Verition Fund Management LLC (“Verition”) is a multi-strategy, multi-manager hedge fund founded in 2008. Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading.
We are seeking a talented and driven Quant Developer to join one of our world class trading teams to enhance their quantitative infrastructure and data processing capabilities for global equity markets. The ideal candidate will have a deep understanding of both system performance and data reliability, with hands-on experience supporting live trading environments. This role will collaborate closely with quantitative researchers, traders, and core technology teams to deliver robust, production-quality solutions.
Responsibilities:
- Optimize and enhance quantitative infrastructure to improve system performance, scalability, and stability.
- Manage and maintain live production systems, ensuring robust real-time data feed handling and seamless system integration.
- Partner with global engineering teams to ensure low-latency, high-availability infrastructure supporting equity trading activities.
- Collect, process, and manage large-scale datasets from multiple sources.
- Design and implement efficient, reliable, and scalable data pipelines to support research and trading.
- Perform data cleaning, normalization, and validation to ensure accuracy and consistency across analytics and production systems.
- Analyze trading activity and system performance to identify opportunities for improvement.
- Collaborate with quantitative researchers to translate model requirements into production-ready code.
- Contribute to the continuous enhancement of tools and frameworks that support research and strategy development.
Qualifications:
- Bachelor’s or advanced degree in Computer Science, Engineering, Mathematics, or a related quantitative field.
- Minimum of 3 years of relevant experience in quantitative development, data engineering, or trading system design.
- Strong programming skills in Python, C++, or similar languages used in quantitative and low-latency environments.
- Solid understanding of big data processing, with emphasis on performance optimization, scalability, and reliability.
- Familiarity with both China and U.S. equity markets is highly preferred.
- Proficiency with SQL and distributed computing frameworks (e.g., Spark, Kafka, Arrow) is a plus.
- Strong problem-solving skills and ability to work collaboratively in fast-paced, production-critical environments.
