Quantitative Developer

Quantitative Developer

Key Responsibilities

Strategy Operations & Execution

• Manage daily operation and monitoring of high-frequency trading strategies
• Ensure smooth execution across trading sessions, handling system starts, stops, and intraday adjustments
• Monitor real-time performance metrics and respond to anomalies
• Maintain and optimize existing C++ codebase for strategy implementation

Performance Analysis & Optimization

• Conduct deep-dive analysis into P&L drivers and strategy performance metrics
• Identify patterns in losing trades and develop systematic approaches to mitigate losses
• Perform correlation analysis across multiple factors including market microstructure, timing, and execution quality
• Design and implement A/B tests for strategy improvements
• Build comprehensive reporting dashboards for performance attribution

Quantitative Research

• Analyze tick-by-tick data to identify execution inefficiencies
• Develop statistical models to predict and prevent adverse selection
• Research market microstructure effects impacting strategy performance
• Implement risk controls and position limits based on quantitative analysis

Technical Development

• Write production-quality C++ code for strategy enhancements
• Optimize latency-critical code paths and data structures
• Develop tools for backtesting and simulation
• Implement real-time monitoring and alerting systems
• Maintain integration with exchange APIs and market data feeds

Required Qualifications

Educational Background

• Bachelor's degree in Mathematics, Computer Science, Statistics, or related quantitative field
• Advanced degree (MS/PhD) in quantitative discipline preferred

Technical Skills

• Expert-level C++ programming with focus on low-latency systems
• Strong understanding of data structures, algorithms, and computational complexity
• Experience with Linux systems, multithreading, and network programming
• Proficiency in statistical analysis tools (Python/R, pandas, numpy)

Quantitative Skills

• Deep understanding of probability theory, stochastic processes, and time series analysis
• Experience with statistical inference and hypothesis testing
• Knowledge of market microstructure and order book dynamics
• Familiarity with signal processing and filtering techniques

Professional Experience

• 2+ years in quantitative trading, preferably in high-frequency strategies
• Demonstrated experience in troubleshooting and optimizing trading strategies
• Track record of identifying and fixing sources of trading losses
• Experience with tick data analysis and microsecond-level execution

Key Competencies

• Strong analytical and problem-solving abilities with attention to detail
• Self-directed with ability to manage operations independently
• Excellent debugging skills and systematic approach to problem identification
• Ability to work under pressure during market hours
• Clear communication skills for explaining complex technical concepts
• Intellectual curiosity and drive for continuous improvement

What We Offer

• Opportunity to directly impact strategy performance and P&L
• Significant autonomy in managing and improving trading operations
• Exposure to cutting-edge technology in financial markets
• Performance-based compensation structure
• Collaborative environment with direct access to strategy stakeholders