Quantitative Developer - Romania
Descrizione dell'offerta
Quadeye is a leading algorithmic trading firm with its presence across all global exchanges, specializing in cutting-edge quantitative strategies and market making. Our team is dedicated to driving innovation in financial markets through advanced statistical models, data science, and algorithmic execution. We pride ourselves on fostering a collaborative environment where technical expertise and creative problem-solving are at the forefront of our trading strategies.
We are seeking an exceptional Quantitative Developer to join our dynamic research team. The ideal candidate will have a strong background in optimizing quantitative models and research code, with expertise in high-performance computing, CPU/GPU communication, and system architecture. This role will involve working closely with quantitative researchers to translate their models into production-ready, high-performance systems.
Job Location
Romania
Responsibilities
- Performance Optimization : Identify and implement optimizations for quantitative research code, including statistical models, alpha signals, and feature generation, to achieve significant runtime improvements.
- Low-Latency Implementation : Develop and refine low-latency implementations of trading strategies and analytical tools, ensuring high throughput and minimal delay in live trading environments.
- CPU/GPU Optimization : Design and implement efficient CPU/GPU communication strategies and leverage parallel computing techniques to accelerate complex quantitative computations.
- Production Infrastructure : Collaborate with engineering teams to build and maintain robust, scalable, and performant infrastructure for deploying and managing quantitative models in production.
- Debugging and Troubleshooting : Diagnose and resolve performance bottlenecks, system issues, and inefficiencies in existing quantitative systems.
- Code Quality and Best Practices : Establish and enforce coding standards, best practices, and rigorous testing methodologies to ensure the reliability and maintainability of quantitative codebases.
- Collaboration : Work closely with quantitative researchers, traders, and other engineers to understand system requirements, provide technical guidance, and contribute to the overall architectural design of trading systems.
Qualifications
- Strong experience in software development, particularly in optimizing quantitative models and research code for high-frequency or algorithmic trading.
- Extensive experience with high-performance computing, parallel programming, and optimizing CPU/GPU interactions.
- Proficiency in programming (C++, Python, or similar) with a deep understanding of data structures, algorithms, and system-level programming.
- Experience with tools and libraries for numerical computation and performance profiling.
- Education: A degree in a quantitative field such as Computer Science, AI/ML, or similar.
Skills
- Excellent problem-solving abilities with a strong analytical and technical foundation.
- Experience with time-series data and financial market data.
- Ability to analyze and optimize code for performance, memory usage, and concurrency.
- Strong communication skills and the ability to collaborate with cross-functional teams, including researchers and traders.
Preferred Skills
- Experience in high-frequency trading or market-making environments.
- Familiarity with low-latency programming techniques and network protocols.
- A proven track record of delivering performance improvements in live trading systems.
Seniority Level
Mid-Senior level
Employment Type
Full-time
Job Function
Finance and Sales
#J-18808-Ljbffr