Research Engineer (Quantitative Finance)

Location: Chicago, United States

Salary: $175,000–$225,000 annual base salary, plus an annual discretionary bonus

Company

hirify.global is a diversified trading firm using proprietary capital, technology, and systematic strategies across global financial markets and alternative investment areas.

What you will do

• Implement research studies, simulate trading strategies, and develop algorithms for financial markets.
• Design trading strategy simulation software optimized for distributed computation.
• Build software for large-scale data acquisition, storage, accessibility, and visualization.
• Create user interfaces for data exploration and post-trade analysis.
• Accelerate the transition from strategy prototypes to production deployments.
• Evaluate new technologies and improve the technology stack.

Requirements

• Bachelor’s degree in Computer Science, Computer Engineering, or a related field.
• Excellent software development skills in modern C++ and Python.
• Strong understanding of object-oriented design, data structures, and algorithms.
• Strong understanding of quantitative finance mathematics.
• Understanding of computer systems, including hardware, operating systems, memory, and networks.
• Experience with multithreaded applications and algorithmic programming in a fast-paced environment.

Culture & Benefits

• Work alongside technologists, quantitative researchers, and traders on a systematic trading team.
• Receive mentorship from experienced engineers, training, and continuing education opportunities.
• Gain immediate responsibility and contribute across the technology stack.
• Benefits include medical, pharmacy, dental, and vision insurance; 401(k) with discretionary employer match; disability and life insurance; HSA; and FSA.