Quantitative Engineering & Algorithm Development: You will live at the intersection of mathematics, finance, and software engineering. You will own the design, implementation, and optimization of the core algorithms driving our long only and long-short direct indexing engines. You take pride in translating complex investment models into highly accurate, performant, scalable, and stable production code.
Trading Infrastructure & Optimization: You will help shape our automated trading execution, portfolio optimization, and performance reporting systems. You care deeply about performance and stability, continuously optimizing algorithms to reduce latency and transaction costs, ensuring every line of code contributes to a trading platform that’s resilient in the face of market volatility and straightforward to operate.
Data Pipelines & Financial Modeling: You’ll tackle complex challenges around ingesting and processing massive financial datasets, including market data, execution data, tax lots, corporate actions, and risk models. This includes building mechanisms for reliable financial data handling, ensuring our models evaluate accurately under dynamic market conditions.
Collaboration: You’ll partner closely with quantitative researchers, backend engineers, as well as product, design, and operations teams, to ensure we build systematic trading systems that are mathematically accurate, technically strong, operationally sound, and seamlessly integrate into high-quality product experiences.