Develop and support high-performance multi-threaded applications, optimize trade execution platforms, and create tools for data processing and analysis.

The role involves developing automated statistical trading models, conducting statistical analysis, and synthesizing financial literature to inform trading strategies.

Design and develop simulation frameworks for backtesting trading strategies, while collaborating with quantitative researchers on new trading ideas.

The Technical Recruiter will design recruiting strategies, identify candidate sources, conduct interviews, and represent SCM at events, focusing on tech talent acquisition.

Develop and enhance software in C++ on Linux, create analytical tools for financial data, and collaborate with research analysts.

Develop software and enhance systems in C++ on Linux, while collaborating with analysts and engineers to create data processing tools.

Design and evaluate systematic trading strategies in the futures markets, continuously improving strategies, processes, and models.

The Senior Quantitative Researcher Futures designs and evaluates trading strategies, improves existing processes, and utilizes statistical modeling techniques in financial markets.

Responsible for sourcing C++ software developers using various recruiting techniques to maintain a strong candidate pipeline and achieve targets.

The Implementation Developer is responsible for developing high-performance multi-threaded applications and optimizing trading strategies, collaborating with analysts and engineers.

Develop and implement automated statistical trading models using quantitative skills, analyze data sets, and conduct statistical analysis for trading model development.

Develop and maintain infrastructure for market data feeds, focusing on performance and latency in a real-time financial environment.

Develop and evaluate quantitative trading models in equity markets, improve techniques, and enhance portfolio performance with focus on risk-adjusted returns.

Develop and evaluate quantitative trading models for global equity markets, continuously improving techniques and enhancing portfolio performance.

The role involves designing and supporting simulation frameworks for backtesting execution approaches and collaborating on trading ideas with quantitative researchers.

Develop and enhance software in C++ on Linux, create analysis tools for financial data, and collaborate with research teams.

Assist in the development of software, enhancing systems, and creating tools for processing and analyzing financial data while collaborating with multiple teams.

Assist in empirical research by analyzing financial market anomalies, building datasets, and conducting statistical analysis while collaborating with colleagues.

Develop and implement portfolio optimization frameworks, algorithms, and strategies while analyzing performance in live trading. Requires strong quantitative skills and programming expertise.

The Quantitative Researcher will design portfolio optimization frameworks, develop trading strategies, and analyze performance in live trading using optimization solvers like MOSEK.