Job description

The Quantitative Developer (Low-Latency C++ Trading Systems) role at Verition Fund Management LLC, a global multi-strategy, multi-manager hedge fund specializing in Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short, Capital Markets Trading, and Global Quantitative Trading, is responsible for partnering directly with a Systematic Macro Portfolio Manager to design, develop, and optimize high-performance, low-latency trading systems for systematic commodities strategies. The role focuses on building robust C++ infrastructure for real-time market data ingestion, signal evaluation pipelines, and order execution across major futures exchanges including CME, ICE, Eurex, and LME. The position requires deep expertise in exchange connectivity, exchange protocols, contract specifications, trading calendars, and roll logic, as well as a strong understanding of futures market microstructure, including expiries, rolls, margining, and exchange rules. The developer is responsible for identifying and eliminating latency bottlenecks across the full trading stack, including data ingestion, strategy evaluation, and execution layers, while profiling and tuning systems at CPU, memory, and network I/O levels to achieve deterministic, high-performance outcomes. The role involves working within Linux production environments, leveraging advanced techniques such as concurrency, memory management, kernel bypass, multicast market data handling, and performance-optimized networking. The position also includes implementing monitoring, alerting, and recovery mechanisms for live trading systems, supporting production environments through on-call rotations, and collaborating closely with the Portfolio Manager to translate quantitative research ideas into latency-aware production code. Additionally, the role requires supporting rapid iteration of trading strategies while maintaining engineering rigor, system stability, and production safety, and utilizing Python for research tooling and offline analysis in a systematic commodities trading context.