Quantitative Developer

Senior Quantitative Developer | Competitive Salary | Modern C++ & Low-Latency Concurrency | ChicagoAlbert Bow have partnered with a proprietary trading firm that builds and trades its own high-speed strategies in derivatives. Their edge is in the engineering: turning quantitative models into production systems fast enough to trade on. This is a firm where the code is the business.The RoleAs a Senior Quantitative Developer, you'll take the models built by their traders and quantitative researchers and turn them into fast, robust, concurrent production systems that feed their trading algorithms. You'll sit side by side with the desk, own the architecture, and make the engineering calls where theory meets real hardware. This is a hands-on build role, hired first for your ability to write software that runs correctly and runs fast under load.Key ResponsibilitiesModel implementation: Take pricing and risk models from traders and researchers and build fast, robust, concurrent, production-grade versionsConcurrency design: Architect multicore systems with real shared-state concurrency and efficient synchronisationPerformance optimisation: Squeeze throughput and latency out of numerical code through cache-aware data layout, memory reuse, and pragmatic speed versus precision trade-offsFull lifecycle ownership: Build, deploy, test and integrate your own systemsWhat You BringDeep, demonstrable experience in multithreaded and concurrent C++ on Linux, with correct designs at high throughput and low latencyStrong command of synchronisation and interprocess communication primitives and when to use eachA proven track record optimising numerical calculations for throughput and latencyStrong modern C++ and practical mastery of the build and deploy loopExperience implementing numerical methods and matrix decompositionsEnough derivatives pricing knowledge to collaborate closely with the deskSomeone pragmatic about resources who builds systems that run within real core and memory budgets

Location: Chicago, IL (in office)Competitive salary + bonus