A prominent prop-trading house is seeking a Quantitative Developer / Engineer with 3+ years of experience on the buy side.
The company’s business is blended between HFT and MFT, with a collaborative culture and outstandingly talented researchers full of former Math & Informatics Olympiad, ICPC winners, and Kaggle grandmasters.
The main requirement is to have previous experience on the buy-side with any asset class, but equities or futures experience would be a big plus.
You will work closely with a team of quant researchers and ML / AI scientists and facilitate the implementation and enhancement of their trading strategies.
Requirements :
- BSc / MSc / PhD in computer science, electrical engineering, or a related field
- C++ experience is required, and daily use is preferred. Python is a plus.
- 3+ years’ experience in the buy-side firm (hedge funds, asset managers, investment banks, prop trading funds, market makers)
- Developed trading systems infrastructure implementation of HFT / MFT trading strategies and designing low latency systems
- Linux and HPC experience are a big plus but not a prerequisite.
- CQF a bonus.
Compensation range : $500-750k (total comp)
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A prominent prop-trading house is seeking a Quantitative Developer/Engineer with 3+ years of experience on the buy side. The company’s business is blended between HFT and MFT, with a collaborative culture and outstandingly talented researchers – full of former Math & Informatics Olympiad, ICPC winne...
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