Build the infrastructure that quantitative strategies run on, from research tooling and backtesting frameworks to production execution systems. You sit between the traders and the market, making sure ideas become reality at the lowest possible latency and the highest possible reliability.
What you'll do
- Design and build low-latency execution and order management systems
- Develop backtesting frameworks that produce results you can trust in production
- Build and maintain data pipelines for market data ingestion, normalisation and storage
- Implement quantitative models in production-grade code (Python, C++ or Rust)
- Collaborate with researchers and traders to translate prototypes into performant, reliable systems
- Monitor and improve system performance, latency, throughput and correctness
What we're looking for
- Degree in computer science, mathematics, physics or engineering
- Strong systems programming skills, at least one of: C++, Rust, or very deep Python
- Experience with financial data, exchange connectivity or trading system architecture
- Understanding of probability, linear algebra and numerical methods
- Track record of building systems that run reliably in production, not just prototypes
- Familiarity with Linux, networking (TCP/UDP), and performance profiling tools
Every application is read by a human, and every applicant gets an answer. Questions before applying? Write to careers@optilic.com.