Jobs at WorldQuant

Develop and maintain low-latency, high-throughput C++ trading systems and mission-critical execution infrastructure. Partner with portfolio managers to implement and adapt trading systems for the next-generation platform, ensuring performance, reliability, and scalability.

Work with a Quantitative Portfolio Manager in Austin to source, clean, and featurize financial datasets, run experiments to evaluate feature value, productionize features/models via a DAG scheduler, and contribute to the Python codebase while learning domain-specific forecasting and deployment.

WorldQuant seeks candidates for its Technology team to join a community for potential future opportunities. The role highlights collaboration and innovative thinking.

The role involves writing low latency C++ code, implementing trading infrastructure, and adapting systems for the next generation trading platform, requiring collaboration with portfolio managers.

Support Portfolio Managers with alpha research, modeling, and implementation of quantitative trading strategies while building tools for quantitative research.

Develop systematic strategies to exploit market inefficiencies, manage a quantitative investment portfolio, and build a research pipeline.

Develop and manage systematic strategies for a diverse range of asset classes, utilizing quantitative management techniques to drive investment portfolios.

Lead a high-performing team to manage electronic execution, focusing on recruitment, development, and collaboration while adapting best engineering practices.