Quantitative Developer - High Performance Computing (Python)

Position Overview:

In the context of our high-frequency trading business, researchers are constantly crunching large datasets in order to decode the inner workings of the market and improve trading models. We're looking for a candidate capable of building, supporting, and extending the functionality of Python-based research tools critical to the success of the business. Candidates should be proficient in manipulating large amounts of data with open-source Python packages (Polars/Pyarrow/Numba) and be familiar with at least one compiled language (Rust/C++/C). Prior experience utilizing distributed computing frameworks (e.g. Slurm/Dask/Spark) is also helpful. The candidate is expected to actively collaborate with other developers and researchers to add or enhance requested features and improve performance.

Required qualifications: