C Trading Developer Jobs

Graviton Research Capital is one of the largest quantitative trading firms in APAC, with a strong footprint across 40+ global exchanges and a rapidly growing presence across multiple geographies. We are a bootstrapped firm with a long-term vision, focused on building high-performance teams that operate at scale in some of the world’s most competitive markets. Since our inception, we have built a team of exceptional researchers, portfolio managers, and technologists. We are seeking a Market Risk Manager to join our Singapore team. Responsibilites Modeling and Quantitative Risk Analytics Develop, validate, and maintain quantitative risk models for risk exposure and stress testing and scenario analysis. Backtest and calibrate models using high-frequency trading data. Partner with quantitative researchers to understand model behavior under various market regimes. Limit Frameworks and Governance Design and manage position, P&L, and exposure limit structures by strategy, symbol, and trading entity. Maintain audit trails and approval workflows for limit changes and exceptions. Support the development of automated alerts and escalation processes. Reporting and Post-Trade Analysis Produce daily and intraday risk reports for senior management. Conduct post-trade analysis to understand sources of risk and drawdowns. Contribute to capital allocation discussions and portfolio-level risk optimization. Cross-Functional Collaboration Partner with technology teams to enhance data pipelines, monitoring dashboards and risk infrastructure. Collaborate with compliance and regulatory teams to ensure adherence to exchange and jurisdictional rules (e.g., self-trade prevention, kill switches, rate limits). What You Need to Succeed: Bachelor's/Master's in computer science, electrical engineering, mathematics, or physics. 2-5 years of experience as an engineer or quant researcher. Strong programming skills in Python and C++; familiarity with real-time systems and large da

Chicago Trading Company (CTC) is a premier proprietary trading firm specializing in options market making. Our collaborative culture fuels innovation in quantitative research, systematic trading strategies, and cutting-edge trading technology. For over three decades CTC has provided critical liquidity across derivatives exchanges worldwide - making them fairer, more transparent, and more efficient. We strive to be the most innovative firm in the industry today, tomorrow, and long into the future while upholding ethical excellence. We believe that CTC makes a positive impact on the markets, the lives of our employees, and all the communities to which we belong. Started in 1995 by a team of forward-thinking Traders, we are proud to call ourselves an industry leader that keeps making markets and each other better. Are you excited to play an important role in building next generation trading infrastructure and applications? Do you thrive in an innovative environment? If so, we encourage you to consider CTC! The Role We are looking for talented and motivated software engineers to join our engineering teams in designing, coding, and testing sophisticated trading tools and risk applications. These distributed real-time systems will require you to have a deep understanding of computer science concepts, strong software development skills and methodology, and effective communication and collaboration abilities. Software development cycles at CTC are short and releases of proprietary software are frequent. In this fast-paced and dynamic team environment, our engineers quickly see the results of their effort, and the impact it has on our businesses. Engineers will also have exposure to trading through our combined trading and technology curriculum which includes a shadow on one of our trading desks. What it takes for you to be successful You can apply understanding of data structures, algorithms, and multi-threading concepts to real-world problems You are curious ab

Chicago Trading Company (CTC) is a premier proprietary trading firm specializing in options market making. Our collaborative culture fuels innovation in quantitative research, systematic trading strategies, and cutting-edge trading technology. For over three decades CTC has provided critical liquidity across derivatives exchanges worldwide - making them fairer, more transparent, and more efficient. We strive to be the most innovative firm in the industry today, tomorrow, and long into the future while upholding ethical excellence. We believe that CTC makes a positive impact on the markets, the lives of our employees, and all the communities to which we belong. Started in 1995 by a team of forward-thinking Traders, we are proud to call ourselves an industry leader that keeps making markets and each other better. The Role As a Software Engineering (SE) Intern, you will be challenged to learn and adapt in a dynamic, forward-thinking, and fast-paced environment and will experience life as an engineer on one of our technology teams. Your impact is immediate and meaningful. You will work alongside software engineers designing, solving and testing complex coding problems that will deliver solutions to our trading tools and risk applications. You will build the tools traders and quants rely on to price, trade, and manage risk in real time - and because our release cycles are measured in days, you will watch your code reach production and affect the desk almost immediately. This work draws on a solid foundation in computer science, software development practice, and strong communication and teamwork. You will get exposure to the design and implementation of these systems, which will allow you to build upon your technical skills. As part of the Summer Associate cohort, you will learn and socialize alongside other SE Interns and Quant Trading (QT) Interns. There are a variety of languages you could get practical experience working with including (but

