Quantitative Developer, C++ I Low-Latency Systems

Principal Responsibilities

• Design and build the core C++ signal engine: real-time feature computation, alpha signal generation, position tracking, and risk monitoring
• Architect the data bridge between the C++ hot path and the Python/Polars research layer
• Implement and optimize real-time alpha signal publication from the research pipeline into the firm's shared execution infrastructure
• Integrate with the firm's central market data feeds and execution platforms
• Develop real-time risk checks, position monitoring, logging, and alerting infrastructure
• Optimize system performance: latency profiling, lock-free data structures, memory management, and network tuning
• Collaborate closely with quantitative researchers to understand strategy requirements and translate prototypes (Python) into production-grade C++ code
• Leverage Al-assisted development tools (Cursor, Claude Code) to accelerate development velocity while maintaining code quality
• Build and maintain backtesting and exchange simulation infrastructure for strategy validation

Required Skills / Qualifications

• Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative field
• 3+ years of hands-on experience developing high-performance C++ server-side applications in Linux
• Strong understanding of real-time and event-driven architectures with tight latency requirements
• Proficiency in Python with working knowledge of Polars, Pandas, NumPy, and the PyData ecosystem
• Deep familiarity with Apache Arrow and columnar data formats for cross-language interoperability
• Strong understanding of network programming, Linux OS internals, and systems optimization
• Experience consuming real-time market data feeds and integrating with shared execution platforms
• Solid understanding of data structures, algorithms, and concurrent/multithreaded programming
• Proficiency with Git, CI/CD, unit testing, and software engineering best practices
• Experience with AI-assisted coding tools (Cursor, Claude Code, Copilot) and willingness to integrate them into daily workflow

Preferred Skills / Experience

• Experience building trading systems in a systematic equities or quant trading environment
• Familiarity with low-latency optimization techniques: cache-friendly data structures, SIMD, memory-mapped I/O
• Experience with Rust for performance-critical systems development
• Knowledge of equity market microstructure, order types, and execution algorithms
• Experience with kdb+/q for time-series data
• Experience with DuckDB, Arrow Flight, or similar analytical database technologies
• Familiarity with cloud infrastructure (AWS) and containerized deployments

Pay

The estimated base salary range for this position is $150,000 to $200,000, which is specific to New York and may change in the future.