Quantitative Developer
Quantitative Developer
Location: Remote (NYC Preference)
Type: Full-Time
Reports to: Head of Quant Trading
About Astera Holdings
Astera Holdings is building the intelligence architecture for prediction itself — a quantitative infrastructure designed to transform how humanity perceives, prices, and acts on uncertainty.
Our ecosystem operates through three synergistic pillars, each reinforcing a unified mission to institutionalize foresight as an investable science:
- Atlas (B2C) — democratizing event investing and transforming speculation into structured, data-driven decision-making for the global market.
- Astera Capital (Hedge fund) — establishing prediction markets as a recognized, institutional asset class through disciplined quantitative strategies.
- Astera Analytics (Enterprise AI B2B) — extending our predictive intelligence to solve complex, real-world problems across industries.
At the core of this ecosystem is the Reflexivity Engine — Astera’s continuously learning system that captures, models, and predicts real-world outcomes across sports, economics, and geopolitics.
Role Overview
Astera is seeking a Quantitative Developer to build and optimize the high-performance software and infrastructure that powers our quantitative research and trading. This is a software engineering role focused on building the tooling, platforms, and systems that enable rapid model iteration and robust, low-latency deployment. You will partner directly with Quantitative Researchers to transform research ideas into production-grade systems, ensuring our technological infrastructure is a key competitive advantage.
Key Responsibilities
- Research & Backtesting Infrastructure: Design, build, and maintain the firm's backtesting platform, enabling researchers to simulate strategies with high fidelity and speed.
- Production Model Implementation: Productionize predictive models developed by researchers, translating research code into efficient, scalable, and reliable systems.
- Low-Latency Data Pipelines: Engineer high-performance data pipelines to feed real-time data to our live models and trading systems.
- Performance Optimization: Identify and eliminate bottlenecks across our quantitative systems, optimizing for speed, reliability, and cost-effectiveness.
- Tool & Library Development: Build and support the core libraries and tools that increase the productivity and effectiveness of the entire Quantitative Science team.
Qualifications
- professional software engineering experience, preferably in a performance-critical environment like quantitative finance, high-frequency trading, or large-scale distributed systems.
- Expert-level proficiency in a systems language (e.g., C++, Rust, Go) and/or a high-level language like Python.
- Deep knowledge of computer science fundamentals, including data structures, algorithms, and system design.
- Experience building and maintaining complex, data-intensive applications and pipelines.
- Familiarity with the quantitative research and trading lifecycle is a strong plus.
- A pragmatic problem-solver with a passion for building robust, elegant, and high-performance software.
- GRIT
To Apply
careers@astera.holdings