MANDATES

Compensation: $500K to $800K+

Location: New York or Chicago

Our client is leading trading firm known for its innovative strategies and cutting-edge technology.  They specialize in systematic  trading, algorithmic trading, and quantitative research. The team is composed of some of the brightest minds in finance and technology, working collaboratively to maintain our competitive edge in the market.

Job Overview

They are seeking a highly skilled C++ High Performance Engineer to join their dynamic team. The ideal candidate will have a strong background in C++ development, with a focus on creating and optimizing high-performance trading systems. You will be responsible for designing, developing, and maintaining low-latency, high-throughput trading applications. Your work will directly impact the firm's trading strategies and overall performance.

Key Responsibilities

• Develop, optimize, and maintain high-performance trading systems using C++.
• Collaborate with traders, quants, and other developers to understand and implement trading strategies.
• Analyze and improve the performance of existing trading systems.
• Ensure the reliability, scalability, and efficiency of the software.
• Implement and fine-tune algorithms to minimize latency and maximize throughput.
• Conduct code reviews, write unit tests, and perform performance testing.
• Stay updated with the latest industry trends and technologies to ensure our systems remain cutting-edge.
• Troubleshoot and resolve any issues or bottlenecks in the trading systems.
• Document technical designs, processes, and procedures.

Qualifications

• Bachelor’s or Master’s degree in Computer Science, Engineering, or a related field.
• 5+ years of professional experience in C++ development.
• Strong understanding of data structures, algorithms, and software design principles.
• Experience with low-latency, high-frequency trading systems.
• Knowledge of multithreading and parallel programming.
• Proficiency in performance profiling and optimization techniques.
• Familiarity with network programming and protocols.
• Experience with other programming languages like Python or Java is a plus.
• Strong problem-solving skills and attention to detail.
• Excellent communication and teamwork abilities.

Preferred Skills

• Experience with financial markets and trading systems.
• Knowledge of exchange connectivity and market data feeds.
• Familiarity with FPGA or GPU programming.
• Understanding of risk management and compliance in trading.

Compensation: $450K to $650K+ 

Location: Miami / New York / Chicago

Our Client is a premier hedge fund that thrives on innovation and data-driven strategies. They harness the power of quantitative research and advanced technology to drive exceptional returns for clients. The team consists of world-class researchers, traders, and technologists who collaborate to solve complex problems and push the boundaries of financial markets.

Job Overview

They are seeking highly motivated PhD Researchers to join their elite research team. The ideal candidate will possess exceptional problem-solving skills, deep analytical capabilities, and a passion for financial markets. You will leverage your advanced quantitative skills  to develop and refine sophisticated trading models and strategies.

Key Responsibilities

• Conduct cutting-edge research to develop and enhance quantitative trading strategies.
• Analyze large datasets to identify patterns, trends, and anomalies.
• Design and implement mathematical models for predicting market movements.
• Collaborate with traders, engineers, and other researchers to test and optimize models.
• Stay abreast of the latest research in mathematics, statistics, machine learning, and finance.
• Publish findings in internal research reports and present them to the team.
• Contribute to the development of proprietary trading tools and platforms.
• Mentor junior researchers and provide guidance on complex problems.

Qualifications:

• M.S/ PhD in Mathematics, Physics, Computer Science, Statistics, or a related field.
• Proven track record of outstanding performance in national or international Olympiads (e.g., IMO, IOI, IPhO).
• Strong background in quantitative research and mathematical modeling.
• Proficiency in programming languages such as Python, C++, or Java.
• Experience with data analysis, statistical methods, and machine learning techniques.
• Excellent problem-solving skills and attention to detail.
• Strong written and verbal communication skills.
• Ability to work independently and collaboratively in a fast-paced environment.

Preferred Skills

• Knowledge of financial markets, trading, and investment strategies.
• Experience with high-performance computing and parallel processing.
• Familiarity with stochastic calculus, time series analysis, and optimization.
• Publications in top-tier journals or conferences.

Compensation: $1MM+ 

Location:  New York

Our client is a leading hedge fund that specializes in quantitative trading strategies across global financial markets. We are dedicated to leveraging data, technology, and research to achieve superior returns for our investors. Our team comprises top-tier professionals who are passionate about pushing the boundaries of financial innovation.

Job Overview

They are seeking a skilled and experienced Futures Systematic Trader / Researcher  to join their trading team. The ideal candidate will have a strong background in quantitative trading, a deep understanding of futures markets, and expertise in developing and executing systematic trading strategies. You will play a critical role in driving the firm's trading performance by designing, implementing, and optimizing automated trading systems.

Key Responsibilities

• Develop and implement systematic trading strategies for futures markets.
• Conduct rigorous quantitative research to identify new trading opportunities and refine existing strategies.
• Backtest and validate trading models using historical and real-time data.
• Collaborate with quants, developers, and other traders to enhance the firm's trading infrastructure and tools.
• Monitor and analyze the performance of trading strategies, making adjustments as needed to improve profitability.
• Ensure compliance with risk management guidelines and regulatory requirements.
• Stay updated with market trends, technological advancements, and industry best practices.
• Document trading strategies, research findings, and performance metrics.

Qualifications

• Master’s / PhD degree in Finance, Economics, Mathematics, Computer Science, or a related field.
• 3+ years of experience in systematic trading, preferably in futures markets.
• Strong programming skills in languages such as Python, C++, or Java.
• Proficiency in quantitative research methods, statistical analysis, and machine learning techniques.
• In-depth knowledge of futures markets, trading instruments, and market microstructure.
• Proven track record of developing and deploying profitable trading strategies.
• Excellent problem-solving skills and attention to detail.
• Strong analytical and mathematical abilities.
• Ability to work effectively in a fast-paced and collaborative environment.

