Quantitative Developer
Published: 2025-12-04At Sparkland, our mission is to create fairer, more efficient financial markets for everybody. Our proprietary algorithms trade 24/7 on most major exchanges and increase market liquidity, making markets more efficient. Sparkland is a lean team of highly-driven and talented people with the experience of developing and improving high-frequency trading algorithms for more than 10 years. We have become one ...
Job details
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.
- 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.
- 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.