Quantitative Developer, Systematic Equities

Proven experience in

Handling large-scale market data (e.g., normalization, feed handling, replay systems)
Order routing and exchange connectivity, including FIX protocols and direct market access (DMA)
Building event-driven architectures and real-time systems with tight SLAs
Identifying and resolving performance bottlenecks, data inconsistencies, or system instability in production environments
Highly Valued Relevant Attributes
Excellent communication skills - able to interface directly with quant researchers and traders, translate requirements, and explain technical decisions
Demonstrated initiative and ownership: able to drive projects independently, while collaborating effectively in a team setting
Comfortable in fast-paced, iterative environments where priorities can shift quickly based on market conditions or research insights