Build and optimize quantitative components for ultra-low-latency trading systems in C++ or Java
Own critical components across market data, execution, pricing, modeling, and risk
Work as an owner to turn ideas into production
Identify and eliminate bottlenecks across the full trading stack
Deploy code that directly drives trading revenue

Requirements

Exceptional C++ or Java engineering skills
Deep understanding of concurrency, memory, and performance tuning
Experience building or working with high-performance or low-latency systems
Solid intuition for derivatives, options, and volatility
Strong ownership mindset and high intellectual curiosity
Bachelor’s degree in a STEM discipline; Graduate degree in Quantitative Finance or related field is a plus.
Preferred Qualifications
Systematic options or volatility trading experience
Exchange connectivity and market microstructure knowledge
Experience operating production trading systems

Benefits

Additionally, certain positions at Belvedere Trading are eligible for discretionary bonuses.
Our employees have access to a variety of benefits, which can be found on our website

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools

C++Javaconcurrencymemory tuningperformance tuninghigh-performance systemslow-latency systemstrading systemsproduction code deploymentquantitative finance

Soft Skills

ownership mindsetintellectual curiosity

Certifications

Bachelor’s degree in STEMGraduate degree in Quantitative Finance