Quantitative Developer (C++/Python)

MA Capital•Chicago, IL

21h

About The Position

MA Capital US LLC is seeking a Quantitative Developer to join its trading technology team. The role focuses on the research stack for quantitative systematic strategies and on developing and optimizing those strategies for production, primarily across futures and other derivatives. The developer will build research infrastructure and tools, integrate strategies into the production trading platform, and develop and maintain low-latency execution systems. The position calls for strong C++ and Python skills, an understanding of market microstructure, and interest in building high-performance trading infrastructure.

Requirements

Proven track record working on fully systematic HFT or MFT strategies, including backtesting and execution.
Proficiency in C++ and Python, including systematic research tooling, production-level coding of quantitative systematic strategies, and performance optimization.
At least 3 years of experience/industry exposure and a solid understanding of systematic strategies, market microstructure, order types, and execution venues for futures markets, particularly CME.
Expertise in mathematics, statistics, or computer science, with strong numerical programming abilities, such as NumPy and SciPy.

Nice To Haves

Expertise in statistical modeling, signal processing, or machine learning for trading systems.

Responsibilities

Build and support research pipelines and tools for data sampling, quantitative analysis, simulation, backtesting, and post-trade analysis of live performance.
Build and integrate quantitative systematic strategies, including migrating strategies from the research stack to the production trading platform.
Develop and maintain low-latency trading execution systems for equities, derivatives, and digital assets.