Quantitative Developer (C++/Python)
MA Capital, a Chicago proprietary trading firm, is hiring a Quantitative Developer to build research/backtesting tooling and move systematic HFT/MFT strategies into production low-latency execution systems, focused on futures and derivatives. Core technologies are C++ and Python, with emphasis on market microstructure, numerical programming, and performance optimization.
- Compensation
- Not disclosed
- Location
- Chicago
- Work setup
- Not specified
- Seniority
- Not specified
- Employment
- Not specified
- Experience
- 3+ years
- Category
- Not specified
- Posted
Skills
Must have
- Proven track record working on fully systematic HFT or MFT strategies, including backtesting and execution
- Proficient in C++ and Python, with emphasis on systematic research tooling, production-level coding of quantitative strategies, and performance optimization
- 3+ years of solid understanding of systematic strategies, market microstructure, order types, and execution venues for futures markets, particularly CME
- Expertise in mathematics, statistics, or computer science, with strong numerical programming abilities (e.g., NumPy, SciPy)
Nice to have
- Expertise in statistical modeling, signal processing, or machine learning for trading systems
Full description
Who We Are
MA Capital US LLC is a proprietary trading firm specializing in systematic and high-performing discretionary strategies across multiple asset classes. We leverage advanced technology, quantitative research, and sophisticated models to capitalize on opportunities in global markets. Our culture is built on innovation, efficiency, and transparency. We are committed to providing liquidity and supporting fair, efficient markets, while ensuring our traders and professionals have flexibility, tools, and continuous learning opportunities to succeed.
Position Overview
We are seeking a talented and driven Quantitative Developer to join our trading technology team. This role focuses on the research stack for quantitative systematic strategies and the production level development and optimization of quantitative strategies across primarily futures and other derivatives... The ideal candidate will have a strong foundation in C++ and/or Python, a keen understanding of market microstructure, and a passion for building high-performance trading infrastructure.
MA Capital employs individuals with a passion for innovation and solving hard problems. If looking for a firm where you can make your mark or take a strategy to the next level, MA Capital is your home.
Key Responsibilities
- Research Infrastructure and Tooling: Build and support research pipeline and tools for data sampling, quantitative analysis, simulation, backtesting, and post trade analysis for live performance monetization.
- Platform Integration: Build and integrate quantitative systematic strategies. Migrating strategies from the research stack to production trading platform.
- Execution Systems: Develop and maintain low-latency trading execution systems for equities, derivatives, and digital assets.
Required Qualifications
- Strategy Experience: Proven track record working on fully systematic HFT or MFT strategies, including backtesting, execution.
- Programming: Proficient in C++, and Python, with an emphasis on building systematic research tooling, production level coding of quantitative systematic strategies and performance optimization.
- Industry Exposure: 3+ years of solid understanding of systematic strategies, market microstructure, order types, and execution venues for futures markets, particularly CME,
- Academic & Analytical Experience: Expertise in mathematics, statistics, or computer science, with strong numerical programming abilities (e.g., NumPy, SciPy).
- Quantitative Techniques: Expertise in statistical modeling, signal processing, or machine learning for trading systems is a plus.