James Davis

🚀 We’re Hiring – C++ Quant Engineers | Electronic Trading | 4-Month Contract (Perm Potential) Want to build tech that shapes the future of global markets? Our client, a cutting-edge trading infrastructure firm, is hiring experienced C++ developers with real-world knowledge of exchange microstructure and electronic trading systems. They’ve just kicked off a high-impact build phase, and after a great response to top-tier candidates (think Bloomberg-level engineering), they’re expanding the team immediately. 📍 Locations: NYC | Remote  📅 Duration: 4-month contract to start, with strong potential to convert to perm 💼 What they’re looking for:Advanced C++ devs with low-latency trading or exchange connectivity experienceFamiliarity with market data or execution flow is a major plusCloud exposure (AWS/GCP) welcome, especially within financial trading environmentsYou’ll work alongside ex-Goldman, Tradeweb, and Credit Suisse leadership on tech that directly impacts how markets move. Interested? DM me or apply below — we’re moving fast. #C++ #QuantDev #ElectronicTrading #Fintech #ContractToPerm #TradingTech #NYCJobs #LondonTech #HFT #HiringNow

🔍 Quantitative Researcher – New York 💼 Quantitative Strategies | Alpha Research | Global Markets 🚀 Our client is a global quant fund managing multi-billion dollar portfolios using fully automated, statistically driven strategies across equities and futures. With a deep commitment to research, innovation, and collaboration, they’re expanding their NY team. What you'll do: • Research & backtest academic finance theories using real-world data • Build alpha models and test their validity with rigorous statistical techniques • Dive into petabytes of global market and alternative data • Collaborate with world-class researchers, technologists & traders across global offices • Contribute to production-ready quant strategies What we're looking for: • Pursuing (or recently completed) a BS/MS/PhD in CS, Math, Stats, Physics or similar • Strong grasp of statistics and modelling • Coding skills in Python or other scripting language • Self-starter with analytical horsepower • Knowledge of ML, finance, or cloud infrastructure is a plus (not a must) Why join? 💡 Learn from top-tier mentors in a flat structure 🌍 Global exposure with offices in NY, London, HK & Miami 🧘‍♂️ No dress code, Friday team lunches, startup energy 📈 Competitive comp + full benefits (401k match, health, dental, vision, PTO)📍Location: New York 💰Salary: Competitive & Commensurate with Experience ✅ Our client is an equal opportunity employer. 📩 Ready to apply or want to learn more? Drop us a message.

Senior Market Connectivity Developer Location: Whippany, NJ, United States Type: Permanent | Vice President Level Salary Range: $170,000 – $230,000 (Base only) + Bonus & Benefits The Opportunity Our client, a global investment bank, is seeking a Senior Developer to join its Market Connectivity team within the Pre-Trade Technology function. This role is core to building low-latency, high-throughput exchange connectivity systems used by cross-asset trading desks globally. You’ll be part of a distributed team delivering mission-critical infrastructure for high-performance trading environments. What You’ll Be DoingDesign and build scalable, high-performance connectivity components in Java and/or C++ for low-latency trading.Collaborate with colleagues in London, Prague, and the US to deliver globally aligned exchange connectivity platforms.Own the full SDLC including development, testing, release, and production support.Act as a subject matter expert in distributed systems and financial protocol integration (FIX, OUCH, etc.).Contribute to production stability, participate in post-mortems, and help shape SRE best practices.Tech Stack / Experience NeededStrong Core Java (or C++) development background, with hands-on experience in Linux environments.Expertise in multi-threading, memory optimization, networking, and distributed systems.Familiarity with financial protocols like FIX, OUCH, or Millennium is highly preferred.Exposure to scripting languages (Bash, Perl, Python) and tools such as Grafana or Prometheus is a plus.Previous experience in trading, risk, or middle office systems is strongly valued.You Should Apply If You…Are excited by complex technical challenges in ultra-low latency systems.Have the ability to work autonomously while influencing architectural decisions across global teams.Want to work at a firm where technology is core to market success, not a back-office function.Are looking to join a high-calibre team in a Vice President-level role with long-term growth.Additional Role ExpectationsPlay a strategic role in aligning development initiatives with broader business goals.Mentor junior developers and participate in peer code reviews.Engage in risk and governance processes, contributing to control and compliance.Foster an environment aligned with agile delivery and secure coding practices.Compensation & PerksCompetitive base salary: $170,000–$230,000Eligibility for incentive bonusFull benefits package including:401(k)Medical, dental, vision insurancePaid leave for qualifying circumstancesLife & disability coverageInterested? This is a high-impact role within a mission-critical team at the heart of a global trading operation. If you're ready to step into a senior engineering role with a clear path to leadership, apply now or reach out for more details.

