Quantitative Systems Engineer - Low-Latency Trading & Research

Referment; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

Referment is a cutting-edge quantitative investment firm seeking a developer to design the software and research frameworks behind its trading activity. The role blends software engineering with quantitative problem solving, with project mix driven by team needs.

You may 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 to build robust quantitative systems.
• Experience with Python and/or C++.
• Ability to bridge research and production concerns.

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

Python

C++

Quantitative thinking

Software engineering

Job description

Referment is a cutting-edge quantitative investment firm seeking a developer to design the software and research frameworks behind its trading activity. The role blends software engineering with quantitative problem solving, with project mix driven by team needs.

You may 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.