Quantitative Developer

About the Company

iRage is a team of quants, engineers, and traders who have spent the last 15 years building cutting-edge algorithmic trading systems. Known for its low-latency platforms and quant-backed strategies, iRage is a trusted partner for traders and institutions seeking smart execution and risk management.

Responsibilities

• Manage daily operation and monitoring of high-frequency trading strategies
• Ensure smooth execution across trading sessions, handling system starts, stops, and intraday adjustments
• Maintain and optimize existing C++ codebase for strategy implementation
• Conduct deep-dive analysis into P&L drivers and strategy performance metrics
• Identify patterns in losing trades and develop systematic approaches to mitigate losses
• Analyze tick-by-tick data to identify execution inefficiencies
• Develop statistical models to predict and prevent adverse selection
• Write production-quality C++ code for strategy enhancements and optimize latency-critical code paths
• Develop tools for backtesting and simulation

Requirements

• Bachelor's degree in Mathematics, Computer Science, Statistics, or a related quantitative field
• Expert-level C++ programming with a focus on low-latency systems
• Strong understanding of data structures, algorithms, and computational complexity
• Experience with Linux systems, multithreading, and network programming
• Proficiency in statistical analysis tools such as Python, R, pandas, or numpy
• Deep understanding of probability theory, stochastic processes, and time series analysis
• 2+ years of experience in quantitative trading, preferably in high-frequency strategies
• Experience with tick data analysis and microsecond-level execution

Preferred Qualifications

• Advanced degree (MS/PhD) in a quantitative discipline
• Knowledge of market microstructure and order book dynamics
• Familiarity with signal processing and filtering techniques