Quantitative SWE - Trading Optimization

This range is provided by Acquire Me. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

$/yr - $/yr

About the Company

Our client is a global trading firm where engineers are deeply embedded in the business, designing, building, and scaling systems that directly power trading worldwide, around the clock.

The firm takes a scientific, data-driven approach to decision making, combining software engineering, quantitative research, and automation to solve complex, high-stakes problems across global markets.

About the Role

You’ll work with Researchers and finance teams to build a new generation of Quantitative Treasury systems, tackling complex quantitative and engineering challenges while shaping the core infrastructure that enables research and finance to drive critical business decisions.

This is a rare opportunity to design and build high-impact systems that enable smarter, faster, and more informed decisions across the firm.

• Design and develop a scalable Treasury optimization and research platform from the ground up
• Build systems that enable better decision‑making around funding, cash, and collateral management
• Partner with quantitative researchers, finance, and trading teams to automate workflows and improve efficiency
• Lead architectural design discussions and set the technical direction

• Strong programming background, ideally in Python, with experience building data‑heavy or computational systems
• Solid understanding of software design, performance optimization, and distributed systems
• Excellent communicator and collaborator
• Interest/a/o experience in Treasury, capital efficiency, liquidity management, or optimization problems is a plus

Mid-Senior level

Full‑time

Information Technology, Engineering, and Research

Industries:
Engineering Services, Financial Services, and Capital Markets