Compensation: $400K - $600K+

Location: Miami

Our client is a premier trading firm that excels in algorithmic trading, utilizing state-of-the-art technology and sophisticated quantitative models to deliver superior execution. They are a team of talented professionals who  collaboratively to innovate and maintain their competitive edge in the global financial markets.

Job Overview

They are seeking a highly skilled Financial Engineer to join their innovative team. The ideal candidate will have a strong background in financial engineering, quantitative analysis, and algorithmic trading. You will be responsible for developing and implementing complex trading algorithms and models, optimizing trading strategies, and ensuring the performance and reliability of our trading systems.

Key Responsibilities

• Design, develop, and implement algorithmic trading strategies across various asset classes.
• Conduct quantitative research to identify and exploit market inefficiencies and trading opportunities.
• Develop and refine mathematical models for pricing, risk management, and execution.
• Collaborate with quants, traders, and software engineers to enhance trading algorithms and systems.
• Backtest and validate trading strategies using historical and real-time data.
• Monitor and analyze the performance of trading algorithms, making adjustments as necessary.
• Ensure compliance with regulatory requirements and internal risk management guidelines.
• Stay updated with the latest developments in financial engineering, quantitative finance, and algorithmic trading.

Qualifications

• Master’s or PhD in Financial Engineering, Quantitative Finance, Mathematics, Computer Science, or a related field.
• 3+ years of experience in algorithmic trading or quantitative research.
• Strong programming skills in languages such as Python, C++, Java, or MATLAB.
• Proficiency in quantitative analysis, statistical modeling, and machine learning techniques.
• In-depth knowledge of financial markets, trading instruments, and market microstructure.
• Experience with backtesting frameworks and simulation environments.
• Excellent problem-solving skills and attention to detail.
• Strong communication and teamwork abilities.

Preferred Skills

• Experience with high-frequency trading and low-latency systems.
• Familiarity with risk management principles and practices.
• Knowledge of various asset classes, including equities, fixed income, and derivatives.
• Experience with database systems and large-scale data analysis.

Compensation: $400K+

Location: New York

Our client is perhaps the preeminent quant hedge fund in the World.  They are at the forefront of innovation in systematic trading. They  pride themselves on cultivating a culture of excellence and creativity, where top talent can thrive and make a significant impact. The  team comprises exceptional individuals who are passionate about solving complex problems and pushing the boundaries of technology.

Job Overview

They are award winning  junior software engineers / quants  to join their elite team. The ideal candidates will have demonstrated outstanding performance in competitive programming or Math Olympiads and or Competitions and possess a deep passion for software development and or quant research. You will work on challenging projects, develop innovative solutions, and contribute to our mission of advancing technology and research for the financial markets.

Key Responsibilities

• Design, develop, and optimize high-performance software applications.
• Collaborate with cross-functional teams to define, design, and ship new features.
• Solve complex algorithmic and computational problems.
• Conduct code reviews, write unit tests, and ensure the quality and reliability of the software.
• Stay updated with the latest technological advancements and industry best practices.
• Mentor junior engineers and share knowledge with the team.
• Contribute to the continuous improvement of development processes and methodologies.

Qualifications

• B.S / M.S/ PhD in Computer Science, Engineering, or a related field.
• Proven track record of excellence in national or international programming or Math  Olympiads 
• Strong proficiency in programming languages such as C++, Python, or Java.
• In-depth knowledge of data structures, algorithms, and software design principles.
• Experience with system design and large-scale software architecture.
• Excellent problem-solving skills and attention to detail.
• Strong communication and teamwork abilities.

Compensation: $200K - $250K

Location: Remote

Our client is a leading financial technology firm specializing in innovative solutions for the fixed income markets. They are dedicated to leveraging cutting-edge technology to provide their clients with superior trading, risk management, and analytics tools. Their team of talented professionals is passionate about transforming the fixed income landscape through software innovation.

Job Overview

They are seeking a highly skilled Python Software Engineer to join their fixed income software development team. The ideal candidate will have a strong background in Python programming and  experience with software development. You will be responsible for designing, developing, and maintaining software solutions .

Key Responsibilities

• Design, develop, and maintain Python-based software applications for fixed income trading and analytics.
• Collaborate with traders, quants, and other software engineers to understand requirements and deliver high-quality solutions.
• Implement algorithms and models for fixed income pricing, risk management, and portfolio analytics.
• Optimize software performance and ensure scalability and reliability.
• Conduct code reviews, write unit tests, and ensure code quality and best practices.
• Troubleshoot and resolve software issues in a timely manner.
• Stay updated with the latest developments in fixed income markets and financial technology.
• Document technical designs, processes, and procedures.

Qualifications

• Bachelor’s or Master’s degree in Computer Science, Engineering, Finance, or a related field.
• 3+ years of professional experience in Python software development.
• Excellent problem-solving skills and attention to detail.
• Strong communication and teamwork abilities.

Preferred Skills

• Experience with fixed income trading platforms and systems.
• Knowledge of fixed income analytics, risk management, and valuation techniques.
• Familiarity with other programming languages such as C++, Java, or R.
• Experience with cloud computing platforms (e.g., AWS, Azure).
• Understanding of DevOps practices and tools (e.g., Docker, Kubernetes, CI/CD pipelines).