C++ Quantitative Developer/Research Engineer: Proprietary Trading (Miami)

Job Description

A global leading proprietary trading firm is looking to hire a Quantitative Developer to join a low-latency team trading futures at high frequencies. Working with quantitative researchers, you will own the production of strategic trading algorithms with the of goal alpha generation. From hypothesis to deployment, you will be responsible for building back-testing and simulation environments where performance is measured in nanoseconds and results are visible immediately.

Partner directly with quantitative researchers to design, back-test, and deployment of high-frequency futures strategies.
You will investigate market microstructure at the finest level of granularity – how orders arrive, queue, and move prices – and translate that understanding into optimized, production-grade C++.
You will build and maintain the simulation, data pipeline, and research infrastructure that lets ideas get tested and iterated at speed.
You have expert-level C++ and a proven track record building high-performance software, with deep understanding of memory, caches, concurrency, and profiling. Professional grade C++ is mandatory.
You have worked at a trading firm, exchange, or similarly latency-obsessed environment – or you are an exceptional systems engineer with a demonstrated and genuine interest in markets.
The interview tests for it early.

Pre-Application
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