Quantitative Developer - Equities Research Engineering

About the role

Build and maintain the equities research stack, including tick-level backtesting, market data storage and replay, order book reconstruction, production reconciliation, and parameter optimization tools. Develop data and feature pipelines and visualization tools while working closely with researchers to help move intraday strategies from research into live trading. The role requires strong C++ engineering skills, including attention to memory layout, cache behavior, and performance measurement, along with experience in concurrency and Linux. Candidates should have sufficient statistical knowledge to work with research models and an interest in tick-level equity markets; experience with simulators, market data systems, or research-to-production tooling is advantageous.