Quantitative Developer / Data Engineer - Warsaw, Poland

Location : Location


GTS is a leading global electronic market maker, powered by combining market expertise with innovative, proprietary technology.  As a quantitative trading firm continually building for the future, GTS leverages the latest in artificial intelligence systems and sophisticated pricing models to bring consistency, efficiency, and transparency to today's financial markets. GTS accounts for 3-5% of daily cash equities volume in the U.S. and trades over 30,000 different instruments globally, including listed and OTC equities, ETFs, futures, commodities, Fixed Income, foreign exchange, and interest rate products.  GTS is a Designated Market Maker (DMM) at the New York Stock Exchange, responsible for nearly $12 trillion of market capitalization. Our workplace of 200 plus employees welcomes people of all backgrounds and experiences, and we take pride in our diverse workforce. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, age, national origin, or protected veteran status, and will not be discriminated against on the basis of disability.


The Automated Volatility Trading group (AVT) at GTS is an options market maker quoting in more than 735,000 individual securities across 13 global options exchanges. These comprise the options of 2,000 publicly listed companies, with a specialist appointment in 725 of them. In total, the business trades approximately two percent of all exchange traded equity options volume in the United States. 


We are a technology driven firm looking for talented quantitative developers and data engineers who have broad interests in trading, technology, and data. You will have the opportunity to work on various aspects of our business including developing and optimizing our backtesting framework, trading platform and data pipeline, utilizing low level technology and network programming, finding a high-volume data-processing solution for data engineering and alpha generation.


This role is ideal for those who are passionate about working with high-throughput financial data and have a serious interest in a career in quantitative trading. The role will directly impact the group’s trading activities and help drive its revenue.

This is an opportunity to work on fun and challenging projects alongside talented programmers and traders, on a team with an exceptionally high retention rate.


  • Improve, maintain, and develop new features for our current backtesting infrastructure.
  • Develop and improve end-to-end data pipeline for research platform and optimization.
  • Conduct quantitative research on financial datasets to identify patterns.
  • Develop algorithmic solutions to generate datasets of potential research interest.
  • Write reports to monitor daily trading activities.


  • BS/MS degree in math, physics, computer science, electrical engineering, or related field
  • Good understanding of Linear Algebra, optimization, numerical analysis, and statistics
  • Proficient with Java or C++
  • Strong programming skills and grasp of concurrent programming patterns and data structures
  • Strong communication skills, ability to express complex concepts in simple terms, verbally and in writing
  • Good familiarity with data processing tools and libraries, e.g. pandas or R.
  • Attention to details and the ability to design and thoroughly test error-free code is highly preferred.
  • Experience with Linux environment and with UNIX utilities and scripting (Python, shell, etc.), experience with a version control system (e.g., Git) highly preferred
  • Experience with optimizing performance, processing throughput, latency, and memory footprint within a complex real-time system is preferred


We do not accept unsolicited headhunter and agency resumes and will not pay fees to any third-party agency or company that does not have a signed agreement with GTS.


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