About BlockTech BlockTech is a fast-paced algorithmic trading firm facilitating global cryptocurrency derivatives and spot trading while expanding into new markets. As we continue to grow rapidly, we are looking for a Software Engineer to join our Foundation team amid our exciting scale-up phase! You will Build & optimize: Design, develop, and maintain high-reliability, low-latency, and high-throughput foundational systems that enable our trading and technology teams to scale efficiently. Ingest & aggregate: Collect trading business data with minimal latency impact and ingest both public and private exchange information into our trading system. Store & stream: Develop and maintain infrastructure for real-time data aggregation and long-term storage, as well as our Kafka-based messaging systems. Collaborate & support: Work closely with multiple teams, assisting them in integrating with and making the most of our foundational systems. Innovate: Drive projects from concept to deployment with full ownership, and explore new tools, frameworks, and approaches to keep our infrastructure best-in-class. The Foundation team develops core software infrastructure (libraries, frameworks, and systems) for BlockTech, solving common problems and lending its expertise to enable other teams to stay focused on their respective domains. They own, develop, and configure a wide variety of critical, high-reliability software, ranging from low-level ultra-low-latency shared memory IPC libraries to high-throughput data buses and data aggregation systems including Kafka, NATS, PostgreSQL, and Iceberg. They work primarily in Rust, but also use Python and SQL. If you thrive on low-level problem-solving, building robust frameworks from scratch, and enabling others to move faster, this role is for you. What We're Looking For Essential: 5+ years of experience as a Software Engineer, with a strong focus on systems-level optimisation and awareness of hardware constraints Proficiency

Binance is a leading global blockchain ecosystem behind the world’s largest cryptocurrency exchange by trading volume and registered users. Binance is trusted by more than 320 million people in 100+ countries for its industry-leading security, transparency, trading engine speed, protections for investors, and unmatched portfolio of digital asset products and offerings from trading and finance to education, research, social good, payments, institutional services, and Web3 features. Binance is devoted to building an inclusive crypto ecosystem to increase the freedom of money and financial access for people around the world with crypto as the fundamental means. About Binance Accelerator Program Binance Accelerator Program (BAP) is a 3-6 month internship program designed for Early Career talent to have firsthand experience in the rapidly expanding digital assets space. You will be given the opportunity to develop your skills at Binance and understand what it’s like to work at the world's leading blockchain ecosystem. As part of your internship in the BAP, there will also be opportunities for networking and development, which will expand your professional network and build transferable skills to propel you forward in your career. Learn about the BAP Program HERE. Who may apply Current university students and recent graduates. *Terms of employment / engagement shall be subject to contract and local applicable laws Responsibilities Conduct cutting-edge research on modern cryptographic protocols, including post-quantum cryptography, threshold signatures, signature aggregation, and proof systems for blockchain applications. Explore and benchmark NIST post-quantum signature standards and emerging constructions from recent academic literature. Collaborate with senior researchers and engineers to translate research outcomes into practical applications. Publish research findings and contribute to open-source cryptographic projects when

