Quantitative Developer - HFT (C++)

Qube Research & Technologies

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors. QRT's High-Frequency Trading team designs and operates ultra-low-latency systems at global scale. We’re hiring experienced C++ engineers who are passionate about performance, efficiency, and building highly optimized systems. You’ll work on performance-critical systems with direct impact on live trading outcomes. Your future role at QRT: You’ll work across our latency-critical stack - from kernel-level tuning and network optimization to highly efficient C++ components. This role involves close collaboration with our FPGA engineering team as well as our hardware and infrastructure engineers to design end-to-end architectures where every single nanosecond counts. * Design and optimize C++ systems for trading, market data, and infrastructure * Profile and fine-tune performance across CPU, cache, and memory layers * Collaborate with FPGA engineers to integrate hardware and software pathways Your present skillset: * 5+ years of experience in performance-critical C++ (C++17 or newer) * Strong grasp of systems programming, low-level understanding including memory management and CPU's architectures * Deep familiarity with Linux internals, kernel parameters, and low-level profiling * Curiosity about hardware, networking, and how systems behave under real load   QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees to achieve a healthy work-life balance.

IMC

We’re looking for a Quantitative Developer - Derivatives to join our Chicago office. At IMC, the Pricing and Risk (PAR) team owns the firm’s core quantitative library for live derivatives pricing and risk. This library sits directly in the critical path of our HFT market making systems and serves as the real-time source of truth for valuation across all strategies. It is both foundational and constantly evolving, with extremely high expectations for performance and correctness. The platform runs at scale across thousands of servers and is developed collaboratively across desks and regions. The team works closely with global counterparts to ensure consistency in how derivatives are modeled and priced across the firm. Our primary focus is options and volatility modeling, alongside support for a broader set of asset classes including fixed income, ETFs, and FX. This role sits at the intersection of quantitative modeling and high-performance engineering, similar to roles often titled Quant Developer or Strategist. Your Core Responsibilities * Design and implement high-performance numerical algorithms for pricing and risk * Build and improve models that reflect real market behavior, balancing accuracy, stability, and latency * Own core components of the firm’s pricing library, from models to calculation graphs to central infrastructure * Work closely with quants and engineers to ensure models are robust, explainable, and production-ready * Contribute across the full lifecycle: research, implementation, validation, and performance optimization * Write clean, maintainable production code in C++ and Java Your Skills and Experience * 5+ years of experience in a trading or financial environment working on pricing or risk systems * Strong understanding of derivatives pricing, especially options and volatility * Solid background in mathematics, physics, computer science, or a related quantitative field * Extensive C++ and/or Java skills, with experience building production systems * Experience working closely with quants, traders, or similarly technical stakeholders * Ability to translate quantitative models into reliable, scalable systems * Experience with PDE methods or other advanced numerical techniques is a strong plus * Familiarity with numerical analysis (stability, convergence, error propagation) is a plus The Base Salary range for the role is included below. Base salary is only one component of total compensation; all full-time, permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance. Please visit Benefits - US | IMC Trading for more comprehensive information. Salary Range $175,000—$250,000 USD About Us IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we’ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.

Qube Research & Technologies

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors. We are looking for a senior C++ developer with proven experience supporting HFT. Your future role within QRT * You’ll play a pivotal role in enhancing the QRT market access systems, to meet the demands of low latency and high frequency trading * You’ll work closely with the traders, researchers to understand the requirements and provide timely feedbacks and solutions * You’ll work closely with Linux admin and network engineers, for optimal system set up and deployment * You’ll work with exchanges and external vendors, to fully grasp the end-to-end flow and explore any potential improvements in time to market * You’ll be part of the QRT Market Access team, enhancing and maintaining existing systems, that cover all main global markets and various asset classes including Equities, Derivatives, FX, Fixed Income, Commodities and Options Your present skillset * Expert skills in C++ and Linux platform. * Proven experience in low latency optimization and tuning techniques. * Proven experience in market access systems at a financial institution. * Existing experience in Asia markets desirable * Good knowledge of financial products desirable. * Strong communication and interpersonal skills desirable   QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance. #LI-DNI