Company Description We suggest you enter details here. Role Description Production Integration Seamlessly onboard and manage your existing live algorithms within our execution framework, ensuring robust end-to-end deployment. Performance Enhancement Continuously monitor and tune your strategies’ real-time P&L, Sharpe, Sortino, and Calmar ratios—applying statistical analysis and stress testing to maintain edge. Risk Oversight Implement and refine capital protection measures (VaR limits, drawdown controls, fat-tail/skew adjustments) tailored to each algorithm’s risk profile. Data & Model Evolution Incorporate new data sources and update signal models on the fly, collaborating with our research team to evolve your algos for shifting market regimes. Operational Excellence Own the health of your strategies—from latency profiling and order-flow optimization to automated alerts and fail-safe mechanisms. Qualifications Proven Track Record At least 5 years of quant dev experience with multiple live trading algorithms running on real capital. Algo-First Mindset Deep focus on strategy performance and robustness—more than just writing code, you deliver real P&L impact. Quantitative Rigor Expert in time-series analysis, Monte Carlo simulation, and non-Gaussian modeling to drive statistical confidence. Collaborative Spirit Strong communication skills for working alongside researchers, data engineers, and portfolio managers to refine and scale your algos. Tech Savvy Comfortable with cloud-based back-testing platforms (AWS/GCP), containerized deployments (Docker/Kubernetes), and CI/CD pipelines—enough to support your strategies, not build the infrastructure from scratch. Show more Show less

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Senior Quantitative Developer