Position Overview:

  • Extending the existing rapid backtesting solution to accommodate the needs of researchers
  • Implementing high performance routines for common path dependent filters/logic
  • Extending the API to accommodate user-defined state and action functions
  • Building interfaces/harnesses that allow for the reuse of backtesting code in production
  • Researching and implementing different methodologies that allow for the development of strategies in higher level research friendly languages (python, q, julia, etc)

Required Qualifications:

  • Hands on Rust programming Experience
  • Deep knowledge of C, C++ or Rust
  • Python experience is a plus
  • Prior experience developing high performance systems for Video Games is a bonus
  • Previous experience developing algorithms that make use of multithreading and SIMD
  • Working knowledge of computer architecture, computational graphs, and compilers
  • Prior experience with XLA or MLIR is a plus

The minimum base salary for this role is $60,000 if located in New York. This expectation is based on available information at the time of posting. This role may be eligible for discretionary bonuses, which could constitute a significant portion of total compensation. This role may also be eligible for benefits, such as health, dental, and other wellness plans, as well as 401(k) contributions. Successful candidates’ compensation and benefits will be determined in consideration of various factors.

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