Quantitative Developer

About the Company

We are a systematic investment manager seeking talented and driven individuals to join us at the ground floor. It’s an opportunity for maximum ownership, accelerated impact, and career trajectory:

• Maximum Impact: You won’t just maintain a component; you will be the single owner and architect of the firm’s most critical asset: its trading infrastructure. Your work directly drives all trading decisions and P&L.
• Significant Resources and Stability: Despite being a startup, we are well-capitalized and backed by well-known, highly respected Al locators. This provides the stability, scale, and significant resources necessary to invest aggressively in top-tier technology and talent from the outset.
• Zero Bureaucracy: Work in an agile, flat structure where good ideas move to production fast. Decisions are made quickly and your technical opinion carries immense weight.
• Upside: In addition to competitive compensation, this role offers a significant opportunity for long-term profit-sharing, aligning your success directly with the growth of the fund.

We are seeking a highly skilled Quantitative Developer to join our systematic trading team. The successful candidate will combine expertise in high-performance data engineering with a strong understanding of quantitative finance and algorithmic research methodologies. This hybrid role is responsible for both building and maintaining our core Futures and Foreign Exchange (FX) market data infrastructure and utilizing that data to support and engage in quantitative research for systematic trading strategies.

• Market Data Infrastructure: Design, develop, and maintain high-performance, resilient systems for capturing, processing, and validating live (real-time) and historical tick-by-tick market data for Futures and FX.
• Quantitative Research Support: Serve as the technical bridge to the quant research team, ensuring their data requirements are met. This includes creating and optimizing the research environment (data access APIs, backtesting frameworks) and ensuring data consistency.
• Systematic Strategy Development: Actively participate in the research and development of systematic trading strategies by analyzing large market data sets, identifying alpha signals, and implementing models for testing and production deployment.
• Data Acquisition & Vendor Integration: Implement connectors and APIs to ingest data from various sources, including direct exchange feeds (e.g., CME, ICE) and third-party data vendor APIs (e.g., Bloomberg, Refinitiv).
• Data Modeling & Storage: Define, implement, and optimize data models in time-series databases to ensure ultra-fast querying and analysis by the research team.
• Code Optimization & Tooling: Improve the performance and efficiency of research and production code, and develop internal tools for data visualization, quality control, and pipeline monitoring.

Technical Skills

• Experience: Minimum of 3 years of professional experience in quantitative finance, market data engineering, or systematic trading.
• Programming: Expert proficiency in Python (for quantitative modeling, backtesting, and data analysis) and strong proficiency in a compiled language like C or Java (for high-performance data processing/feed handlers).
• Data Handling & Storage: Mandatory, hands-on experience with time-series databases (e.g., Influx
  
  DB, Timescale
  
  DB) for storing and efficiently querying high-frequency market data.
• APIs & Protocols: Direct experience integrating with commercial vendor APIs (e.g., Bloomberg, Refinitiv) and/or exchange data feeds.
• Quantitative Libraries: Strong familiarity with Python’s quantitative and data science ecosystem (e.g., Polars, Pandas, Num Py, Scikit-learn).

• Prior experience building or contributing to a proprietary algorithmic backtesting framework.
• Familiarity with distributed computing frameworks (e.g., Spark) for large-scale data processing.
• Advanced degree (Master’s) in a quantitative field (e.g., Computer Science, Mathematics, Physics, Financial Engineering).

• Asset Classes: Strong understanding of Futures and Foreign Exchange (FX) market data conventions, microstructure, and the unique challenges associated with their data (e.g., order book reconstruction, roll dates).
• Quantitative Finance: Solid understanding of systematic trading concepts, statistical analysis, time-series modeling, and the methodology behind quantitative strategy backtesting and simulation.

Equal Opportunity Statement: HLS Trading is an Equal Opportunity Employer. We do not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity, national origin, age, veteran status, disability, or any other characteristic protected by law.