Quantitative Developer

Our client, a leading quantitative hedge fund with offices in New York and Austin, is seeking a highly skilled Quantitative Developer to join its high-performance trading team. This individual will work at the intersection of quantitative research, trading strategy development, and low-latency execution engineering, with a primary focus on high-frequency trading (HFT) across equities and futures markets.The ideal candidate combines deep C++ engineering expertise, strong knowledge of electronic trading systems, and the ability to translate quantitative insights into robust, production-ready execution strategies.ResponsibilitiesDesign, develop, and optimize low-latency trading systems and execution frameworks for equities and futures markets.Build and enhance high-performance C++ applications supporting algorithmic trading and market execution.Collaborate closely with quantitative researchers, traders, and infrastructure engineers to improve trading strategies and execution performance.Develop, test, and deploy execution algorithms focused on liquidity capture, market impact reduction, and transaction cost optimization.Analyze market microstructure, exchange behavior, and order book dynamics to improve trading performance.Optimize critical code paths for latency, throughput, and reliability in a high-performance computing environment.Conduct research and analysis on execution quality, trading signals, and market data.Develop simulation, backtesting, and performance measurement tools.Monitor live trading systems and troubleshoot production issues in a fast-paced environment.Required QualificationsBachelor’s or Master’s degree in Computer Science, Engineering, Mathematics, Physics, Statistics, or a related quantitative field.Strong professional experience developing high-performance C++ systems in a production trading environment.Deep understanding of low-latency software development, memory optimization, concurrency, and performance tuning.Experience building or maintaining algorithmic trading systems, execution platforms, or market data infrastructure.Strong knowledge of equities and/or futures markets and electronic trading workflows.Understanding of market microstructure, order books, exchange connectivity, and execution algorithms.Strong programming skills in modern C++ (C++11/14/17/20).Experience working with Linux-based environments and performance-critical applications.Ability to analyze complex problems independently and deliver scalable solutions.Preferred QualificationsExperience working directly on HFT strategies or execution systems.Background at a quantitative hedge fund, proprietary trading firm, market maker, or investment bank.Experience with exchange protocols, FIX, ITCH, OUCH, or similar market connectivity technologies.Knowledge of FPGA acceleration, kernel bypass networking, or ultra-low latency networking concepts.Familiarity with Python, MATLAB, or other quantitative research tools.Experience with futures exchanges such as CME or equity exchanges such as NYSE/Nasdaq.Ideal Candidate ProfileThe successful candidate is a technically exceptional engineer who thrives in a performance-driven environment. They are passionate about quantitative trading, understand the importance of speed and precision in electronic markets, and enjoy solving complex engineering and market problems.This role offers the opportunity to directly impact trading performance while working alongside experienced quantitative researchers, traders, and engineers in a collaborative hedge fund environment.CompensationCompetitive base salary, performance-based bonus, and comprehensive benefits package. Compensation will be commensurate with experience and demonstrated impact in quantitative trading and low-latency systems.