नौकरी का विवरण

About The Role

A San Francisco-based proprietary trading firm is broadening its quantitative team with a full-time remote position available throughout the United States. The role involves creating reliable research platforms, market data infrastructure, and trading technologies within the firm's quantitative engineering group.

This position is suited for early-career professionals driven by software engineering, performance optimization, market data systems, distributed computing, and quantitative finance. The job merges quantitative development with engineering in Python and C++, focusing on market data, low-latency operations, and algorithmic trading frameworks. You will collaborate closely with experienced traders, researchers, and engineers to learn the design, validation, and deployment of modern trading strategies and systems.

The team is compact, technically focused, and cooperative, giving direct interaction with seasoned traders, researchers, engineers, premium market data, and cutting-edge research tools.

Responsibilities

Develop software solutions supporting quantitative research, market data handling, simulations, and trading workflows.
Enhance system stability, efficiency, thorough testing, and operational transparency.
Work alongside researchers and traders to convert ideas into reliable tools.
Design and sustain high-capacity data pipelines, APIs, and services tailored for time-sensitive financial applications.
Analyze latency, memory usage, reliability, and performance metrics across critical research and trading software.
Create comprehensive tests, engage in code reviews, and elevate engineering practices within the codebase.
Diagnose production issues and build monitoring tools that simplify failure detection and problem analysis.
Collaborate closely with traders and researchers to translate quantitative concepts into dependable solutions.

Qualifications

Entry-level applicants from any academic discipline with practical experience in software engineering.
Relevant programming skills acquired via technology companies, startups, research projects, personal endeavors, or similar experiences.
Interest in transitioning into quantitative development; previous quant or financial experience is not mandatory.
Open to candidates from diverse fields including technology, consulting, science, operations, or alternative careers.
Demonstrated analytical thinking and learning capability through professional, academic, or personal experience.
Strong grounding in computer science fundamentals such as data structures, algorithms, testing, and system design.
Proficiency in Python, C++, Java, Rust, Go, or any comparable production-level programming language.
Ability to consider performance, reliability, concurrency, and trade-offs related to system operations.
Experience producing significant software through coursework, internships, open-source contributions, or personal projects.
Interest in financial markets is advantageous but not essential.
Welcomes applicants from all academic backgrounds.
No prior experience needed in quantitative finance, trading, or investment sectors.
Meticulous attention to detail, strong intellectual curiosity, and commitment to ongoing improvement.
Excellent teamwork and communication abilities.

Ideal Candidate

We seek a practical developer who prioritizes accuracy, efficiency, and maintainability. You thrive on understanding system behavior under load, enjoy working with demanding technical stakeholders, and take responsibility from initial design through to testing and production maintenance.

Benefits

Hands-on involvement in quantitative systems, market data infrastructure, research platforms, performance engineering, and production reliability.
Mentorship from experienced professionals in quantitative trading, research, and engineering fields.
Access to live market data, authentic financial datasets, and exposure to the complete cycle from ideation to implementation.
A collaborative and high-achieving environment that fosters curiosity, discipline, and continuous learning.
Rapid advancement opportunities based on ownership, measurable outcomes, and performance.
Competitive salary and benefits package proportional to the employer and candidate's location.

Entry-Level Quantitative Developer