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Weekend Algorithmic Trading Quant Jobs in Illinois

Motion Recruitment

Node Engineer / Backend

Chicago, IL · On-site

... quantitative analysts, and investment teams. We're looking for a senior Node.js engineer to help ... You'll work on the infrastructure behind algorithmic trading tools, data ingestion pipelines, large ...

IMC Trading

Software Engineer, Early Career

Chicago, IL · On-site

$200K/yr

... our cutting-edge trading algorithms. You will be responsible for spotting new opportunities ... Collaborate with Traders, Quant Researchers and other Engineers both locally and globally * Develop ...

Old Mission

Systematic Equity Options Trader

Chicago, IL · On-site +1

$170K - $250K/yr

Collaborate with quantitative researchers to translate research insights into production trading ... Must have a strong understanding of the market microstructure and execution algorithms * Excellent ...

Edgehog Trading

Full Stack Developer

Chicago, IL · On-site

... traders, quant researchers, and algo developers to understand workflows and translate them into ... alongside algorithmic developers and traders • Solid understanding of software engineering ...

IMC

Quantitative Researcher - Options

Chicago, IL

Collaborate with the trading and quantitative research team to evaluate existing algorithms * Combine knowledge of systems, mathematical techniques and trading to identify the best places to improve ...

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Weekend Algorithmic Trading Quant information

What is a Weekend Algorithmic Trading Quant?

A Weekend Algorithmic Trading Quant is a quantitative analyst who specializes in developing, testing, and implementing trading algorithms specifically for financial markets that operate or are accessible during weekends, such as cryptocurrency markets. These professionals use mathematical models, statistical analysis, and programming skills to identify trading opportunities, manage risk, and optimize trading strategies outside of traditional market hours. Their work often involves analyzing large datasets, backtesting strategies, and deploying automated trading systems to generate profits while minimizing human intervention.

What are some common challenges faced by a Weekend Algorithmic Trading Quant, and how can they be addressed?

One of the main challenges for a Weekend Algorithmic Trading Quant is ensuring the robustness and reliability of trading algorithms during periods of lower market liquidity and higher volatility, which are common on weekends in certain asset classes like cryptocurrencies. Additionally, effective monitoring and quick response to unexpected market events can be more difficult with limited team availability outside regular business hours. To address these challenges, quants typically implement thorough backtesting, automated alert systems, and clear escalation protocols to manage risk and maintain performance even during off-peak times.

What are the key skills and qualifications needed to thrive as a Weekend Algorithmic Trading Quant, and why are they important?

To thrive as a Weekend Algorithmic Trading Quant, you need strong quantitative analysis skills, programming proficiency (such as Python or C++), and a degree in mathematics, finance, or a related field. Familiarity with trading platforms, statistical modeling libraries, and backtesting systems is typically required, along with experience using market data APIs. Exceptional problem-solving abilities, attention to detail, and the capacity to work independently under time constraints are valuable soft skills in this role. These competencies are crucial for developing, testing, and executing profitable trading strategies in dynamic weekend markets where rapid decision-making is essential.
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Weekend Algorithmic Trading Quant jobs near you

C++ Trading Systems Developer

Request Technology, LLC

Downers Grove, IL • On-site

$48.25 - $65/hr

Other

Posted 28 days ago

Job description

***This role requires working onsite 4 days each week***

***We are unable to sponsor for this permanent full-time role***

***Position is Bonus eligible***

Prestigious Financial Firm is currently seeking a C++ Trading Systems Developer with industry experience. Candidate will design, build, and optimize our high-performance, low-latency trading infrastructure and strategies. This is a hands-on engineering role working directly with traders, quants, and other technologists to deliver cutting-edge solutions in global markets.

Responsibilities:

• Architect, develop, and maintain low-latency trading applications and market access systems in modern C++.

• Collaborate with traders, quants, and researchers to implement, refine, and evaluate algorithmic and quantitative trading strategies.

• Implement new trading algos and research ideas in the internal core trading framework.

• Design and implement exchange connectivity, order routing, and market data feed handlers across multiple asset classes and venues worldwide.

• Optimize systems for speed, throughput, scalability, and reliability, using profiling, performance tuning, and latency analysis.

• Participate in all phases of the software development lifecycle, from requirements and design to testing, deployment, and production support.

• Research and recommend new technologies, tools, and methods to improve performance, scalability, and code quality.

Qualifications:

• A degree in Computer Science, Engineering, Mathematics, Physics, or a related STEM field (Bachelor’s, Master’s, or PhD).

• At least 5 years of experience developing performance-critical software in modern C++ (C++14 or newer).

• Strong knowledge of multi-threading, memory management, and network/socket programming (TCP/UDP).

• Familiarity with Linux/Unix environments and network tools (Wireshark, TCPDump).

• Strong organizational and software architecture skills with an eye for performance profiling and optimization.

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