Own it from idea to live order
You take a strategy from research through C++ implementation, testing and deployment, then watch it trade. No hand-offs to another team, no code thrown over a wall.
01 // WHY QUANTFX
Why QuantFX
Real ownership, live markets and fast feedback. You see your code trade, and you are the one who makes it faster.
HFT-grade C++ on live markets
C++17/20, lock-free concurrency, TCP/UDP multicast and FIX connectivity, tuned against live market data rather than a toy sandbox.
Learn from a decade in live markets
Work directly with founder Aaron Corky J: a decade of live-markets experience, a funded-trader track record across four proprietary trading firms, and Wharton Online training in Finance and Quantitative Modeling.
Build, test, deploy, on parallel compute
A culture of measured changes: every idea is backtested, validated out of sample and rolled out in stages. We are scaling parallel backtesting compute so the research loop keeps getting shorter.
The stack you will work on
- C++17
- C++20
- Low-latency systems
- Tick-to-trade optimization
- Multithreading and lock-free concurrency
- FIX protocol
- TCP/UDP and multicast market data
- Parallel backtesting
- Walk-forward and Monte Carlo validation
- Prometheus
- Grafana
- AWS
- MetaTrader 5 (MT5)
02 // OPEN APPLICATIONS
Roles we hire for
These are open applications, not live job postings. Roles open as our compute and client base grow. If one of them describes you, apply now.
Role 01 · EngineeringOpen application
C++ Quant Developer (low latency)
Write and optimize the C++ that turns signals into orders.
- C++17/20
- Lock-free concurrency
- Tick-to-trade
- FIX
What you would do
- Implement strategy and execution logic in modern C++17/20
- Profile and refactor live strategies to cut tick-to-trade latency
- Build multithreaded, latency-critical components with lock-free data structures
- Take strategies from research prototype to production
What we look for
- Strong modern C++: memory layout, templates, move semantics, RAII
- Concurrency in practice: atomics, memory ordering, lock-free queues
- A habit of measuring before optimizing, with profilers and benchmarks
- Interest in markets and microstructure. Trading experience is a plus, not a requirement
Role 02 · ResearchOpen application
Quantitative Researcher
Turn market hypotheses into strategies that hold up out of sample.
- Statistics
- Time series
- Walk-forward
- Monte Carlo
What you would do
- Turn market hypotheses into testable, systematic strategies
- Design backtests with walk-forward, out-of-sample and Monte Carlo validation
- Model costs, spread and slippage realistically
- Work with engineers to ship research into the C++ engine
What we look for
- Solid statistics, probability and time-series analysis
- Research coding in Python or C++. C++ is a strong plus
- Healthy suspicion of overfitting and data snooping
- Clear written reasoning about why a strategy should work
Role 03 · InfrastructureOpen application
Execution and Infrastructure Engineer
Keep orders flowing and every engine observable.
- FIX
- TCP/UDP multicast
- Prometheus/Grafana
- AWS
What you would do
- Build and maintain FIX and broker connectivity
- Tune networking for market data: TCP/UDP and multicast
- Run Prometheus and Grafana monitoring and alerting for live engines
- Operate AWS environments for research and parallel backtesting
What we look for
- Hands-on FIX experience: sessions, order flow, recovery
- Strong Linux and networking fundamentals
- An observability mindset: metrics, dashboards and alerts that mean something
- Infrastructure as code and an eye on cloud cost
Role 04 · ToolingOpen application
Trading Tools Engineer
Build the tools that show how strategies, fills and latency really behave.
- Strategy analytics
- P&L
- Execution quality
- Latency analysis
What you would do
- Build tooling for strategy, P&L, execution and latency analysis
- Compare live fills with backtest expectations, automatically
- Visualize latency distributions and execution quality
- Ship reports that engineers and partners actually read
What we look for
- Data engineering and visualization skills
- Comfort with time-series and tick data at volume
- Understanding of P&L attribution and execution metrics such as slippage and fill rates
- Pragmatic, product-minded engineering
03 // HOW TO APPLY
How to apply
Short and technical. Send three things and let the work speak.
Your CV
Experience, projects and the stack you know best. One or two pages is plenty.
GitHub or code samples
Code you are proud of. If your best work is private, describe it instead.
The lowest-latency thing you have built
A short note: what it was, how fast it got, and what you changed to get there.
Use the subject line "Careers" so your application reaches the right inbox.
application.emlTemplate
- to:
- info@quant-fx.com
- subject:
- Careers
- attach:
- cv.pdf
- links:
- github.com/your-handle
- note:
- The lowest-latency thing I have built was...
04 // For companies
Need quant developers, not a job? Hire our team.
Companies hire QuantFX to research, build, backtest and deploy systematic strategies and trade-copy engines, then to run the infrastructure afterwards. Low-latency C++, FIX connectivity, parallel backtesting and live monitoring, from the team that builds our own engine. Technology only, never the money.