A growing quantitative hedge fund is looking for a strong C# developer. The position will be responsible for day to day interface with the trading desks and the continued development of the firm’s proprietary order management, trading and research technology systems. This developer will be spending half of their time maintaining the trading desk applications, add new features and providing application support for the traders. We have order management, execution management and market data feeds to support the Futures and FX trading. For the balance of the time, this developer will working to add equities infrastructure. C# on Windows is the primary technology stack, knowledge of Java is a plus.more →
Our group focus on identifying singlas in the market and devloping strategies to capture the opportunities those signals represent.more →
Mid-town Hedge Fund is looking for a Risk Manager mid level exp (5-10 years but open to more) in equity vol. This would be working for the CIO and Co-Founder.more →
A small and very successful quantitative fund in NYC is looking to hire a data scientist / signal researcher to join its collaborative team. The researcher will design and develop code to analyze high frequency market data and other big datasets, implement algorithms to generate and test potential trade signals and integrate the results into their production environment.
This is an exceptional opportunity to take on more responsibility while gaining exposure to the quantitative investment process and growing with the firm. Must be eligible to work in the United States.more →
Our client, a stat arb trading firm is growing. They are looking to add a Java developer to an existing 3 person team.
This is great opportunity to learn from experienced developers the trading and algo execution side of the business. In this firm, your Java expertise will grow both in the variety of tasks and to a depth that will benefit your career.
Mid-town systematic trading firm is looking for a low latency C++ programmer to work in close collaboration with traders on development of trading infrastructure and strategies.more →
Our client, a profitable and growing prop trading firm is looking to add a Java developer to handle platform expansion.
This Java developer will join a team of three senior developers.
This developer will have no more than 1 to 2 years of solid Java 7/8 experience.
That experience could be from either a non-financial or a non-trading firm; providing a great opportunity to break into the financial industry.more →
This trading position requires an individual with strong analytical, Python or comparable programming skills, along with trading intuition, to work in a fast-paced hybrid trading environment.
Excellent communication skills are required to work with counterparties.
The candidate should have 1 to 3 years of experience working in the financial industry and should have some market-related experience in either a trading role.
Prior fixed income experience is a plus.
The individual will be working side-by-side with researchers, developers, and other members of the trading desk to manage our existing business and build out our capabilities in other fixed income products and asset classes.more →
Our client has a ground floor opportunity for a Senior Java Developer to become a key contributor and work side by side with a talented team of Machine Learning quantitative strategists, and traders on cutting-edge technology and sophisticated quantitative strategies. The role will entail writing core Java code to build out the research and trading platforms.more →
Our client is looking for a motivated developer with strong technical skills to join our development team in Chicago. The candidate will be tasked with expanding our platform to support new products and techniques, analyzing and implementing new trading models, and building out key pieces of infrastructure to support new and existing lines of business.
We are a global investment management firm that utilizes a diversified portfolio of systematic and quantitative strategies across financial markets that seeks to achieve high quality, uncorrelated returns for our clients. We have deep expertise in trading, technology and operations and attribute our success to rigorous scientific research. As a technology and data-driven firm, we design and build our own cutting-edge systems, from high performance trading platforms to large scale data analysis and compute farms. With main investment offices in New York, London and Singapore, we emphasize true, global collaboration by aligning our investment, technology and operations teams functionally around the world.more →
Our client is looking for an exceptional KDB+/q developer to join their automated market-making data team. The AMM data strategist will help manage the loading and maintenance of our multi-terabyte KDB+/q research database of option and equity market data and analytics. The successful candidate will look at ways to continually optimize our data and research platform through software and hardware improvements, and will work with quants and traders to understand business requirements and deliver solutions.
Our client is looking for truly exceptional talent to join their automated market-making team. This team provides continuous electronic markets for half a million options on numerous exchanges using a team of software developers, traders, quants, and system administrators.
The equity derivatives strategist will sit on the trading desk, and be responsible on a daily basis of:
(1) the development of market intelligence around US options trading
(2) trading algorithm development for client flow execution/auto-quoting, and execution strategies optimization
(3) trading analytics ( execution analysis including TCA ) and reporting.
