Senior Quantitative Developer

Belvedere Trading is a leading proprietary trading firm seeking a Senior Quantitative Developer to help push the boundaries of its Low Latency Systematic Volatility Trading system. The ideal candidate will have exceptional C++ or Java engineering skills and a deep understanding of concurrency, memory, and performance tuning.

Requirements

• Exceptional C++ or Java engineering skills
• Deep understanding of concurrency, memory, and performance tuning
• Experience building or working with high-performance or low-latency systems
• Solid intuition for derivatives, options, and volatility
• Strong ownership mindset and high intellectual curiosity
• Bachelor’s degree in a STEM discipline; Graduate degree in Quantitative Finance or related field is a plus

Benefits

• Generous Paid Time Off
• 401k Matching
• Retirement Plan
• Tuition Reimbursement