Quantitative Developer, C++ I Low-Latency Systems

Quantitative Developer, C++ I Low-Latency Systems

Please direct all resume submissions to [email protected] and reference REQ-29606 in the subject.

Overview 
We are seeking a highly skilled C++ developer to architect, build, and maintain the core signal computation and alpha Infrastructure for a newly formed systematic equities pod. You will own the hot path - real-time feature computation, signal generation, and Integration with the firm's shared execution and market data platforms - and play a foundational role in shaping the technology stack from day one.

This is a hands-on role at the intersection of systems engineering and quantitative research. You will work directly with the Portfolio Manager and quantitative researchers to translate alpha signals into production-ready, high-performance trading systems.

Principal Responsibilities

•    Design and build the core C++ signal engine: real-time feature computation, alpha signal generation, position tracking, and risk monitoring
•    Architect the data bridge between the C++ hot path and the Python/Polars research layer
•    Implement and optimize real-time alpha signal publication from the research pipeline into the firm's shared execution infrastructure
•    Integrate with the firm's central market data feeds and execution platforms
•    Develop real-time risk checks, position monitoring, logging, and alerting infrastructure
•    Optimize system performance: latency profiling, lock-free data structures, memory management, and network tuning
•    Collaborate closely with quantitative researchers to understand strategy requirements and translate prototypes (Python) into production-grade C++ code
•    Leverage Al-assisted development tools (Cursor, Claude Code) to accelerate
development velocity while maintaining code quality
•    Build and maintain backtesting and exchange simulation infrastructure for strategy validation

Required Skills / Qualifications

•    Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative field
•    3+ years of hands-on experience developing high-performance C++ server-side applications in Linux
•    Strong understanding of real-time and event-driven architectures with tight latency requirements

•  Proficiency in Python with working knowledge of Polars, Pandas, NumPy, and the PyData ecosystem

•  Deep familiarity with Apache Arrow and columnar data formats for cross-language interoperability

•  Strong understanding of network programming, Linux OS internals, and systems optimization

•  Experience consuming real-time market data feeds and integrating with shared execution platforms

•  Solid understanding of data structures, algorithms, and concurrent/multithreaded programming

•  Proficiency with Git, CI/CD, unit testing, and software engineering best practices.

•  Experience with AI-assisted coding tools (Cursor, Claude Code, Copilot) and willingness to integrate them into daily workflow

Preferred Skills / Experience

•  Experience building trading systems in a systematic equities or quant trading environment

•  Familiarity with low-latency optimization techniques: cache-friendly data structures, SIMD, memory-mapped I/O

•  Experience with Rust for performance-critical systems development

•  Experience with kdb+/q for time-series data

•  Knowledge of equity market microstructure, order types, and execution algorithms

•  Experience with DuckDB, Arrow Flight, or similar analytical database technologies

•  Familiarity with cloud infrastructure (AWS) and containerized deployments