We are seeking senior Quantitative International, Fixed Income and Equities ETF Traders and Market Makers to join a team with the ability to use their experience and knowledge gained in a similar environment to help drive continued growth in our client’s proprietary trading and market making (both on-exchange and client flow) businesses.more →
We are working with a new hedge fund in NYC that is looking for a variety of PMs to build out different businesses from the ground level. This is a multi-strategy fund that will consider any high return strategy including but not limited to: Stat Arb, Vol Arb, Merger Arb, Equity Derivs, ETFs, Fixed Income and Futures. They have 1bb in AUM. Unlike most hedge funds, they can pay very competitive %s north of 15% and can guarantee first year's comp. If you have a high capital return/low risk strategy, this is the place for you.more →
The Front Office Technology team is looking for a motivated financial developer interested in joining a team to create world class solutions for the company’s traders and risk group. This is an outstanding opportunity to join a team that is creating a leading edge platform to support trader tools, risk analysis, and market research.
Our technology stack: SQL Server / RESTful services written in Java using Spring-boot / Analytics layer written in C++ / C# and JS Excel front ends.
The candidate will be joining a small team of technology staff working alongside the risk management team and traders, developing tools for the front office.more →
A quantitative asset manager in Boston is looking for a Data developer for their infrastructure team. This team will support their PM teams and Researchers testing data to make sure models run appropriately. They are currently a team of 3 but are spread too thin! They want someone else to come in and start a new team – They will ultimately have someone else join and report to them.more →
A major quantitative asset manager in Boston is looking for someone to contribute to signal research, work on portfolio construction methodologies, assist with portfolio construction, and develop various performance and analytical tools. The ideal candidate will have experience working on or managing factor based portfolios as well as experience across a range of security instruments such as futures, options, swaps and other derivatives.
5+ years of experience in systematic fixed income research or trading
Strong quantitative and analytical skills
Prior expertise in currency and commodities is a plus.
Proficiency in foundational knowledge of financial and statistical principles
Experience with statistical analysis software tools such as Rmore →
Our client is looking for a Senior C++ Low Latency Linux Developer with 3-10 years of experience. While financial experience is not required, a solid Computer Science background is. This is a new group building a new C++ Low Latency Trading System. This is a comprehensive and new system being built by a small team. Think start-up environment inside an established firm.
Skills: C++, Linux, Low latency, multi-threading, data structuremore →
A quantitative hedge fund who engages in systematic process-driven proprietary trading is looking for a quant researcher to spearhead their NYC execution efforts.
Duties include, but are not limited to:
Performance and toxicity analysis
Intelligent algorithm design
Run-time system monitoring and management.more →
Our client, a major and prominent hedge fund, seeks a senior quantitative developer to work within an growing systematic trading team that currently researches and builds systematic trading models for global equities with holding periods ranging from a few minutes to a few weeks.
The candidate’s primary responsibilities will include managing data storage and data access for all market data, building and maintaining a simulation environment and a real-time engine to both back test and trade global equities using existing optimization and execution tools.
This quant developer will direct and manage junior quantitative developers in the team as part of their responsibilities.
Several years of experience building simulation and real-time engines for back testing and trading global equities
Computer Science degree MSc or PhD
Strong Python programming background in data structures and concurrent / multithreaded systems
Strong understanding of algorithms and ability to write efficient and well organized code in Python and R; functional knowledge of C++ is a plus
Good understanding of convex optimization and statisticsmore →
A leading investment bank and key participant in the US rates markets is looking for an electronic rates trader in their automated market making group.
