Quantitative Developer (USA)

Responsibilities

• Build and maintain the analytics platform supporting volatility strategies, futures, or equities including infrastructure and other datasets used by researchers and traders
• Productionize quantitative research models and integrate them into backtesting and live trading systems
• Design and implement scalable storage and processing systems for equities, futures, options, and other market and risk data
• Develop and enhance backtesting infrastructure to support complex research workflows and large-scale simulations
• Build and maintain risk, PnL, and portfolio analytics systems used for monitoring and evaluating trading strategies
• Develop GUIs, visualization tools, and developer-facing applications that improve researcher and trader productivity
• Optimize system performance, scalability, and reliability across data, analytics, and research infrastructure
• Collaborate closely with quantitative researchers and portfolio managers to translate research ideas across volatility strategies, futures or equities teams into robust, production-grade solutions

Requirements

• BS/MS/PhD degree in a STEM field
• Strong, demonstrable C++ engineering skills — this is the most important requirement for the role
• Solid finance and options asset-class expertise; a genuine understanding of the options domain is strongly preferred
• Experience working with options market data, including how it is best stored and structured for performance
• Familiarity with implied volatility surfaces and a strong understanding of options pricing
• Experience building or substantially improving backtesting infrastructure
• Strong problem-solving skills with an ability to work effectively both independently and as part of a team