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Entry-Level Quantitative Developer (Python/C++)

Формат работы
remote (только USA)
Тип работы
fulltime
Грейд
junior
Английский
b2
Страна
US
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Entry-Level Quantitative Developer (Python/C++): Building research platforms, market-data systems, APIs, data pipelines, and trading technology for quantitative finance with an accent on performance, reliability, distributed systems, and low-latency engineering. Focus on profiling latency and memory use, designing dependable simulation and trading services, and translating quantitative ideas into tested production tools.

Location: Remote within the United States

Company

Proprietary trading firm expanding its quantitative engineering team and building research platforms, market-data systems, and trading technology.

What you will do

  • Build software for quantitative research, market data, simulation, and trading workflows.
  • Design and maintain high-throughput data pipelines, APIs, and services for time-sensitive financial systems.
  • Improve reliability, performance, testing, monitoring, and operational visibility.
  • Profile latency, memory use, concurrency, and performance across research and trading applications.
  • Collaborate with traders and quantitative researchers to turn ideas into dependable tools.
  • Troubleshoot production issues, participate in code reviews, and improve engineering standards.

Requirements

  • Must be based in the United States for this remote role.
  • Early-career software engineering experience from professional work, internships, coursework, open-source projects, research, or personal projects.
  • Strong computer science fundamentals, including data structures, algorithms, testing, and systems design.
  • Proficiency in Python, C++, Java, Rust, Go, or another production programming language.
  • Ability to reason about performance, reliability, concurrency, and operational trade-offs.
  • Strong attention to detail, analytical judgment, communication, teamwork, and willingness to learn; prior quantitative finance experience is not required.

Culture & Benefits

  • Hands-on development across quantitative systems, market data, research platforms, performance engineering, and production reliability.
  • Mentorship from experienced quantitative traders, researchers, engineers, and technologists.
  • Exposure to live markets, real financial datasets, and the path from idea to implementation.
  • Small, technical, collaborative environment focused on curiosity, discipline, and continuous learning.
  • Growth opportunities based on performance, ownership, and measurable impact.
  • Competitive compensation and a benefits package aligned with the employer and location.

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