Developer, DevOps, Software Development

About the Role

We are seeking a talented and experienced Core Developer to build and refine the foundational platform powering our systematic research and quantitative trading strategies. You’ll develop high-performance backend services, data infrastructure, and APIs that our quantitative researchers rely on daily, as well as design and build real‑time, latency‑sensitive systems that form the backbone of our core trading infrastructure. The role spans both Python‑based research tooling and performance‑critical components written in compiled languages where microseconds matter.

Cloud infrastructure and CI/CD are managed by a dedicated team member, so while familiarity with these areas is a plus, this role is squarely focused on building the platform itself.

• Architect and develop high‑performance backend services and APIs serving as the foundation for quantitative research and trading operations.
• Design and build real‑time, latency‑sensitive systems for core trading infrastructure, including market data processing, order management, and execution pathways.
• Build, optimize, and manage scalable data pipelines for processing and validating large‑scale financial datasets.
• Design and implement performant solutions for storing, querying, and analyzing large volumes of time‑series and market data.
• Develop performance‑critical components in compiled languages (C++, Rust, Go, or Java) where Python alone cannot meet latency or throughput requirements.
• Implement data models prioritizing query performance, reliability, and cost efficiency.
• Collaborate closely with the quantitative research team to translate their requirements into robust, production‑grade solutions.

• Implement observability layers—logging, monitoring, and alerting—to ensure system transparency and reliability.
• Contribute to defining best practices for testing, code quality, and production readiness.

• Experience:
  
  3+ years of professional software development experience.
• Programming:
  Expert‑level Python proficiency, including experience with large‑scale data processing (Num Py, Pandas, Polars, PyTorch, or similar).
• Systems Programming:
  Proficiency in at least one high‑performance systems language (C++, Rust, Go, or Java) for latency‑sensitive components.
• Data Systems:
  Hands‑on experience working with very large datasets; familiarity with time‑series databases (e.g., Influx
  
  DB, Timescale
  
  DB, KDB+/q), columnar stores (e.g., Parquet, DuckDB, Click House), or similar.
• Observability:
  Familiarity with monitoring and logging tools (Prometheus, Grafana, ELK, Datadog, or similar).

• Understanding of Futures and FX market data conventions and market microstructure.
• Experience with systematic trading or quantitative research workflows.
• Familiarity with cloud platforms (AWS, GCP, or Azure) and containerization (Docker, Kubernetes).
• Exposure to CI/CD pipelines and infrastructure‑as‑code tooling (Terraform, Pulumi).

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.