Run the firm’s eBook for cash and swaps and monitor the behavior of the algorithms
Create revenue-generating strategies for the risk management and execution of the platform
Drive the expansion of the platform into new business opportunities
Act as thought leader for the firm within the industry
Experience as a bookrunner at a large primary dealer with a track record of generating PnL
5+ years of experience in automated and electronic market making
Outstanding background in a quantitative field
Strong Python programming and numerical methods
Machine learning experience is a plus
Portfolio Research and Oversight - Strong coding skills (some combination of python, R, Matlab, SQL) are a must have for this role. The person needs to have alpha exposure, research experience with residual returns and a willingness to dig into analyzing our quant equity portfolios. This person should understand portfolio construction, drivers of alpha and performance attribution. The candidate should have approximately 4-8 years of experience, strong educational background (stats, econ, math), advanced degree preferred, and an interest in finance. This team is part of our portfolio management group focused on portfolio oversight and research of our portfolios.more →
Credit ETF Trader: Leading market maker has additional opportunity for seasoned Credit ETF Trader. ETF Trading experience should be 5+ years, with at least 3 years in Credit ETFs. Candidate should have strong analytical and quantitative skills, with a proven track record in successful trading at a major trading platform. Should be master of the Create/Redeem process with domain expertise in HY, EM or Muni ETF tradingmore →
Our Chicago client, a proprietary trading firm, is looking for a C++ developer to join our Equities team in the design and development of proprietary trading systems and platform technology. This developer must be a creative problem solver, clear communicator, possess a strong record of successfully working with others in a team environment, and have a clear desire to fulfill an expanding role at a successful trading firm.more →
Our client, a privately-held proprietary trading firm, is looking for a Senior Software Engineer. This candidate will lead the system-wide design and build-out of quantitative futures and equities/ETFs portfolios focused on high- and mid-frequency signals and strategies. This is an opportunity to leverage the growth potential of a small team as a senior member. The position mandates a highly skilled technologist with reasonable quantitative skills.more →
A proprietary trading firm specialized in high-frequency trading seeks software developers for their connectivity and direct market access engineering team. These developers enable the firm’s traders to execute algorithmic trading strategies based on patterns in market behavior. A great opportunity to join a leader in the industry while working with exceptional programmers and solving some of the most challenging engineering problems in the world.more →
Systematic Equities or Futures
2 Year track record required
We offer a Competitive payout and have plenty of Capital with excellent data sources and Infrastructure
Our platform is Colocated and Global
For Systematic Equities Strategies we look for Sharpe Ratio > 2
For Systematic Futures Strategies we look for Sharpe Ratios > 1.75more →
A front office trading team is looking for a very hands on C++ developer who is a strong Low Latency C++ Linux programmer and is open to working on a diverse range of projects – from market connectivity to redesigning some of the engine, to working on data, fixing a bug in production or interacting with the quants. This person should have experience designing all areas of trading systems and Options experience would be a plus. Will get great exposure to Quants and the front office.more →
An award-winning and quickly growing quantitative hedge fund is seeking a Senior Operations System Architect to work on developing its operations and trading system. This role can grow into a CTO position over time. The ideal candidate will have at least 5 years of hands-on experience developing trading or back-office systems for a trading outfit or a bank. Strong programming skills (Matlab, Perl or Python scripting, SQL, modern web technologies) and a passion for robust systems design are a must.
The role is best suited for a candidate who is well-organized, dependable, possesses excellent written/verbal communication skills, with a demonstrated ability to take initiative, multi-task, and stay focused in a fast-paced environment.more →
This role will work very closely with front-office quantitative alpha researchers and traders in a fast paced, global trading environment.more →
HRG on behalf of our client is seeking a talented technology leader to oversee a team of Linux & storage engineers responsible for defining standards for 7500+ servers and 7+PB of storage.more →
NYC Trading firm is seeking a strong C++ Developer to expand their highly successful, fully automated computerized trading franchise across asset classes. This is a hands-on position for the full development cycle, from requirements collection to final deployment.more →
One of Chicago’s most famous proprietary trading firms is looking for a senior connectivity engineer to build market data and order entry gateways to the major FX venues. In collaboration with traders, researchers and other engineers, you will development low latency software using C++.
