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SeniorFull-timeJavaC++
Salary Range
$150,000 - $250,000 /year
About the Role
We are looking for a Quantitative Developer to join our low-latency systematic volatility trading team at Belvedere Trading. This role involves building and optimizing quantitative components for ultra-low-latency trading systems.
Key Responsibilities
- →Build and optimize quantitative components for ultra-low-latency trading systems in C++ or Java
- →Own critical components across market data, execution, pricing, modeling, and risk
- →Work as an owner to turn ideas into production
- →Identify and eliminate bottlenecks across the full trading stack
- →Deploy code that directly drives trading revenue
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.
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