Quantitative Systems Engineer: Low-Latency Trading

Referment; New York (NY); On-site; USD 150,000 - 210,000; Full time

Job summary

Referment is seeking a software developer to build the cores for its trading and research platforms in a fast-paced quantitative environment. The role blends software engineering with quantitative problem-solving, spanning data delivery, research tooling, and cloud-based simulations.

You’ll work across Python and C++ on on-prem and cloud deployments, delivering reliable market-data pipelines and integrated research/execution frameworks for new asset classes.

Qualifications

• Strong programming ability and engineering judgment for building robust quantitative systems.
• Quantitative acumen and interest in applying it to trading, research, and market-data problems.
• Experience with Python, C++ or both.

Responsibilities

• Build reliable software and frameworks used in 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 the development of research infrastructure for new asset classes.
• Work across Python and C++ systems deployed both on-premises and in the cloud.

Skills

Low-latency development

Python/C++

Quantitative thinking

Job description

Referment is seeking a software developer to build the cores for its trading and research platforms in a fast-paced quantitative environment. The role blends software engineering with quantitative problem-solving, spanning data delivery, research tooling, and cloud-based simulations.

You’ll work across Python and C++ on on-prem and cloud deployments, delivering reliable market-data pipelines and integrated research/execution frameworks for new asset classes.