Quantitative Developer

Work within a early stage high-performance MM platform in New York building next-gen trading infrastructure across all assets classes (aside crypto). Note the venture is backed by major prop trading firm. We are looking for a Quantitative Developer to sit directly with traders and researchers, owning systems that are live, latency-critical, and directly tied to PnL.

You’ll be designing and optimizing low-latency infrastructure from execution engines and market data pipelines to performance tuning, throughput optimization, and system reliability in production. Looking for: strong C++/Python, solid systems fundamentals, and interest (or experience) in low-latency / trading environments. About the Role: You’ll be building and optimizing low-latency trading infrastructure that sits directly on the critical path of execution.

This includes designing high-performance execution systems, developing and maintaining market data pipelines, and continuously improving latency, throughput, and reliability in production. You’ll work closely with traders and researchers to take strategies from idea to live deployment, ensuring they run efficiently at scale. The role involves deep performance tuning (CPU, memory, networking), system architecture decisions, and solving real-time engineering challenges where microseconds matter. #J-18808-Ljbffr