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.