Member of Technical Staff - Quantitative Developer

Overview

Member of Technical Staff - Quantitative Developer

Location: Remote (Preference for New York)

Reports to: President and Chief Product Officer

Base pay range: $/yr - $/yr

Additional compensation types: Annual Bonus and Stock options

Astera Holdings is a quantitative finance firm on a mission to redefine prediction markets. Our three pillars form the Astera Flywheel: proprietary data feeding the central Astera Intelligence Engine, driving our edge over time. Our culture is a Meritocracy of Minds built on Radical Intellectual Honesty, a Scientific Approach to Everything, and Lean Intensity.

As a Member of Technical Staff - Quantitative Developer, you will be a core builder of the low-latency trading systems that execute our proprietary strategies. This is a deeply technical, hands-on role for an engineer passionate about financial markets and high-performance computing. You will work closely with senior engineers and quantitative researchers to design, build, and optimize the software and infrastructure required to compete in modern financial markets where every nanosecond matters.

• Build Core Trading Components: Design and implement critical components of our trading infrastructure, including market data handlers, order management systems (OMS), and execution gateways.
• Optimize for Low Latency: Write and refactor code in high-performance languages (like C++ or Rust) to minimize latency and ensure our systems are as fast and efficient as possible.
• Develop Exchange Connectivity: Build and maintain reliable, high-performance connections to various prediction market exchanges and data venues.
• Collaborate with Quants: Partner with quantitative researchers to translate models into production-grade trading logic.
• Implement System Monitoring: Help build tools for monitoring the health, performance, and uptime of live trading systems.

• Exceptional Talent: Degree from a top-tier university in Computer Science or related engineering field, or equivalent experience at a leading technology or quantitative finance company.
• Systems Programming Foundation: 1-4 years of professional experience with a strong grasp of systems programming, ideally in C++, Rust, or similar.
• Strong CS Fundamentals: Understanding of computer architecture, operating systems, data structures, and network protocols (TCP/IP, UDP).
• A Passion for Financial Markets: Genuine interest in trading, market microstructure, and high-performance financial systems.
• Problem-Solving Mindset: Ability to tackle complex engineering problems with rigor and first-principles thinking.

• Experience with financial protocols like FIX.
• Familiarity with low-latency messaging libraries or frameworks.
• Experience with cloud infrastructure (AWS, GCP) for low-latency apps.
• Personal or academic projects related to trading systems, HFT, or market data.

• Intro Call (30m): Mutual fit and discussion about background and interest in trading systems.
• Technical Fundamentals (60m): Conversation on core CS, systems, and networking concepts.
• Systems Programming & Collaboration (60m): Practical session focusing on a small-scale design or performance optimization problem.
• Values & Vision (45m): Final conversation with Leadership on culture and potential impact.

• Build the Core Engine: Join a small team and have a direct impact on trading infrastructure.
• Compounding Advantage: Your work enables the Astera Intelligence Engine and alpha capture.
• Elite Peers, High Autonomy: Learn from world-class engineers and researchers in a high-trust environment.

Astera Holdings is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all employees.