Summit Securities Group
Quantitative Engineer
Summit Securities GroupUnited States3 days ago
Full-timeEngineering, Information Technology
Human Intuition. Machine Intelligence. Relentless Exploration.

Exceptional trading emerges where human intuition meets frictionless experimentation. Our platform and processes enable traders to rapidly investigate ideas, identify emergent patterns, and convert insights into live strategies. This synthesis creates a flywheel of discovery—the key to our pursuit of excellence.

The Role

As a Quantitative Engineer, you will build the high-performance technical backbone that powers our quantitative research and trading strategies. You will bridge the gap between low-latency software engineering and financial modeling, creating the heavy-lifting C++ frameworks and Python analytics tools that our quants use to drive discovery across multiple asset classes.This role requires an engineer who understands the lifecycle of a trade—from historical simulation to live execution. You will not just build tools; you will engineer the logic that allows us to monitor real-time risk, attribute P&L, and execute strategies efficiently.

Responsibilities

  • Architect C++ Backtesting Engines: Design and develop the high-performance simulation environment used to evaluate strategies under various timing and sizing regimes. You will use C++ to ensure our historical data calibration is robust and allows for rapid iteration over massive datasets.
  • Build Real-Time Analytics & Risk Infrastructure: Develop interactive tools to monitor intraday P&L and risk metrics. You will engineer the backend systems that calculate real-time benchmarks and attribute performance relative to hypothetical baskets.
  • Engineer High-Performance Data Pipelines: Create optimized ingestion libraries and APIs (C++/Python bindings) to access and normalize complex datasets across distinct asset classes (e.g., index data, corporate actions), enabling frictionless analysis for our researchers.
  • Develop Execution & Order Tooling: Build the logic for order generation and execution, incorporating capital constraints and cost models to ensure accurate reconciliation and dynamic rebalancing.
  • Collaborate on Model Validation: Work closely with researchers to build validation tools that quantify signal decay and measure realized opportunity versus model forecasts.

You Bring

  • Experience: You have 3-7 years of professional experience in a quantitative development, risk technology, or financial engineering role.
  • Education: You have a Bachelor's or Advanced Degree in Computer Science, Engineering, or a related field.
  • C++ Systems & Python Fluency: You possess strong expertise in Modern C++ for building scalable, low-latency systems, paired with deep proficiency in Python (pandas, numpy) for data analysis and research APIs.
  • Domain Knowledge: Unlike a generalist software engineer, you speak the language of finance. You understand concepts like P&L attribution, risk factors (Greeks), and the mechanics of rebalancing or corporate actions in a multi-asset context.

Technical Skills

  • Risk & Pricing Architecture: You have experience building modular, high-performance C++ systems for risk calculations or pricing libraries.
  • Data Proficiency: You are proficient in SQL for managing large datasets and conducting rapid analysis of membership or ticker activity.
  • Model Validation: You understand how to build validation methodologies and stress-testing scenarios for trading portfolios.
  • Distributed Computing: Experience with distributed computing techniques or grid computing for scaling risk and simulation workloads is highly valued.

Ideal Profile

  • Product Mindset: You are a product-minded engineer who enjoys the intersection of math, finance, and code.
  • Technical Translator: You are capable of translating complex financial requirements (e.g., regulatory risk metrics, market stress scenarios) into robust technical solutions.
  • Analytical Focus: You have an analytical mindset and are comfortable working with time-series data and large-scale financial datasets.
  • Driven by Impact: You take deep satisfaction in seeing your work have a direct, measurable effect on our operations.

We Offer

The Base Salary Range is $150,000 - $250,000. These ranges are representative of the starting base salaries for this role at Summit Securities Group. Which range a candidate fits into and where a candidate falls in the range will be based on job related factors such as relevant experience, skills, and location. These ranges represent Base Salary only, which is just one element of our total compensation. The ranges stated do not include other factors of total compensation such as bonuses.

We offer competitive compensation packages, 401k matching, gender neutral parental leave, and full medical, dental and vision insurance. We believe that working together in person helps solve the complex challenges we solve. We require employees to be in the office 4 days per week. In-office benefits include lunch stipends, fully stocked kitchens, happy hours, a great location, and amazing colleagues.

Our top priority is our people. We invest in a culture that promotes togetherness, helping each other through challenges and celebrating each other's successes. We believe that modern workplaces succeed by having diverse high-performance workforces — in ideas, in cultures, and in experiences. We put in the effort to make such a workplace a daily reality and are proud to be an equal opportunity employer.

PI280621453

Key Skills

Ranked by relevance
Apply