Quantitative Engineer

You will design, build, and optimize low-latency electronic trading systems and pricing and risk-management libraries. You will work closely with traders to translate trading requirements into reliable, high-throughput software, identify and remove performance bottlenecks, and take projects from prototype through deployment and maintenance. You will write efficient C++ and Rust code, provide timely systems support for trading activities, and ensure high availability and correctness in production trading infrastructure.

Responsibilities

• Design, develop, test, and deploy pricing and risk-management libraries for OTC trading
• Optimize code for low-latency and high-throughput trading environments
• Build efficient, reliable, and high-availability trading applications
• Partner with traders to define priorities and deliver custom software solutions
• Design and develop high-performance C++ and Rust components for trading applications

Requirements

• Proficiency in C++ and Rust
• Expertise in low-level optimization and performance tuning
• Experience with derivatives and pricing library design
• Experience with fast market connections and high-frequency quoting
• Strong quantitative and analytical skills
• Experience in data analysis, risk management, and application development
• Bachelor's or Master's in Computer Science, Mathematics, Statistics, or equivalent experience
• Strong written and verbal communication skills

Benefits

• Meaningful equity
• Work from Anywhere policy (up to 20 remote days per year)
• ClassPass
• Budgets for learning and professional development
• Unlimited vacation policy
• Apple equipment