
Verition Fund Management
Quantitative Developer
- Permanent
- Dubai, United Arab Emirates
- Experience 2 - 5 yrs
Job expiry date: 10/05/2026
Job overview
Date posted
26/03/2026
Location
Dubai, United Arab Emirates
Salary
Undisclosed
Compensation
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.
Required skills
Key responsibilities
- Design, develop, and optimize high-performance C++ trading systems for systematic commodities strategies with a focus on low-latency execution and scalability
- Build and maintain real-time market data ingestion systems, signal evaluation pipelines, and order execution components across the trading stack
- Identify, analyze, and eliminate latency bottlenecks across data ingestion, strategy evaluation, and execution layers to achieve predictable low-latency performance
- Develop and maintain direct connectivity to major futures exchanges including CME, ICE, Eurex, and LME using exchange protocols and market data interfaces
- Work with contract specifications, trading calendars, and roll logic while applying deep understanding of futures market microstructure to improve execution quality and reduce slippage
- Profile and tune systems at CPU, memory, and network I/O levels using advanced techniques such as concurrency, memory management, kernel bypass, and multicast market data processing
- Implement monitoring, alerting, and recovery mechanisms for live trading systems to ensure system reliability and operational resilience
- Participate in on-call rotations to provide production support for live trading systems during trading hours
- Collaborate closely with the Portfolio Manager to translate quantitative research ideas into robust, latency-aware production code while supporting rapid iteration of strategies
Experience & skills
- Demonstrate at least 4+ years of experience as a Quantitative Developer, Low-Latency Trading Engineer, or similar role within hedge fund or trading environments
- Possess expert-level proficiency in C++ with strong experience in designing and optimizing performance-critical code for low-latency trading systems
- Exhibit hands-on experience working with futures exchanges and listed derivatives including CME, ICE, Eurex, and LME, with strong knowledge of exchange connectivity and protocols
- Demonstrate deep understanding of low-latency system design including concurrency, memory management, network I/O, kernel bypass, and multicast market data handling
- Maintain strong knowledge of futures trading mechanics including expiries, roll logic, margining, contract specifications, and exchange rules
- Possess experience working within Linux production environments supporting high-performance trading systems
- Demonstrate experience with exchange-native market data feeds and order entry protocols used in electronic trading systems
- Exhibit proficiency in Python for research tooling, data analysis, and offline strategy development support
- Show familiarity with systematic commodities trading strategies and ability to support rapid iteration while maintaining production stability and engineering rigor