Quantitative Programmer/Engineer – High Frequency Market Marking Firm

A globally recognized, high frequency market making company are looking for exceptionally smart Quantitative Programmers/Engineers to join their San Francisco, Chicago or New York offices.

 

Position:

You would work extensively with the business, coding extensively in Java to enhance key aspects of the firm’s most successful trading algorithms. Collaborating with researchers, scientists and traders you would come across challenges ranging from large-scale data processing to high performance computing.

Requirements:

  • Computer Science/Computer Engineering background
  • Must have between 2-6 years industry experience within a software firm or high-tech financial company
  • Proficient in either Java or C++
  • Experience developing in a Linux environment.
  • Interest in low-latency and/or distributed systems is a plus
  • Ability to collaborate and share ideas with other areas of the business.


Compensation & Benefits:

Compensation will always include substantial base, guaranteed bonus and sign on/relocation package where required – comp is not really a factor for the company and they will comfortably pay over $500K. All standard additional benefits are included.  

For more information please get in touch at 415 799 7612 or max@hermansearch.com

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