Quantitative Developer | PHD C++

This is a unique opportunity for a either a post doc, recent PHD or a software engineer with a PHD to join a quant research group. You will be working in C++ directly on the firm's simulation engine focused on market microstructure. The ideal person will be a strong C++ programmer with a strong background in applied research from their PHD program. The ideal person will come from applied physics, mathematics, computer science or statistics, but the firm is open. If you are interested in learning more, then apply directly or send me a confidential note at sebastian@delmarnord.com and I will call you with more details.