Quantitative Developer

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Open Systems Technologies
  • 30 Oct 17 2017-10-30

Our client is an electronic exchange for equity options, dedicated to technological innovation within the trading space. They are currently looking for a low-latency Quantitative Programmer to join their elite Commodities team in New York, NY. This candidate will primarily focus on Fixed Income and Commodities Technologies, he/she will assist the team in developing and maintaining applications and tools spanning Front Office, Back Office, and Middle Office functions.


  • Design, implement, and maintain the analytics infrastructure for the company
  • Develop and implement low latency and fault-tolerant distributed systems
  • Work closely with the risk and analytics teams to develop program requirements


  • Degree requirement: Master of Financial Engineering or equivalent
  • Excellent problem-solving and analytical abilities
  • Must have previous experience designing low-latency, high-volume applications
  • Experience in multithreading, OO design and design patterns, and integration testing
  • A good understanding of commodities is required
  • Experience with OpenLink/Endur is an advantage
  • Experience with Credit, IR or FX products is desirable
  • Good knowledge of Unix/Linux and Windows environments