Quantitative Research Software Engineer

Quantlab Financial, LLC is a dynamic, technology-driven firm supporting a large-scale quantitative trading operation across a wide range of global financial markets, and supports a very successful proprietary trading organization. Founded in 1998, Quantlab is an established presence and one of the pioneers in quantitative investment management with a track record of consistent profitability under varying market conditions. We invest heavily in attracting and retaining the right people and in leveraging the most effective technologies to minimize latency throughout our trading systems and to provide the tools that we need to develop and maintain highly profitable trading strategies.

We are seeking to fill the position of Quantitative Research Software Engineer in Houston, TX to work with our Research team. The successful candidate will be responsible for optimizing, enhancing, and maintaining our proprietary trading platforms, as well as designing and implementing tools to support research efforts.

The Job:

You should apply if you are remarkably responsible, both as an individual and as part of a team, and love to share, debate, and communicate with other team members to find the best solutions to multifaceted problems.

We are interested in both recent graduates and professionals with industry experience who possess the following:

• Passion for building and maintaining large-scale software systems that extract the ultimate performance from their underlying hardware resources
• Excitement to learn and master the details of the entire computation environment across the software/hardware boundary including: memory hierarchy, cache-efficient programming, compiler optimizations, processor pipelining, multicore communication, and network interfaces
• Strong knowledge of C++, from high-level object oriented design patterns to low-level language constructs
• A meticulousness, assiduousness, and tenacity that drives you to deliver high quality output
• Demonstrated commitment to self-motivated education and development
• Demonstrated use of organizational resources to drive professional development
• Confidence to contribute to the development of an effective and evolving team environment, using strong communication skills, diplomatic candor, and a commitment to support your teammates
• Degree in computer science, electrical engineering, computer engineering, or related scientific field

Additional preferred skills or interests:

• Test Driven Development (TDD) approach to software engineering
• Impeccable craftsmanship in the spirit of the Clean Code initiative
• Multithreaded application development and debugging experience
• Template and preprocessor meta-programming experience
• Language design and compiler engineering experience
• Software profiling and optimization experience
• Assembly language level programming experience

About Quantlab Financial:

Quantlab Financial supports a very successful proprietary trading organization (similar to a hedge fund, but no outside investors, so we are much more stable), established 16 years ago. We invest heavily in the latest technologies, seeking to optimize performance and minimize latency throughout our trading systems.

Why Quantlab Financial is a great place to work:

Technology and Scientific Research are central to our business and key to our success. We are constantly pushing the boundaries of technology, from high performance computing (HPC) clusters attached to petabytes of storage, to ultra-low latency hardware (FPGA, RF, servers and switches), to highly optimized operating systems, and applications developed in-house. Quantlab attracts very talented and collaborative people who bring fresh and interdisciplinary solutions to trading. Our business casual environment has an entrepreneurial spirit that encourages creativity, agility, and continuous improvement.

Benefits and Perks:

• Great salaries and attractive bonus structure
• Option for fully paid health insurance premiums for individuals
• Liberal paid vacation and generous 401k company match
• Free catered lunches every day with snacks and beverages provided daily
• Weekly, in-house professional massages
• Tickets to sporting and theater events
• Company events, often including employees' families