Chicago prop trading firm is looking for a Quantitative Developer to join one if their algorithmic trading teams to support and contribute to that team’s trading performance.more →
NYC financial services firm is seeking an experienced Data Scientist with strong Python development skills to work collaboratively with quants and IT groups. Develop software libraries, implement numerical analysis, and create better user experiences with technology. Equity reference data knowledge/experience (corporate actions, exchanges, security identifiers) requisite.more →
NYC Hedge fund is seeking an experienced Stat Arb Developer to work directly with trading desk professionals leveraging technology to solve business problems in research, analysis, trading and risk management. Effectively facilitate communication between Front Office personnel in NY and non-NY based development/IT teams as well as suggest innovative solutions and commit with team to deliver timely solutions will be requisite.more →
Work effectively as part of this Hedge Fund’s technology organization. Communicate with Strats, Dev and IT teams leveraging shared technology and infrastructure. Firm is looking for a self-starter with excellent attention to detail and comfortable working within a complex business environment.more →
Join a team known for their innovative expertise in FPGA/hardware design, embedded systems and application development within a fast paced, client facing business environment. Partner with internal teams including business development, quality assurance and operations to deliver reliable, high throughput and low latency solutions.more →
As a Quantitative FX Trader you will use proprietary trading models to trade profitably on major electronic exchanges. As you make observations of the market and models, you will recognize new trading opportunities and create or help develop the algorithms that you and other traders will use to capitalize on those opportunities to increase firm-wide profitability.more →
World class trading firm with locations in both NYC and Chicago, is seeking an experienced High Frequency FX Trader to join a team recognized for developing new trading opportunities and creating and nurturing high performance, electronic trading models. This is an opportunity to work within a collaborative and research led environment to come up with the best trading ideas and design overall strategies at a high level.
Los Angeles area investment firm is seeking an experienced Systems Engineer to join a team focused on maintaining Linux servers and desktops for all sites. Qualified candidate must be open to working at all levels of support and different types of projects. Must be willing to take part in a 24/7 on call rotation and serve as the subject matter expert of all things Linux. Financial industry background (Low Latency Trading operations) preferred.more →
Our client is seeking a dedicated Senior Java Developer for its growing regulatory and surveillance needs. The person will be a part of the Compliance Technology team working directly with the members of the Compliance and Surveillance teams to build the necessary real time reporting and alerting mechanisms. No financial industry experience is needed although experience in finance is a plus. Your Java development expertise could have you working with one of the legendary firms in high frequency trading.
Top Tier proprietary electronic trading firm is seeking a Network Engineer to join a team focused on designing, developing, and maintaining networks. Responsibilities involve building and supporting optimized network infrastructure, evaluating new technologies, short and long term project work, and continually driving improvements in network performance to support trading platforms. Experience supporting applications in a Network environment is a must. This position provides an exceptional compensation package recognizing contributions to company’s operating performance.more →
Our client is building a strategic projects team, to impact long term improvement in systems and processes, and improve the trading engines used by an electronic trading group.more →
This Senior Developer will be writing Core Java code for a low-latency, execution platform for ATS, smart routing and algorithmic businesses. This is a hands-on position for a senior developer who wants to work independently from architectural design right through coding. This is a great opportunity for a Core Java Developer to work side by side with our business leaders and a group of similar senior developers.more →
Our clients in both NYC and Chicago, are looking to hire Quantitative Researchers to develop intraday, intermediate and long-term trading strategies in either one of these asset classes - foreign exchange, cash equities or futures. These strategies will complement and diversify the firm's main strategies. These researchers will work to maximize performance and PNL by utilizing quantitative methods, and technological tools.more →
Los Angeles financial services firm is seeking a career-oriented person to serve as a member of their software development team. Position entails implementing, maintaining, enhancing, and optimizing mission-critical software supporting operations using C/C++ in a Linux environment.more →
We are looking for an ambitious Recruiter / Client Manager to join our very successful team in Westchester County, New York.more →
Our client, a NYC metro financial firm, is seeking an exceptional Java Developer to contribute in the design, implementation and support of firms’ algo execution system for domestic and international markets. The ideal candidate will have hands-on experience in the architect, design, and deployment of applications using Core Java, multithreading, Object Orient design, and development methodologies.more →
Chicago based prop trading firm is seeking a quantitative developer to join their trading group. Initially there will be lots of quantitative programming building tools, back testing strategies, evolving into a more quantitative role.more →