Live Roles

Design and deliver high‑performance trading systems for a global index desk, iterating quickly with traders to maintain an edge.

Design and tune modern C++ trading applications in Linux, improving latency, reliability, and scalability in real‑time environments.

Build and optimize real‑time market‑data and streaming systems in modern C++, ensuring accuracy, reliability, and high throughput.

Operate and scale HPC clusters, storage, schedulers, and GPUs, automating workflows and tuning systems for throughput and reliability.

Build scalable web apps with React and Java/Spring Boot, delivering responsive UIs, robust APIs, and reliable production systems.

Develop and optimize C++ trading applications for minimal latency and maximum reliability, partnering with traders and researchers.

Design, build, and support high‑performance trading software across the full lifecycle, improving reliability, scalability, and speed.

Scale and automate cloud infrastructure and CI/CD, improving reliability, observability, and developer velocity across environments.

Build scalable research and trading infrastructure, simulations, and analytics to power systematic strategies from idea to production.

Architect and deliver algorithmic execution platforms, simulations, and analytics to optimize portfolio performance and execution quality.

Build and tune ultra‑low‑latency trading infrastructure in modern C++, optimizing performance from CPU to network for real‑time systems.

Develop next‑gen algorithmic trading platforms and pricing engines, partnering with quants to implement and optimize strategies.

Own, tune, and automate high‑performance Linux environments for ultra‑low‑latency trading, improving stability, security, and throughput.

Research and build ML models and pipelines for diverse instruments, partnering with trading to move ideas from concept to production.

Deliver computer‑vision and RL solutions for complex signal‑processing problems, leading implementation across the full engineering lifecycle.

Build and optimize ML training and inference infrastructure, maximizing GPU throughput and enabling low‑latency, large‑scale research.

Design and ship large‑scale AI systems end‑to‑end, from training and inference to evaluation and observability, improving performance and reliability.

Lead research and productionization of advanced ML models, guiding cross‑team initiatives and integrating state‑of‑the‑art methods into products.

Engineer and optimize distributed, cloud‑powered compute and ML pipelines, resolving performance bottlenecks across software and systems.

Build and optimize GPU-based training and inference infrastructure to accelerate large-scale financial market research, maximizing system performance, scalability, and low-latency data processing.

Develop high-performance C++ systems to enhance trading strategies, support alpha generation, and build infrastructure for risk monitoring and real-time strategy performance in collaboration with quants and traders.

Lead the development of high-performance, cloud-native Java microservices that power real-time trading infrastructure, building resilient, low-latency, distributed systems for mission-critical workflows.

Develop and manage scalable data pipelines and infrastructure that enable quantitative research, systematic trading, and analytics by processing massive volumes of structured and unstructured data.

Maintain and optimize high-performance Linux infrastructure for latency-sensitive trading systems, applying deep kernel tuning, automation, and distributed systems expertise to support research and execution.

Build scalable research platforms and high-performance infrastructure to support quantitative researchers in data access, modeling, and backtesting within a leading hedge fund environment.

Architect and build scalable data pipelines and infrastructure to support quantitative research and systematic trading, enabling researchers and data scientists to turn massive datasets into actionable insights.

Engineer scalable, low-latency trading systems in C++ to support order management, algo execution, and quantitative research processes, directly contributing to trading performance and firm profitability.

Build and optimize large-scale distributed computing systems to power quantitative research and trading, enhancing machine learning pipelines and leveraging modern architectures for high-performance workloads.

Research, build, and deploy advanced machine learning models and infrastructure to analyze market data, create trading strategies, and drive innovation in quantitative trading systems.

Implement and refine quantitative trading strategies across futures, leveraging statistical modeling, programming, and market insights to transform research hypotheses into profitable trading systems.

Develop innovative trading interfaces and real-time dashboards with React, TypeScript, and GraphQL, delivering performant visualization tools that help traders and researchers act quickly in low-latency environments.

Design and develop ultra-low-latency trading infrastructure, working with quantitative researchers and technologists to build cutting-edge high-frequency trading systems powered by advanced machine learning and complex data strategies.

Design and implement algorithmic trading platforms and low-latency strategies, working with quants on execution engines, order handling, and pricing systems to support global multi-asset trading.

Develop and optimize machine learning models and pipelines that analyze market data, generate trading signals, and power automated trading systems across multiple asset classes.

Design, implement, and maintain high-performance Linux environments optimized for low-latency trading, ensuring stability, security, and performance across trading systems and research platforms.