Summit Securities Group ยท 3 weeks ago
Quantitative Engineer
New York, NY
Full-time
Onsite
Mid, Senior Level
$150K/yr - $250K/yr
3+ years expSummit Securities Group is focused on blending human intuition with machine intelligence to enhance trading strategies. As a Quantitative Engineer, you will develop high-performance technical frameworks that support quantitative research and trading, ensuring efficient execution and real-time risk monitoring across various asset classes.
Financial Services
Responsibilities
Architect C++ Backtesting Engines: Design and develop the high-performance simulation environment used to evaluate strategies under various timing and sizing regimes. You will use C++ to ensure our historical data calibration is robust and allows for rapid iteration over massive datasets
Build Real-Time Analytics & Risk Infrastructure: Develop interactive tools to monitor intraday P&L and risk metrics. You will engineer the backend systems that calculate real-time benchmarks and attribute performance relative to hypothetical baskets
Engineer High-Performance Data Pipelines: Create optimized ingestion libraries and APIs (C++/Python bindings) to access and normalize complex datasets across distinct asset classes (e.g., index data, corporate actions), enabling frictionless analysis for our researchers
Develop Execution & Order Tooling: Build the logic for order generation and execution, incorporating capital constraints and cost models to ensure accurate reconciliation and dynamic rebalancing
Collaborate on Model Validation: Work closely with researchers to build validation tools that quantify signal decay and measure realized opportunity versus model forecasts
Qualification
Required
3-7 years of professional experience in a quantitative development, risk technology, or financial engineering role
Bachelor's or Advanced Degree in Computer Science, Engineering, or a related field
Strong expertise in Modern C++ for building scalable, low-latency systems
Deep proficiency in Python (pandas, numpy) for data analysis and research APIs
Understanding of concepts like P&L attribution, risk factors (Greeks), and the mechanics of rebalancing or corporate actions in a multi-asset context
Experience building modular, high-performance C++ systems for risk calculations or pricing libraries
Proficient in SQL for managing large datasets and conducting rapid analysis of membership or ticker activity
Understanding of how to build validation methodologies and stress-testing scenarios for trading portfolios
Product-minded engineer who enjoys the intersection of math, finance, and code
Capable of translating complex financial requirements (e.g., regulatory risk metrics, market stress scenarios) into robust technical solutions
Analytical mindset and comfortable working with time-series data and large-scale financial datasets
Driven by impact and takes deep satisfaction in seeing work have a direct, measurable effect on operations
Preferred
Experience with distributed computing techniques or grid computing for scaling risk and simulation workloads is highly valued
Benefits
401k matching
Gender neutral parental leave
Full medical, dental and vision insurance
Lunch stipends
Fully stocked kitchens
Happy hours
A great location
Amazing colleagues
Company
Summit Securities Group
Exceptional trading emerges where human intuition meets frictionless experimentation.
51-200 employees
Funding
Current Stage
Growth StageLeadership Team
Elliot Gulkowitz
Chief Executive Officer
Joohan Lee
Chief Technology Officer
Company data provided by crunchbase