Quantitative Developer - High Performance Trading Systems - Selby Jennings : Job Details

Overview: My client is a top tier HFT firm that is seeking a highly skilled and motivated Quantitative Developer to join its team, focusing on building and optimizing high-performance trading systems. The ideal candidate will have a strong background in quantitative finance, algorithmic trading, and high-performance computing. You will work closely with traders, quantitative researchers, and software engineers to develop and enhance systems that support high-frequency trading strategies and large-scale market data processing.

Responsibilities:

• Design, develop, and optimize high-performance trading systems for low-latency, high-frequency trading.
• Implement and improve trading algorithms, focusing on performance, scalability, and reliability.
• Collaborate with quantitative researchers and traders to integrate advanced mathematical models into production systems.
• Analyze large data sets to derive actionable insights and improve trading strategies.
• Optimize system performance to ensure minimal latency and maximum throughput, handling high-frequency trading volumes.
• Build and maintain efficient data pipelines for market data processing, storage, and retrieval.
• Troubleshoot and resolve issues in production systems, ensuring high availability and performance.
• Contribute to the development of new features and enhancements based on trading desk requirements.
• Ensure code quality through rigorous testing and code reviews, maintaining best practices in software engineering.

Requirements:

• Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, or a related field.
• Strong proficiency in programming languages such as C++, Python, or Java, with a focus on performance optimization.
• Experience in developing and optimizing low-latency, high-frequency trading systems.
• Strong understanding of market microstructure, financial instruments, and trading strategies.
• Proficiency in data structures, algorithms, and parallel computing.
• Experience with distributed systems and technologies like Kafka, Kubernetes, and AWS is a plus.
• Familiarity with quant models, statistical methods, and machine learning is advantageous.
• Excellent problem-solving skills, with the ability to work in a fast-paced, high-pressure environment.
• Strong communication skills, with the ability to collaborate across teams.

Preferred Qualifications:

• Experience in high-frequency or algorithmic trading, including order routing and execution strategies.
• Knowledge of low-latency networking protocols and techniques.
• Experience with database systems such as PostgreSQL, Redis, or TimescaleDB.

Location: Remote

Compensation: $250,000-$300,000 base, $700,000+ TC

Seniority level: Mid-Senior level

Employment type: Full-time

Industries: Capital Markets, Software Development, and Market Research