Quantitative Developer at Sparkland

Job Description

We are a team of highly-driven individuals who are passionate about technology, algorithmic trading, and solving intellectually challenging problems. Being a part of Sparkland means you get to work with some of the brightest people in one of the world’s fastest-growing and most exciting industries. We are fully remote and have a flat corporate structure that values open-mindedness, entrepreneurial spirit, commitment to excellence, and continuous learning.

The role

We’re looking for a Quant Developer who thrives at the intersection of trading, research, and high-performance engineering. You’ll work on designing, optimizing, and maintaining ultra-low-latency trading strategies that sit at the heart of our core trading systems. If you love writing modern C++ code, optimizing every nanosecond of performance, and collaborating directly with traders and researchers to turn ideas into live strategies — you’ll feel right at home.

Responsibilities

Collaborate with quant researchers to translate models into robust, production-grade C++ implementations.
Design and optimize high-frequency trading strategies with a focus on latency and throughput.
Profile, refactor, and improve performance across live strategies and critical components.
Own and optimize tick-to-trade paths to ensure minimal latency.
Build and maintain clean handoffs between research prototypes and production systems.
Monitor live trading strategies using observability tools like Grafana and Prometheus.
Work closely with the C++ Core and Trading teams to identify and deliver engineering improvements that directly impact performance.

Required Skills & Experience

4–6 years of professional C++ experience (C++17 or newer) in performance-critical systems.
Strong understanding of multithreading, concurrency, and lock-free data structures.
Solid grounding in algorithms, data structures, and systems-level programming.
Proven experience in latency-sensitive environments — ideally trading systems or similar.
Familiarity with modern software development practices: profiling, CI/CD, and code instrumentation.
Experience monitoring and debugging live systems using observability stacks (Grafana, Prometheus).
Degree in Computer Science, Mathematics, Physics, Engineering, or another quantitative field.

Bonus Points

Experience with network programming (TCP/UDP, Multicast, FIX).
Familiarity with financial markets or algorithmic trading environments.
Exposure to cloud infrastructure (AWS) for backtesting or research.
Scripting experience (Python or Bash) for automation or tooling.
Experience building visualization or diagnostic tools for strategy analysis.

Why You’ll Love It Here

You’ll be the dedicated developer behind production trading strategies — with your code running live in the markets and directly impacting performance and P&L. You’ll collaborate with elite traders and quants, work in an environment that values speed and precision, and have huge ownership from day one.

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