Quantitative Developer (C++/Python)

Who We AreMA Capital US LLC is a proprietary trading firm specializing in systematic and high-performing discretionary strategies across multiple asset classes. We leverage advanced technology, quantitative research, and sophisticated models to capitalize on opportunities in global markets. Our culture is built on innovation, efficiency, and transparency. We are committed to providing liquidity and supporting fair, efficient markets, while ensuring our traders and professionals have flexibility, tools, and continuous learning opportunities to succeed.

Position OverviewWe are seeking a talented and driven Quantitative Developer to join our trading technology team. This role focuses on the research stack for quantitative systematic strategies and the production level development and optimization of quantitative strategies across primarily futures and other derivatives... The ideal candidate will have a strong foundation in C++ and/or Python, a keen understanding of market microstructure, and a passion for building high-performance trading infrastructure.MA Capital employs individuals with a passion for innovation and solving hard problems.  If looking for a firm where you can make your mark or take a strategy to the next level, MA Capital is your home.

Key Responsibilities

• Research Infrastructure and Tooling: Build and support research pipeline and tools for data sampling, quantitative analysis, simulation, backtesting, and post trade analysis for live performance monetization.

• Platform Integration: Build and integrate quantitative systematic strategies.  Migrating strategies from the research stack to production trading platform.

• Execution Systems: Develop and maintain low-latency trading execution systems for equities, derivatives, and digital assets.

Required Qualifications

• Strategy Experience: Proven track record working on fully systematic HFT or MFT strategies, including backtesting, execution.

• Programming: Proficient in C++, and Python, with an emphasis on building systematic research tooling, production level coding of quantitative systematic strategies and performance optimization.

• Industry Exposure: 3+ years of solid understanding of systematic strategies, market microstructure, order types, and execution venues for futures markets, particularly CME,

• Academic & Analytical Experience: Expertise in mathematics, statistics, or computer science, with strong numerical programming abilities (e.g., NumPy, SciPy).

• Quantitative Techniques: Expertise in statistical modeling, signal processing, or machine learning for trading systems is a plus.

Why join us?

• Professional Development: Hands-on experience in a startup environment where you’re empowered to innovate and shape the future of trading technology.

• Startup Environment: Agile and entrepreneurial setup, allowing for flexibility and rapid decision-making. 

• Efficient Infrastructure: Proprietary platform for systematic trading with plug-and-play access to major global exchanges. Built for ultra-low latency and fast execution in HFT environments.

• Comprehensive Health Coverage: Includes medical, dental, and vision insurance.

• 401(k) Retirement Plan: Helping you and your family plan for a secure financial future.