GBM - Public, Electronic Cash Market Making, Quantitative Engineering, Vice President - New York
About The Position
The Electronic Market Making Cash Trading team systematically provides liquidity in US Equities and ETFs, both on-exchange and to low-touch client flow. The team leverages quantitative research combined with low-latency trading infrastructure to develop and implement automated trading and risk management strategies. This is a high-impact VP-level role central to the next phase of the EMM franchise. A key business priority you will help drive is expanding our footprint — broadening the ETF products where EMM can act as a Lead Market Maker (LMM), including products referencing private assets, options, and a wider set of foreign underliers, while enhancing on-exchange marketing system performance. We are looking for a versatile engineer who combines all three of the following skillsets — someone who can write low-latency production code, structure and analyze large data sets, and bring quantitative rigor to financial modeling. This is not a narrowly scoped role: the ideal candidate moves fluidly between software engineering, data analytics, and quantitative research, and is equally comfortable owning infrastructure as they are shaping strategy.
Requirements
- Proven experience developing low-latency C++ applications
- Ability to own projects independently with meaningful responsibility
- Comfort working in a tight development-to-production feedback loop
- Strong software engineering capability
- Professional or academic experience structuring and analyzing large data sets
- Ability to build and maintain research infrastructure that informs production strategy
- Experience working with financial risk models
- Familiarity with financial modeling techniques
- Strong quantitative and mathematical grounding
- Bachelor's/Master's degree in a STEM field with 5 to 10 years of experience developing software architecture in C/C++
- Strong track record of designing, developing, and maintaining reliable trading components and critical infrastructure
- Demonstrates consistent quality in a fast-paced environment with quick turnaround from testing to production implementation
- Highly conscientious in maintaining operational robustness while evolving current architecture
- Thrives in a collaborative setting where ideas are openly discussed and challenged
- Expected to take an active interest in shaping strategy decisions beyond technical implementation
Nice To Haves
- Trading systems experience is useful but not essential
- Experience with statistics and data-science methodologies
- Experience with Python and data-science packages (e.g., NumPy, scikit-learn)
- Experience building and maintaining high-performance research infrastructure for large data inputs
- Experience optimizing high-volume, low-latency trading components
- Experience working with financial risk models and financial modeling techniques
Responsibilities
- Design, develop, and maintain reliable trading components and critical low-latency infrastructure
- Support the expansion of ETF LMM capabilities across new and more complex product sets (private assets, options, foreign underliers)
- Enhance on-exchange marketing system performance
- Take an active interest in shaping strategy decisions beyond pure technical implementation
- Collaborate openly in a team environment where ideas are discussed and challenged
Benefits
- Discretionary bonus
- Valuable and competitive benefits and wellness offerings
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What This Job Offers
Job Type
Full-time
Career Level
Executive
Education Level
Associate degree
