Summary

This quantitative developer role builds low-latency and machine-learning infrastructure for systematic trading. It focuses on c++, python, market data, model serving, and production trading systems.

Responsibilities

• Design market-data and backtesting components
• Develop low-latency c++ trading services
• Build scalable historical data pipelines
• Optimize critical paths for deterministic performance
• Productionize machine-learning models and workflows
• Support live systems with researchers