Quantitative Developer (Systematic Market Making)

TL;DR

Quantitative Developer (C++/Java): Design, build, and maintain high-performance trading strategies for internal and external clients with an accent on market structure and algo customization. Focus on implementing trading algorithms for US markets, optimizing strategy performance, and developing low-latency infrastructure.

Location: New York, NY, United States

Salary: $150,000 - $250,000

Company

A leading global investment banking, securities, and investment management firm founded in 1869.

What you will do

• Design, build, and maintain high-performance, adaptive trading strategies for diverse clients.
• Monitor daily trading performance and build algorithm customizations based on specific client needs.
• Implement ongoing changes based on market structure, regulations, and exchange service offerings.
• Collaborate with traders, sales, clients, and compliance officers to define and explain feature requests.

Requirements

• Advanced degree in Computer Science, Financial Technology, or a relevant technical field.
• 5+ years of relevant work experience.
• Proficiency in Java or C++.
• Extensive experience designing and implementing algorithms for US trading.
• Experience in data-driven trading strategy performance analysis and optimizations.
• Must be located in New York, NY.

Nice to have

• Experience building back testing for trading strategies.
• Experience with low latency trading strategy development.
• Experience supporting clients directly.

Culture & Benefits

• Competitive and comprehensive benefits and wellness offerings for US employees.
• Commitment to diversity, inclusion, and equal opportunity in the workplace.
• Access to professional training, development opportunities, and firmwide networks.
• Personal finance offerings and mindfulness programs.