3 дня назад
Quantitative Engineer (Fintech)
150 000 - 185 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Engineer (Fintech): Building low-latency, high-reliability trading, risk, and analytics systems for fintech applications with an accent on translating mathematical models into production-quality software, market data, and performance optimization. Focus on implementing FIX protocol systems, designing concurrent high-throughput services, and ensuring accuracy, reliability, and operational performance in production.
Location: 100% remote within the United States
Salary: $150,000–$185,000 annually
Company
is a technology consulting and software development company delivering cloud, AI, data, enterprise, and fintech solutions across the United States.
What you will do
- Build low-latency, high-reliability trading, risk, and analytics systems for fintech applications.
- Translate mathematical models into production-quality software in partnership with quants and traders.
- Develop market data systems and FIX protocol implementations.
- Design and optimize high-throughput systems using concurrency and high-performance computing patterns.
- Collaborate with product, design, engineering, operations, and business stakeholders to turn ambiguous requirements into reliable solutions.
- Contribute through code and design reviews and mentor more junior engineers.
Requirements
- Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative discipline.
- 6+ years of software engineering experience, including significant fintech experience.
- Strong programming skills in C++, Java, or Python, preferably in more than one language.
- Knowledge of financial markets, instruments, quantitative methods, risk management, and P&L attribution.
- Experience with low-latency, high-throughput systems, market data, FIX protocol, debugging, profiling, and performance tuning.
- Must be authorized to work in the United States as a U.S. citizen, Green Card holder, EAD holder, or H-1B transfer candidate; new H-1B sponsorship is unavailable.
Nice to have
- Experience with QuantLib or other derivatives pricing libraries.
- Familiarity with kdb+/q or similar columnar tick databases.
- Exposure to GPU-accelerated pricing or risk computation.
- Experience with cloud-native fintech architectures.
- Advanced degree in a quantitative discipline.
Culture & Benefits
- Full-time direct W-2 employment.
- Established organization with career growth opportunities.
- Collaborative work across technical, product, operations, and business functions.
- Equal employment opportunity and a workplace free from harassment and discrimination.
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