and time series analysis, familiarity with backtesting and simulation, and an understanding of applying machine learning to systematic strategies; low-latency systems experience is a plus.
Quantitative Software Development, Production Python, Pandas, Polars, Probability, Statistics, Time Series Analysis, Backtesting, Simulation, Machine Learning, Low-Latency Systems, Feature Engineering, Signal Pipelines, Market Microstructure, Strategy Optimization, Research-to-Production Systems.