full-time
C++ Quantitative Developer
Point One - Hedge Fund Talent
- Employer
- Point One - Hedge Fund Talent
- Location
- New York
- Working pattern
- on-site
About the role
Design and optimize high-performance C++ trading infrastructure for real-time signal generation, position tracking, risk monitoring, and integration with market data and execution platforms. Collaborate with quantitative researchers to productionize Python research, build backtesting and simulation systems, and improve the reliability and performance of the team's technology. Requires at least three years of experience developing high-performance C++ server-side applications on Linux, along with Python proficiency and experience with real-time architectures, networking, concurrency, and systems optimization. Candidates should have at least one year of finance experience and a bachelor's or master's degree in a quantitative or technical discipline; systematic equities or quantitative trading experience is advantageous.