Senior AI Engineer – Equities Technology 📍 New York, NY (On-site | Hybrid Considered) Overview: Our client, a leading global investment firm, is building the next generation of Large Language Model (LLM) applications tailored to Portfolio Manager workflows. These AI-powered tools are designed to deliver tangible, immediate value and scale across investment teams. They are now seeking a Senior AI Engineer to play a pivotal role within their Equities Technology AI division. This individual will lead the design, development, and scaling of a new LLM platform that will sit at the heart of the investment process. Key Responsibilities:Translate complex business problems into scalable, AI-driven solutions.Architect, build, and maintain robust end-to-end pipelines for LLM applications based on Portfolio Manager requirements.Design and implement infrastructure enhancements to optimize performance, scalability, and reliability.Partner with both technology and investment teams to refine solution design and ensure seamless deployment.Build, test, and deploy LLM products tailored to specific PM workflows, while ensuring generalizability across future use cases.Leverage both generative AI and traditional NLP techniques to deliver state-of-the-art functionality.Required Experience:PhD in Computer Science or related technical field + 5+ years of experience — or a Master's degree with 10+ years.Expert-level Python skills, including REST API development and object-oriented programming.Proven experience developing and deploying LLM-based applications and frameworks.Deep knowledge of NLP techniques and familiarity with generative AI models.Strong understanding of asynchronous application development and modern CI/CD pipelines.Experience with Vector Databases and traditional SQL systems is a plus.Strong communication and stakeholder engagement skills, capable of working independently or as part of a cross-functional team.High degree of initiative and organizational ability — able to manage multiple priorities in a fast-paced environment.

Our client – a lean, intellectually rigorous investment firm – is seeking exceptional Senior Quant Researchers to join their systematic equities team. This is a rare opportunity to help drive alpha generation at a fast-moving, collaborative fund where deep research and innovative thinking are core to performance. 🔍 What You’ll Do:Develop and test novel mid-frequency equity strategies grounded in empirical researchGenerate original alpha signals using large datasets, systematic techniques, and market intuitionCollaborate with a small, high-performing team across research, engineering, and portfolio managementContribute to the full strategy lifecycle: hypothesis -> research -> implementation -> performance review🎓 Ideal Background:5–10 years’ experience in systematic equities, alpha research, or mid-frequency tradingStrong command of applied mathematics, statistics, or quantitative financeDemonstrated experience building and deploying alpha-generating strategiesDeep research mindset — you live for unsolved problemsTrack record of independent thinking and intellectual integrityAdvanced degree (PhD strongly preferred) from a top-tier institution (Harvard, MIT, Stanford, Oxford, Cambridge, etc.)🧠 Culture & Fit:You question assumptions. You challenge models. You don’t fool yourself.You thrive in lean, agile environments where your impact is tangibleYou prefer rigour over hype — and believe systematic thinking is a competitive edgeNo interest in crypto, hype cycles, or chasing trends — just alpha, pure and simple“The first principle is that you must not fool yourself — and you are the easiest person to fool.” – Feynman If that resonates, we should talk.