Quantitative Developer
Albert Bow · New York, New York, United States
FULL TIME
Job Description
We’re looking for a Quantitative Developer to build and scale the analytics and infrastructure supporting quantitative research, portfolio construction, risk management, and systematic trading across multiple asset classes.
Ready to apply Before you do, make sure to read all the details pertaining to this job in the description below.
This is a highly technical role combining C++ software engineering, quantitative finance, market data, and trading infrastructure.
What you’ll be doing:
Build and maintain analytics platforms supporting equities, futures, options, ETFs, and other instrumentsProductionize quantitative research models for backtesting and live tradingDesign scalable systems for large-scale market and risk dataBuild and improve backtesting and simulation infrastructureDevelop risk, P&L, and portfolio analyticsBuild tools, GUIs, and applications for quantitative researchers and tradersOptimize performance, scalability, and reliabilityWork directly with quantitative researchers and portfolio managers to turn research ideas into production systems
Key requirements:
Strong, demonstrable C++ engineering skillsSolid understanding of financial markets and optionsExperience working with options market xzbcwsv dataUnderstanding of implied volatility surfaces and options pricingExperience building or significantly improving backtesting infrastructureStrong problem-solving and software engineering skillsSTEM degree: BS/MS/PhD
Strong fit: C++ developers with experience in quant trading, options, market data, backtesting, trading systems, or quantitative research infrastructure.
Ready to apply Before you do, make sure to read all the details pertaining to this job in the description below.
This is a highly technical role combining C++ software engineering, quantitative finance, market data, and trading infrastructure.
What you’ll be doing:
Build and maintain analytics platforms supporting equities, futures, options, ETFs, and other instrumentsProductionize quantitative research models for backtesting and live tradingDesign scalable systems for large-scale market and risk dataBuild and improve backtesting and simulation infrastructureDevelop risk, P&L, and portfolio analyticsBuild tools, GUIs, and applications for quantitative researchers and tradersOptimize performance, scalability, and reliabilityWork directly with quantitative researchers and portfolio managers to turn research ideas into production systems
Key requirements:
Strong, demonstrable C++ engineering skillsSolid understanding of financial markets and optionsExperience working with options market xzbcwsv dataUnderstanding of implied volatility surfaces and options pricingExperience building or significantly improving backtesting infrastructureStrong problem-solving and software engineering skillsSTEM degree: BS/MS/PhD
Strong fit: C++ developers with experience in quant trading, options, market data, backtesting, trading systems, or quantitative research infrastructure.
Details
| Company | Albert Bow |
| Location | New York, New York, United States |
| Type | FULL TIME |
| Niche | general |