Quantitative Developer

Quantitative Developer (C++) | Prop Trading Firm | New York, NYAbout the RoleWe’re hiring Quantitative Developers to join our Research team. This role blurs the lines between research and development and lets you contribute on both fronts. The team is collaborative and data-focused: it generates investment ideas, translates them into trading signals, back-tests those signals, and builds return, risk, and cost forecasts that inform trading decisions. The team values a supportive, professional culture built on initiative and strong work ethic.The quantitative development function within Research builds the high-performance C++ libraries, simulation engines, and APIs that let the broader team generate, test, and deploy investment ideas faster.In this role, you’ll contribute to a next-generation research platform built on modern C++, distributed computing, and cloud technologies, working on core components where performance directly shapes how quickly the team can iterate.What You’ll DoScope will expand as your skills and experience grow. Depending on your strengths, your day-to-day may include:Designing, writing, and maintaining modern C++ (17/20) code that powers research and production workflowsBuilding and optimizing core components of the research stack, including back-testing and simulation engines, signal libraries, and numerical toolkitsProfiling and tuning performance-critical code for latency, throughput, and memory efficiency (cache behavior, vectorization, multithreading)Exposing C++ libraries to researchers through clean APIs and Python bindings (e.g. pybind11)Running exploratory statistical analysis on large, complex datasets from structured and unstructured sourcesEvaluating new libraries, compilers, and tooling through proof-of-concept workPartnering with engineers to design high-volume data feeds from third-party vendorsWhat We’re Looking ForA degree in computer science with a quantitative focus (math, finance, etc.), or a quantitative degree with a strong computer science component2+ years of relevant work experienceA track record of strong academic or professional performanceSolid analytical and problem-solving abilitiesHands-on experience writing production-quality C++ for a data-driven or performance-sensitive business, ideally in trading or investment managementAdvanced C++ skills, including templates, the STL, move semantics, and memory managementExperience with multithreading, concurrency, and performance profiling on LinuxStrong grasp of object-oriented and generic programming, data structures, and numerical algorithmsWorking knowledge of probability and statistics, including regression and time-series methodsFamiliarity with Python is a plus, particularly for prototyping and integrating with research toolingA curious mindset and openness to learning new toolsInterest in financial markets (no prior experience required)Strong communication skills, including the ability to explain technical tradeoffs to researchersHigh energy and a strong sense of ownershipKeywords: C++, C++17, C++20, Modern C++, STL, Templates, Generic Programming, Multithreading, Concurrency, Low Latency, High-Performance Computing, Performance Optimization, Profiling, SIMD, Vectorization, Memory Management, Linux, Unix, CMake, GCC, Clang, pybind11, Python, Quantitative Development, Research, Investment Research, Trading Signals, Back-Testing, Simulation Engines, Risk Forecasting, Statistical Analysis, Numerical Algorithms, Probability, Statistics, Linear Regression, Time-Series Analysis, Object-Oriented Programming, Data Structures, Distributed Computing, Kafka, SQL, Unit Testing, Google Test, Continuous Integration, Containerization, Cloud Computing, API Development, Software Engineering, Financial Markets, Investment Management, Big Data