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C++ Quantitative Developer in a prominent prop-trading house

A prominent prop-trading house is seeking a Quantitative Developer/Engineer with 3+ years of experience on the buy side.  The company’s business is blended between HFT and MFT, with a collaborative culture and outstandingly talented researchers – full of former Math & Informatics Olympiad, ICPC winners, and Kaggle grandmasters.

The main requirement is to have previous experience on the buy-side with any asset class, but equities or futures experience would be a big plus. You will work closely with a team of quant researchers and ML/AI scientists and facilitate the implementation and enhancement of their trading strategies.


  • BSc/MSc/PhD in computer science, electrical engineering, or a related field
  • C++ experience is required, and daily use is preferred. Python is a plus.
  • 3+ years’ experience in the buy-side firm (hedge funds, asset managers, investment banks, prop trading funds, market makers)
  • Developed trading systems infrastructure implementation of HFT/MFT trading strategies and designing low latency systems
  • Linux and HPC experience are a big plus but not a prerequisite.
  • CQF a bonus.  

Compensation range: $500-750k (total comp)


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