Quantitative Systems Engineer for Trading & Research

Referment; New York (NY); On-site; USD 140,000 - 210,000; Full time

Job summary

Referment, a quantitative investment firm, is seeking a developer to build the software and research frameworks behind its trading activity. This role blends software engineering with quantitative problem solving and offers exposure to low-latency data, research infrastructure, and cloud-based simulations.

You will work across Python and C++ in on‑premises and cloud environments, delivering robust systems and enabling rapid experimentation for new asset classes.

Qualifications

• Strong programming ability with experience building quantitative systems.
• Interest in applying quantitative methods to trading and market-data problems.
• Experience with Python, C++, or both.

Responsibilities

• Build reliable software and frameworks for quantitative research and trading.
• Deliver fast market data into trading systems where performance is critical.
• Develop integrated research and execution frameworks for fast predictors.
• Create simulation and research tooling for cloud environments.
• Support development of research infrastructure for new asset classes.
• Work across Python and C++ systems deployed on prem and in the cloud.

Skills

Python

C++

Quantitative thinking

Low-latency systems

Job description

Referment, a quantitative investment firm, is seeking a developer to build the software and research frameworks behind its trading activity. This role blends software engineering with quantitative problem solving and offers exposure to low-latency data, research infrastructure, and cloud-based simulations.

You will work across Python and C++ in on‑premises and cloud environments, delivering robust systems and enabling rapid experimentation for new asset classes.