full-time
Quantitative Developer
Venture Search
- Employer
- Venture Search
- Location
- Chicago
- Working pattern
- on-site
About the role
Build and maintain research pipelines and tools for data sampling, quantitative analysis, simulation, backtesting, and post-trade analysis. Integrate systematic strategies into production platforms and develop and optimize low-latency execution systems across equities, derivatives, and digital assets. Requires at least three years of relevant experience with systematic HFT or MFT strategies, including backtesting and execution, and a strong understanding of futures market microstructure, order types, and execution venues, particularly CME. Candidates should be proficient in C++ and Python and have strong mathematical, statistical, or computer science foundations; experience with statistical modeling, signal processing, or machine learning is advantageous.