Apexver
Company listing jobs in Software Development
Open Positions at Apexver
2 days ago
Role Overview As the Quantitative Research Team Lead, you will head a team of quants and researchers dedicated to developing trading strategies, improving alpha models, and optimizing execution. This role is both hands-on research and strategic leadership: you will drive model development, oversee research pipelines, and mentor team members while shaping Apexver’s research roadmap. You will partner with traders, engineers, and data scientists to push the boundaries of what’s possible in high-frequency and systematic trading. Key Responsibilities • Leadership & Strategy ◦ Lead, mentor, and grow a team of quantitative researchers. ◦ Define research priorities, align with trading and technology strategy, and ensure results deliver measurable alpha. ◦ Instill best practices for model development, testing, and deployment. • Research & Innovation ◦ Develop and refine alpha models, statistical arbitrage signals, and systematic trading strategies. ◦ Explore large-scale datasets to identify patterns, anomalies, and predictive signals. ◦ Partner with engineers to translate research into robust, production-ready systems. • Collaboration & Execution ◦ Work closely with traders and risk managers to integrate models into execution pipelines. ◦ Collaborate with infrastructure teams to optimize simulation environments, backtesting frameworks, and data feeds. ◦ Balance short-term opportunities with long-term research initiatives. Qualifications Required: • 7+ years of experience in quantitative research / systematic trading, with at least 2+ years in a leadership capacity. • Advanced degree (PhD strongly preferred, MSc acceptable) in Mathematics, Physics, Computer Science, Statistics, or related quantitative discipline. • Deep experience with time-series analysis, probability, statistics, and machine learning methods. • Strong programming skills in Python (for research) and familiarity with C++ (for production alignment). • Proven track record of delivering profitable trading strategies or alpha models. • Strong leadership, communication, and ability to align a multi-disciplinary team. Nice to Have: • Background in high-frequency trading (HFT) or market-making. • Expertise in market microstructure, execution algorithms, or exchange connectivity. • Experience managing petabyte-scale datasets and distributed research pipelines. • Comfort with risk management frameworks and capital allocation. Why Join Apexver? • Compensation & upside: €180k base salary + up to 100% performance bonus. • Impact: Shape the research direction of a fast-growing proprietary trading firm. • Collaboration: Work alongside elite engineers and traders on high-stakes challenges. • Innovation: Freedom to test ideas quickly, deploy models, and iterate in production. • Culture: Flat, collaborative, and meritocratic environment where best ideas win. Application If you are excited to lead a world-class research team, love solving problems where milliseconds and insights matter, and want to directly impact the future of Apexver’s trading business — we’d love to talk to you.
47 days ago
Role Overview As a Senior Software Engineer, you will take leadership in designing, building, and scaling high-performance trading systems. You will be driving architectural decisions, mentoring others, and ensuring the reliability, latency, and correctness of our production systems.Your role will bridge between quant research, trading operations, and engineering excellence. Key Responsibilities Lead design, development, and ownership of large, complex C++ systems: engines for order execution, market data ingestion, risk, connectivity, and downstream services. Architect systems for low latency, high throughput, fault tolerance, and operational resilience. Identify performance bottlenecks across software/hardware layers; lead initiatives to reduce latency, increase capacity, and improve stability. Mentor and lead other engineers through code reviews, pairing, and driving best practices in code structure, testing, and performance. Liaise closely with quant researchers and traders: influence product and strategy design, ensuring designs satisfy functional, non-functional, and latency constraints. Drive infrastructure and tooling improvements: monitoring, observability, deployment pipelines, build systems, profiling frameworks, and latency measurement tools. Stay up to date with new technologies and architectures (e.g. kernel bypass, RDMA, NUMA, CPU/GPU/FPGAs) and evaluate them for potential adoption. Qualifications Required 5+ years (often 7+) of experience building production C++ systems, ideally in latency-sensitive or real-time environments. Deep expertise in modern C++ (C++17/20/23), templates, metaprogramming, memory management, and allocation strategies. Strong understanding of concurrency: multi-threading, lock-free programming, synchronization, hardware caches, and memory fences. Proven track record in optimizing performance (latency, throughput); experience profiling and benchmarking at a low level. Experience with network programming: TCP/UDP, protocol design, or low-level kernel/OS tuning. Familiarity with distributed systems, messaging, resilience under load, and graceful degradation. Excellent system-level thinking: balancing trade-offs (latency vs. safety vs. maintainability). Strong leadership and communication skills; ability to push standards, mentor juniors, and influence design across teams. Nice to Have Prior HFT / proprietary trading / market making experience. Deep knowledge of financial market microstructure: order books, matching engines, FIX protocols, exchange connectivity. Experience or interest in hardware acceleration (FPGA), kernel bypass, DPDK, RDMA, or similar. Exposure to other languages/tools relevant to quant or trading environments: Python, scripting, data processing, GPUs. Advanced education (MS/PhD in CS, EE, Physics, Mathematics, etc.) is a plus but not required. What You’ll Gain A leadership role where your decisions shape both technical architecture and trading outcomes. Opportunities to tackle cutting-edge engineering challenges where performance, scale, and correctness are non-negotiable. Ability to mentor and grow a team; influence culture, standards, and technical excellence. Excellent compensation, bonuses, and profit-sharing aligned with results and contribution. A culture of high trust, where engineers have autonomy and the chance to experiment — and where learning from mistakes is valued. General: What Makes a Great Fit at Apexver You enjoy solving hard problems where edge vs. margin matters. You’re curious and love going “under the hood” — whether it’s the OS, hardware, or network layer. You take ownership end-to-end: from problem-solving and coding to testing, deploying, and monitoring. You thrive in flat, collaborative, fast-moving teams. You value clean code, correctness, performance, and pragmatism.
47 days ago
Role Overview As the Quantitative Research Team Lead, you will head a team of quants and researchers dedicated to developing trading strategies, improving alpha models, and optimizing execution. This role is both hands-on research and strategic leadership: you will drive model development, oversee research pipelines, and mentor team members while shaping Apexver’s research roadmap. You will partner with traders, engineers, and data scientists to push the boundaries of what’s possible in high-frequency and systematic trading. Key Responsibilities • Leadership & Strategy ◦ Lead, mentor, and grow a team of quantitative researchers. ◦ Define research priorities, align with trading and technology strategy, and ensure results deliver measurable alpha. ◦ Instill best practices for model development, testing, and deployment. • Research & Innovation ◦ Develop and refine alpha models, statistical arbitrage signals, and systematic trading strategies. ◦ Explore large-scale datasets to identify patterns, anomalies, and predictive signals. ◦ Partner with engineers to translate research into robust, production-ready systems. • Collaboration & Execution ◦ Work closely with traders and risk managers to integrate models into execution pipelines. ◦ Collaborate with infrastructure teams to optimize simulation environments, backtesting frameworks, and data feeds. ◦ Balance short-term opportunities with long-term research initiatives. Qualifications Required: • 7+ years of experience in quantitative research / systematic trading, with at least 2+ years in a leadership capacity. • Advanced degree (PhD strongly preferred, MSc acceptable) in Mathematics, Physics, Computer Science, Statistics, or related quantitative discipline. • Deep experience with time-series analysis, probability, statistics, and machine learning methods. • Strong programming skills in Python (for research) and familiarity with C++ (for production alignment). • Proven track record of delivering profitable trading strategies or alpha models. • Strong leadership, communication, and ability to align a multi-disciplinary team. Nice to Have: • Background in high-frequency trading (HFT) or market-making. • Expertise in market microstructure, execution algorithms, or exchange connectivity. • Experience managing petabyte-scale datasets and distributed research pipelines. • Comfort with risk management frameworks and capital allocation. Why Join Apexver? • Compensation & upside: €180k base salary + up to 100% performance bonus. • Impact: Shape the research direction of a fast-growing proprietary trading firm. • Collaboration: Work alongside elite engineers and traders on high-stakes challenges. • Innovation: Freedom to test ideas quickly, deploy models, and iterate in production. • Culture: Flat, collaborative, and meritocratic environment where best ideas win. Application If you are excited to lead a world-class research team, love solving problems where milliseconds and insights matter, and want to directly impact the future of Apexver’s trading business — we’d love to talk to you.