Senior Quantitative Developer

Banyak Group

New York (NY)

On-site

USD 180,000 - 320,000

Full time

14 days+
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Job summary

Banyak Group's multi-strategy digital asset fund seeks a Senior Quantitative Developer to evolve the trading infrastructure powering its global digital asset trading business. You will architect and implement the next generation of trading systems, while maintaining and enhancing existing platforms in close collaboration with traders, researchers, and engineers.

This role covers the full lifecycle of trade development and execution, including signal processing, order placement, latency

Qualifications

  • Experience in high-frequency trading environments.
  • Real-time pricing model development under latency constraints.
  • Modeling full-depth order books and deriving signals from microstructure.

Responsibilities

  • Design and develop systems for the full trade lifecycle from signal generation to execution.
  • Lead modularization of systems for greater strategy flexibility and performance.
  • Conduct market microstructure research to improve latency and fill rates.
  • Enhance stability, maintainability, and observability of trading systems.
  • Respond quickly to production issues to ensure high availability.
  • Build monitoring tools and perform root cause analyses.

Skills

Rust/C++ systems programming
Linux real-time systems
Multithreading & concurrency
TCP/IP socket programming
CI/CD workflows
Unit testing

Tools

Aeron
Kafka
RabbitMQ
FIX protocol

Job description

Multi-Strategy Digital Asset Fund is seeking a Senior Quantitative Developer to help evolve the infrastructure powering their global digital asset trading business. You will play a pivotal role in architecting and implementing the next generation of trading systems, while also maintaining and enhancing existing platforms. This position offers the opportunity to work closely with traders, quantitative researchers, and engineers to support the full lifecycle of trade development and execution.

Responsibilities
  • Design and develop systems that support the entire trade lifecycle, from signal generation and portfolio optimization to execution and monitoring.
  • Lead efforts to decouple and modularize existing systems to enable greater strategy flexibility and performance scalability.
  • Conduct market microstructure research to inform improvements in latency, slippage, and interaction with market participants.
  • Drive initiatives to enhance the stability, maintainability, and observability of trading systems.
  • Respond rapidly to production issues, ensuring high availability and reliability of trading infrastructure.
  • Build and maintain monitoring tools and perform root cause analyses to support system health and performance.
Minimum Qualifications
  • Proven experience calculating fair value and theoretical prices in global markets within high-frequency trading (HFT) environments.
  • Developed real-time pricing models under strict latency and performance constraints.
  • Modeled full-depth order books and derived predictive signals from microstructure dynamics.
  • Applied microstructure research to improve execution quality, reduce slippage, and enhance fill rates.
  • Designed and implemented strategies for optimal order placement and scheduling.
  • 5+ years of experience programming in Rust, C++, or similar systems-level languages within a trading systems environment.
  • 5+ years developing real-time systems on Linux.
  • Strong understanding of multithreading, concurrency, and lock-free system design.
  • Proficiency with TCP/IP socket programming.
  • Experience with unit testing frameworks and CI/CD workflows.
  • Demonstrated ability to contribute to or lead the development of large-scale, complex software systems.
Preferred Qualifications
  • 3+ years of Python programming experience.
  • Experience designing and implementing strategy containers.
  • Familiarity with high-performance, event-driven architectures using technologies such as Aeron, Kafka, or RabbitMQ.
  • Experience with FIX protocol or similar market data/order handling protocols.
  • Background working with order management or matching engines.
  • Expertise in developing low-latency, lock-free data structures.
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