Quantitative Trading Systems Engineer

Referment; New York (NY); On-site; USD 120,000 - 180,000; Full time

Job summary

Referment, a quantitative investment firm in New York, seeks a developer to build the software and research frameworks behind its trading activity. This role blends software engineering with quantitative problem-solving across on-prem and cloud environments.

You will work on low-latency market-data delivery, research/execution tooling, and cloud simulation, using Python and C++ to support production trading systems and new asset classes.

Qualifications

• Strong programming ability with the engineering judgment to build robust quantitative systems.
• Quantitative acumen and an interest in applying it to trading, research and market-data problems.
• Experience with Python, C++ or both.
• Ability to bridge research and production concerns across systems.

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 analysis

Low-latency systems

Job description

Referment, a quantitative investment firm in New York, seeks a developer to build the software and research frameworks behind its trading activity. This role blends software engineering with quantitative problem-solving across on-prem and cloud environments.

You will work on low-latency market-data delivery, research/execution tooling, and cloud simulation, using Python and C++ to support production trading systems and new asset classes.