Quantitative Systems Engineer — Low-Latency Trading

Referment; Salt Lake City (UT); On-site; USD 140,000 - 190,000; Full time

Job summary

Referment is a quantitative investment firm seeking a developer to build the software and research frameworks behind its trading activity. This role blends software engineering with quantitative problem-solving, and the exact project mix will depend on the team and scope.

You could work on low-latency market-data delivery, integrated research and execution tooling, cloud-based simulation environments or a robust research framework for a new asset class.

Qualifications

• Strong programming ability and judgment to build robust quantitative systems.
• Experience with Python or C++, or both, in production environments.
• Interest in applying quantitative thinking to trading, research, and market-data problems.

Responsibilities

• Build reliable software and frameworks for quantitative research and trading.
• Deliver fast market data into trading systems with high performance.
• 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-premises and in the cloud.

Skills

Programming ability

Quantitative thinking

Python experience

C++ experience

Low-latency systems

Job description

Referment is a quantitative investment firm seeking a developer to build the software and research frameworks behind its trading activity. This role blends software engineering with quantitative problem-solving, and the exact project mix will depend on the team and scope.

You could work on low-latency market-data delivery, integrated research and execution tooling, cloud-based simulation environments or a robust research framework for a new asset class.