Senior Quantitative Developer

About the role

We are seeking a Senior Quantitative Developer to join the team building a core, ultra-low-latency trading system. You will work on the pricing and order-handling logic that drives trading economics at scale. This is a hands-on engineering role embedded within a high-performance, deterministic trading system, working closely with traders, risk, and quant researchers to translate trading logic into production-grade, low-latency code.

Responsibilities

• Design and implement pricing and order-handling logic within a low-latency, deterministic trading engine
• Work on order-lifecycle mechanics specific to trading economics
• Partner with quant researchers and trading desks to translate models and trading strategies into deterministic, testable production code
• Optimize critical-path logic to meet strict end-to-end latency targets
• Participate in system design discussions around state persistence and failover/recovery for a clustered, stateful engine
• Write comprehensive automated tests (unit and behavior-driven) to validate correctness of pricing and trading logic under a wide range of market scenarios
• Participate in code review, on-call rotation, and incident response for a production trading system
• Contribute to capacity planning and performance tuning as trading volumes grow

Requirements

• 6+ years of professional software development experience, including significant time in a senior or lead capacity
• Strong background in quantitative or financial domains—pricing models, market microstructure, order matching, or trading systems
• Proven experience building and maintaining low-latency, high-throughput production systems
• Deep understanding of concurrency, memory management, and performance optimization in a JVM-based language
• Experience designing for determinism and reproducibility in systems where correctness and auditability are critical
• Solid grounding in numerical precision and decimal/fixed-point arithmetic, particularly relevant to financial calculations
• Proficiency in quantitative data analysis using data frames or similar tabular tooling (e.g., pandas, Polars, R) for exploring, validating, and back-testing trading logic against historical data
• Strong testing discipline, including behavior-driven or scenario-based testing approaches for complex business logic
• Excellent written and verbal communication skills; ability to work directly with traders, risk managers, and quant researchers to clarify requirements
• Experience with distributed systems concepts—consensus/clustering, state replication, and failover
• Bachelor's degree in Computer Science, Mathematics, Engineering, Finance, or a related quantitative field (or equivalent practical experience)

Qualifications

• Direct experience working on or adjacent to a broker-dealer, exchange, ATS, or other regulated trading venue (nice to have)
• Familiarity with market data feeds, quote handling, and reference pricing sources (nice to have)
• Experience with FIX protocol or other trading-industry messaging protocols (nice to have)
• Experience with event-sourced or snapshot-based state persistence and schema/data migration strategies (nice to have)
• Background in capital markets regulatory concepts (best execution, trade reporting, price improvement obligations) (nice to have)
• Experience with streaming/event-driven architectures (e.g., Kafka) in a trading or financial context (nice to have)
• Familiarity with container/deployment tooling in regulated, latency-sensitive production environments (nice to have)
• Advanced degree (MS/PhD) in a quantitative discipline (nice to have)
• Prior experience with proprietary or in-house trading platforms/frameworks (nice to have)
• Contributions to open-source performance-critical or financial-systems projects (nice to have)

Benefits

• Competitive compensation
• Equity