Quantitative Developer

A leading high frequency trading firm is looking for a Senior Software Engineer on a greenfield initiative. They have a track record of innovation, the firm is known for discovering unique market opportunities through technology-driven research and execution. They are building out a new Mid Frequency Trading (MFT) platform from scratch and has recently hired the Head of MFT from another notable hedge fund. They are looking for the 2nd hire in this initiative who will partner with the Lead Developer and continue the build out. This role gives you full ownership to architect and implement the core components of a brand-new mid-frequency platform. You’ll collaborate directly with quants and researchers, translating ideas into production-grade systems that run at scale and deliver real PnL impact. This is a rare greenfield engineering opportunity inside one of the world’s most respected quantitative trading firms—where technology isn’t an afterthought, but the engine of performance. The organization is home to some of the world’s top systematic trading and engineering talent. You’ll work at the intersection of high-performance system, build research platform and framework that can power their ML driven research strategies. Engineers thrive in this environment while developing world-class electronic trading infrastructure. Employees work in a stimulating, results-oriented environment where highly motivated colleagues collaborate and push one another to reach their full potential. Responsibilities Own and maintain a high-performance computational platform used by quantitative researchers for both research and live trading Aggregate trading teams’ requirements to design modular, scalable solutions that integrate into a shared platform Support trading teams as they onboard and integrate with the platform Ensure strict performance and latency standards are maintained as the platform evolves Requirements Bachelor’s or Master’s degree in Computer Science, Mathematics, or a related STEM field. At least 4 years of experience designing robust distributed systems, with a passion for reliability and high availability at scale Strong CS fundamentals: algorithms, data structures, concurrency, networking, and performance profiling. Experience with real‑time and/or historical market data, or other high volume time series data. Familiarity with SQL and at least one columnar/time‑series store (e.g., kdb+, ClickHouse, InfluxDB, Parquet/Arrow). Previous experience working in finance Experience with Rust is a plus! Benefits Generous paid time off Savings plans and financial wellness tools (region‑specific) Hybrid working opportunities Free daily breakfast, lunch, and snacks In‑office wellness experiences and reimbursement for select wellness expenses (e.g., gym, personal training) Company-sponsored sports teams and fitness events Volunteer opportunities and charitable giving programs Social events, happy hours, celebrations, and team gatherings Ongoing workshops and continuous learning opportunities The firm offers a collaborative, inclusive workplace that values impact over hierarchy and substance over ego—bringing together great people to do great work. The culture emphasizes both high performance and enjoyment at work, fostering collaboration among smart, driven people in a low‑ego environment. Open workspaces, a casual dress code, and well‑stocked kitchens reflect a commitment to respect, teamwork, and idea‑driven decision‑making. #J-18808-Ljbffr Long Ridge Partners