About BlockTech BlockTech is a fast-paced algorithmic trading firm. Specializing in crypto options, we facilitate global cryptocurrency derivatives and spot trading, while expanding into new markets. As we continue to grow rapidly, we are looking for a Senior Software Engineer to take technical ownership of the data infrastructure our trading and technology teams are built on. Every decision at BlockTech starts with data: exchange feeds, our own trade and account events, and the history we query to make sense of both. The Foundation team owns the systems that move, aggregate, and store all of it. We run our own Kafka, NATS, PostgreSQL, ClickHouse, and Iceberg, self-hosted and tuned by us. We work primarily in Rust, with Python and SQL alongside. This is a role for an engineer who has already built and operated data infrastructure at scale, and who wants their technical decisions to set direction rather than follow it. What will you do? You will own the pipelines and stores every other team depends on. When a researcher backtests a strategy, when a trader checks a position, when risk queries yesterday, they are all reading data your systems ingested, routed, and kept correct. As a senior engineer, you will also set the technical standards the rest of the team builds against. You will: Own the ingest path. Collect public and private exchange information and internal trading data with minimal latency impact, and land it in our trading systems in real time. Architect the streaming layer. Design and operate our Kafka and NATS messaging systems for the throughput and delivery guarantees our critical flows depend on. Build the storage layer. Develop real-time aggregation and long-term storage across PostgreSQL, ClickHouse, and Iceberg, and make the structural calls that keep queries fast as volumes grow. Run what you build. Own capacity, retention, schema evolution, and failure behavior for infrastructure we host ourselves, with no managed service to hide behind. Make the

About the Team: A well-established quantitative portfolio management team at Point72 is looking for an experienced quantitative professional to develop and trade systematic macro strategies, with a focus on market microstructure. The candidate will be given the resources and support to drive the build out and expansion of the quantitative macro business. Role/Responsibilities: Perform rigorous and innovative research to develop systematic signals for global macro (futures, FX, etc.) markets, with a focus on market microstructure signals Perform feature engineering with order book tick data at intraday to daily horizons Perform feature combination using various modeling techniques ranging from linear to machine learning models Participate in the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation Help drive the growth of the investment process and research capabilities of the team Work in a team of highly qualified and motivated individuals with access to a cutting-edge research and trading infrastructure and clean datasets Assist in building, maintenance, and continual improvement of production and trading environments Requirements: MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics 4+ years of experience in quantitative research, building statistical models for intraday to daily trading, as part of a successful proprietary trading team with a track record Knowledge of market microstructure for futures and/or FX Prior experience with tick data based feature generation, modelling, and monetization Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas Collaborative mindset with strong independent research abilities Commitment to the highest ethical standards

Role We are looking for an experienced Macro Quant Researcher to join our team in Taipei. Responsibilities Develop macro-focused systematic trading strategies in liquid secondary markets. Conduct research to identify data-driven signals and market inefficiencies. Collaborate with team members on research and development initiatives. Requirements B.S., M.S., or Ph.D. degree in economics, finance, computer science, physics, or other quantitative discipline. 2+ years of experience in quantitative research or systematic trading at a bank, hedge fund, or asset manager. Experience with systematic trading strategies for any secondary market product (e.g., Taiwan index futures, BTC, etc.) using tools beyond Excel or MultiCharts. Proficiency in Python or C++ and familiarity with database query languages (SQL or NoSQL). Demonstrable ability to conduct independent research utilizing large datasets. Detail-oriented, willingness to take ownership of his/her work, and ability to work both independently and within a small team. Commitment to the highest ethical standards.

JOB RESPONSIBILITIES A highly collaborative, fast-growing team, Point72 Internal Alpha Capture (IAC) is developing scalable quantitative equity trading signals that leverage rigorous research, state-of-the-art machine learning methods, a broad range of public and proprietary data sources, and unparalleled computing power. We are looking for exceptional students to join us as quantitative researcher interns for Fall 2026, Spring 2027 and Summer 2027. Our interns will work closely with our team, receive comprehensive, in-depth training, and help develop novel signals that may have real impact. You will gain exposure to a variety of activities, which may include: Conducting full pipeline signal research, from ideation, via implementation and backtesting, to eventual application. Adapting and extending existing results in the broad field of machine learning; conducting novel research as needed to potentially develop new signals that may enhance portfolio returns. Analyzing very large data sets to extract features useful for predictive models. Providing research assistance to the team. Helping improve the team’s research infrastructure. DESIRABLE CANDIDATES Masters or PhD candidates in machine learning, computer science, finance, mathematics, or other quantitative disciplines. Demonstrated ability to conduct independent research utilizing machine learning over large, possibly noisy, data sets. Strong analytical and quantitative skills, and detail-oriented mindset. Proficient in Python or C++, and Linux environment. Excellent written and verbal communication skills, willing to proactively engage other team members in helping to foster a highly collaborative, team-oriented research environment. Willing to take ownership of his/her work, working both independently and within a collaborative team. Prior experience in the financial services industry is not required. Commitment to the highest ethical standards. The annual base salary range is $120000.00-$180000.00&n

