C++ Quantitative Developer (Trading Strategies)

Location: New York, New York

Annual base pay: $175,000–$225,000 plus discretionary bonus and benefits.

Company

hirify.global is a quantitative trading firm that develops and deploys systematic trading strategies across listed financial products, with a focus on derivatives.

What you will do

• Enhance alpha generation and improve strategy research infrastructure.
• Analyze tens of petabytes of tick-level market data, strategy decisions, fundamentals, and related datasets.
• Study market dynamics and identify new trading signals.
• Iterate with quants and traders to refine and evolve trading strategies.
• Implement strategy ideas in production through rapid development cycles.

Requirements

• 3+ years of industry experience developing performance-sensitive code in C++.
• Expertise in C++.
• Experience with distributed systems and microservice architecture.
• Strong numerical programming or high-performance computing experience.
• Bachelor’s degree in Computer Science, Mathematics, or a closely related discipline.
• Advanced degrees such as an MS or PhD are preferred.

Nice to have

• Experience with C# or Python.
• Experience leading a team or driving architecture decisions.

Culture & Benefits

• Collaborative environment bringing together researchers, engineers, and traders.
• Scientific and quantitative approach to trading and technology.
• Discretionary bonus and benefits included with the compensation package.
• Opportunity to work with large-scale datasets and complex systematic trading problems.