Quantitative Developer
Radley James
Systematic Hedge fund looking to hire a Quantitative Developer to help build the technology and research platforms that power systematic trading strategies. New build out in Austin. This is an opportunity to work at the intersection of software engineering and quantitative research, developing high-performance systems used across the full trading lifecycle. You'll collaborate closely with researchers and traders to build scalable tools and infrastructure that directly impact live trading. Typical projects include: Developing research and simulation frameworks for quantitative strategies Designing execution platforms and tooling for fast predictive models Creating scalable cloud-based infrastructure for research and backtesting Supporting the rollout of new asset classes and trading capabilities The environment combines Python and C++ across both on-premises and cloud infrastructure, with a strong focus on performance, scalability and clean engineering. We're looking for engineers with: Strong software engineering skills in Python and/or C++ Experience building distributed, scalable or performance-critical systems An interest in quantitative finance, data-intensive applications or algorithmic trading A degree in Computer Science, Mathematics, Engineering or a related technical discipline A collaborative mindset and a passion for solving complex technical problems #J-18808-Ljbffr
Vacancy posted 2 days ago
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