Quant Developer

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Verition Fund Management is seeking an experienced Quantitative Developer to partner with a Systematic Macro Portfolio Manager and build low-latency C++ trading infrastructure for real time market data ingestion, signal evaluation, and order execution across futures venues. The role centers on high performance design, exchange connectivity with CME, ICE, Eurex, and LME, identifying latency bottlenecks, and translating research ideas into production code while maintaining safety and monitoring. Ideal candidates have 4+ years in low latency trading, expert C++, Linux production experience, and familiarity with futures mechanics, kernel bypass or multicast data, and Python tooling. To apply, highlight measurable latency reductions, sample code, and collaboration with traders and PMs, and show you can thrive onsite in Dubai with on-call responsibilities.

Verition Fund Management LLC (“Verition”) is a multi-strategy, multi-manager hedge fund founded in 2008.  Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading.

We are seeking an experienced Quantitative Developer to partner directly with a Systematic Macro Portfolio Manager, focusing on the design and optimization of low-latency trading systems. This role will concentrate on building high-performance C++ infrastructure for real-time market data ingestion, signal evaluation, and order execution across major futures exchanges. The ideal candidate has hands-on experience with exchange connectivity, latency-sensitive systems, and production trading environments.

Responsibilities:

• Design, develop, and optimize high-performance C++ trading systems for systematic commodities strategies.
• Build and maintain real-time market data handlers, signal evaluation pipelines, and order execution components.
• Identify and eliminate latency bottlenecks across the trading stack (data ingestion, strategy evaluation, execution).
• Develop and support direct connectivity to major futures exchanges (e.g., CME, ICE, Eurex, LME).
• Work with exchange protocols, contract specifications, calendars, and roll logic.
• Apply deep understanding of futures market microstructure to improve execution quality and reduce slippage.
• Profile and tune systems at the CPU, memory, and network level to achieve predictable, low-latency performance.
• Implement monitoring, alerting, and recovery mechanisms for live trading systems.
• Participate in on-call rotation for production support during trading hours.
• Work closely with the Portfolio Manager to translate research ideas into latency-aware production code.
• Support rapid iteration of strategies while maintaining engineering rigor and production safety.

Qualifications:

• 4+ years of experience as a Quant Developer, Low-Latency Trading Engineer, or similar role.
• Expert-level C++ programming skills, with strong understanding of performance-critical code design.
• Hands-on experience working with futures exchanges and listed derivatives.
• Deep familiarity with low-latency system design, including concurrency, memory management, and network I/O.
• Strong understanding of futures trading mechanics (expiries, rolls, margining, exchange rules).
• Experience working in Linux production environments.
• Experience with exchange-native market data and order entry protocols.
• Familiarity with kernel bypass, multicast market data, or performance-optimized networking.
• Python experience for research tooling or offline analysis.
• Exposure to systematic commodities trading strategies.