Quantitative Developer (C++/Python)

About the role

Build and support research tools and pipelines for data sampling, quantitative analysis, simulation, backtesting, and post-trade analysis. Integrate systematic strategies into production and develop and maintain low-latency execution systems across equities, derivatives, and digital assets. Requires at least three years of experience with systematic strategies, market microstructure, order types, and futures execution venues, particularly CME, along with a track record in systematic HFT or MFT strategies. Candidates should be proficient in C++ and Python and have strong mathematical, statistical, or computer science foundations; expertise in statistical modeling, signal processing, or machine learning is a plus.