Please send CVs to [email protected] with “202 7 QR Summer Internship Application” in the subject line. When your application is received, we will consider you for all similar positions at Cubist. About Our Firm: Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. About Our Team: KEPL is a fast-growing team at Cubist Systematic Strategies. We specialize in trading medium-frequency statistical arbitrage strategies with high Sharpe. The team is made up of people from top universities and top tier trading and tech firms. We have an open and collaborative culture, and we value rigorous research and innovative technologies. Role / Experience: We are looking for exceptional students to be our quantitative researcher interns for the summer of 2027 . An ideal candidate should have a strong passion and initiative to work in a start-up environment. He/she should have strong analytical skills and be able to solve hard problems rigorously. Our typical intern candidates come from quantitative PhD programs of top US universities. Our internship program offers unique KEPL experience. During the internship, our interns will receive rigorous and comprehensive trainings. They will develop strong research skills through working closely with our full-time researchers on brand new quant trading models with real-world impact. We will consider full-time offers for interns after the internship. Requirements: PhD candidate in math/physics/statistics/EE/CS, or other quantitative fields Strong knowledge of computational math, probability, and statistics Strong analytical skills, with attention to details Good communication skills Willing to work in a fast-paced start-u

A CAREER WITH POINT72’S TECHNOLOGY TEAM As Point72 reimagines the future of investing, our Technology group is constantly improving our company’s IT infrastructure, positioning us at the forefront of a rapidly evolving technology landscape. We’re a team of experts experimenting, discovering new ways to harness the power of open source solutions, and embracing enterprise agile methodology. We encourage professional development to ensure you bring innovative ideas to our products while satisfying your own intellectual curiosity. WHAT YOU’LL DO • Build software used to support global trading across time zones • Work closely with business users to establish and refine requirements • Participate in identifying new technologies to continuously improve software systems • Implement DevOps practices within the team (GitHub/GitLab, Jenkins) • Provide production support to diagnose and resolve elevated application software production incidents and implement proactive remediation measures WHAT’S REQUIRED • Bachelor’s degree in computer science or another technical/scientific field • Minimum 8 years object-oriented programming experience with C#/.NET • Significant experience working with / understanding databases - primarily MS SQL Server • Must have experience in writing automated tests, unit tests, Test-Driven Development • Knowledge of design/architecture patterns, distributed systems, microservices, observability and monitoring, and containerization (Docker) • Willingness to work as part of a distributed Dev Team - 3 time zones (USA, Poland, India) • Strong problem solving and analytical skills • Exceptional verbal and written communication skills • Commitment to the highest ethical standards WE TAKE CARE OF OUR PEOPLE We invest in our people, their careers, their health, and their well-being. When you work here, we provide: • Health care benefits • Maternity, Adoption & related leave policies • Generous paternity and family care leave policies • Employee Assistance Prog

NK Securities Research is a leading financial firm that leverages cutting-edge technology and sophisticated algorithms to trade the financial markets. Founded in 2011, we have gained invaluable experience in the field of High-Frequency Trading (HFT) across different asset classes. Role Overview We’re looking for engineers who can take AI work beyond experiments and make it hold up in production. You’ll work closely with quant researchers and infra engineers to build AI systems that actually get used improving research speed and internal tooling without slowing down the core stack. We value engineers who think about trade-offs, test what they build, and care about how things run in production. What You’ll Build Production AI Ship models that meet defined latency and reliability expectation Add monitoring, rollback, and guardrails before anything goes live Optimise inference across CPU/GPU environments when it matters Integration into Real Systems Plug AI into data-heavy workflows without hurting performance Work within existing low-latency architecture instead of fighting it Profile and remove bottlenecks rather than guessing AI for Engineers & Researchers Build tools that genuinely speed up research and development Improve code understanding, review workflows, and internal knowledge retrieval Keep systems auditable and predictable LLM & Retrieval Systems Implement structured RAG and embedding pipelines with validation in place Create safe integration layers between models and internal systems Performance & Standards Track latency, drift, and stability — not just accuracy Build observability into everything you ship Help raise the bar for how AI is engineered here What We’re Looking For Strong Python fundamentals Clear thinking around system design and performance trade-offs Experience deploying AI systems in production (1–5 years is typical) Familiarity with transformers, embeddings, or LLM deployment Nice to have: Exposure to C++ / Rust / Go E

