Senior Quant Developer: Low-Latency C++ & Concurrency

Albert Bow; Chicago (IL); On-site; USD 180,000 - 240,000; Full time

Job summary

Albert Bow is seeking a Senior Quantitative Developer to take pricing and risk models from traders and researchers and turn them into fast, robust, production-grade systems.

You will own the architecture, sit with the desk, and make engineering decisions where theory meets real hardware, delivering scalable, low-latency implementations for derivatives trading in a rowdy high-speed environment in Chicago.

Qualifications

• Experience in multithreaded and concurrent C++ on Linux at high throughput and low latency.
• Strong command of synchronization primitives and IPC.
• Proven track record optimizing numerical calculations for throughput and latency.
• Strong modern C++ and build/deploy workflow.
• Experience implementing numerical methods and matrix decompositions.
• Derivatives pricing knowledge to collaborate with the desk.
• Resource-conscious design within real core and memory budgets.

Responsibilities

• Model implementation: Take pricing and risk models from traders and researchers and build fast, robust, concurrent, production-grade versions
• Concurrency design: Architect multicore systems with real shared-state concurrency and efficient synchronisation
• Performance optimisation: Squeeze throughput and latency out of numerical code through cache-aware data layout, memory reuse, and pragmatic speed versus precision trade-offs
• Full lifecycle ownership: Build, deploy, test and integrate your own systems

Skills

Multithreaded C++

Linux

Concurrency design

Modern C++

Numerical methods

Derivatives pricing

IPC / Synchronization

Job description

Albert Bow is seeking a Senior Quantitative Developer to take pricing and risk models from traders and researchers and turn them into fast, robust, production-grade systems.

You will own the architecture, sit with the desk, and make engineering decisions where theory meets real hardware, delivering scalable, low-latency implementations for derivatives trading in a rowdy high-speed environment in Chicago.