Senior Research Platform Engineer

Responsibilities

• Maintain and extend the C++ simulation and backtesting framework for digital assets and FX.
• Implement and refine models of exchange matching engines and order queuing (FIFO, pro-rata, etc.).
• Build and maintain pybind11 bindings to allow researchers to interact with the C++ simulator via Python.
• Develop Python-based research tooling, data pipelines, and visualization tools.
• Ensure production alignment by debugging discrepancies between simulation and live trading performance.
• Manage large historical datasets on NFS file systems, building efficient indexing and preprocessing pipelines.
• Collaborate with traders and researchers to translate ideas into reproducible experiments.

Requirements

• Strong proficiency in C++ with experience in performance-critical systems.
• Hands-on experience with pybind11 or similar Python–C++ integration frameworks.
• Solid Python skills for data analysis, scripting, and research pipelines.
• Experience with distributed simulation or backtesting frameworks, ideally in HFT.
• Deep understanding of matching engines, order book mechanics, and queuing models.
• Experience working with large datasets and distributed file systems.
• Strong debugging skills across both Python and C++.

Preferred Qualifications

• Familiarity with SQL, Redis, or Kafka.
• Understanding of trading concepts such as PnL, risk, market data, and order types.
• Background working in a startup or small-team environment with high ownership.

About the Company

InfiniteQuant is a global quantitative trading and technology company. As a proprietary trading firm, we are privately owned and funded, architecting bespoke research and trading technologies to unlock infinite possibilities in the global market.