Quantitative Researchers are responsible for independently conducting quantitative financial research with a focus on statistical and predictive models. About Cubist Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. Role Quantitative Researchers are responsible for independently conducting quantitative financial research with a focus on statistical and predictive models. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring. Desirable Candidates M.S., Ph.D., or Ph.D. candidates in finance, computer science, mathematics, physics, or other quantitative discipline. Programming in any of the following: C++, C#, Java, or Python. Strong analytical and quantitative skills. Keen interest in quantitative research and metrics driven decision making. Demonstrated ability to conduct independent research utilizing large data sets. Detail-oriented. Passion for spotting trends in data. Willingness to take ownership of his/her work, working both independently and within a small team. Ability to work under pressure. Prior experience developing, researching, or implementing quantitative models for equities is preferred, but not required. We will provide training for new researchers without finance backgrounds.

A Career with Point72’s Technology Team As Point72 reimagines the future of investing, our Technology team is constantly improving our company’s IT infrastructure, positioning us at the forefront of a rapidly evolving technology landscape. We’re a team of experts experimenting, discovering new ways to harness the power of open-source solutions, and embracing enterprise agile methodology. We encourage professional development to ensure you bring innovative ideas to our products while satisfying your own intellectual curiosity. About the Software Engineer Internship The Software Engineer Internship at Point72 provides individuals interested in pursuing a career in technology at an investment firm with a valuable, hands-on experience. During the program, you will gain exposure to: Developing and enhancing software applications that support asset management functions, including trading systems, research platforms, and data analysis tools Code reviews, maintaining existing codebases, and ensuring software scalability and integrity Technologies and methodologies like AI, machine learning, big data, and cloud computing to solve complex problems Collaborating with cross-functional teams to ensure technology solutions align with business goals and processes Documenting and presenting design decisions, code, and functionalities to team members and stakeholders Interacting with senior-level professionals The fast-paced, competitive hedge fund world and industry best practices Summer Internship Program at Point72 In addition to the learning and development you’ll receive in your day-to-day role with your team, as a part of our summer internship program you will: Work alongside your fellow interns and be mentored by experienced professionals Meet your peers through designated intern programming, volunteer opportunities, and social events Attend sessions with senior leaders discussing their

A World-Changing Company Palantir builds the world’s leading software for data-driven decisions and operations. By bringing the right data to the people who need it, our platforms empower our partners to develop lifesaving drugs, forecast supply chain disruptions, locate missing children, and more. The Role Forward Deployed Software Engineers (FDSEs) understand our customers’ greatest pain points and design end-to-end solutions to address them. FDSEs solicit constant feedback on their work from both customers and colleagues, improving our products over time with rapid iteration cycles. FDSEs deploy ground breaking technical solutions to solve our customers’ hardest problems. Projects often start with a nebulous question like “Why are we losing customers?” or “How can we more effectively identify instances of money laundering?” FDSEs lead the way in developing a solution, from high-level system design and prototyping to application development and data integration. As an FDSE, you leverage everything around you: Palantir products, open source technologies, and anything you and your team can build to drive real impact. You work with customers around the globe, where you gain rare insight into the world’s most important industries and institutions. We help our customers detect insider trading, improve disaster relief, fight healthcare fraud, and more. Each mission presents different challenges, from the regulatory environment to the nature of the data to the user population. You will work to accommodate all aspects of an environment to drive real technical outcomes for our customers. Whether you aspire to be an entrepreneur or an engineering leader, we believe Palantir is the best place — with the best colleagues — to learn how. You’ll learn how to unpack a problem and understand the costs and consequences of its solution. You’ll learn new technologies and languages, and even develop them yourself. You’ll work autonomously and make decisions independently, wit