Role OverviewWe are seeking a Senior Quant Trading Execution Engineer to join our team in New York. This is a hands-on technical role focused on adapting our existing C++-based Asia execution platform and customizing it for U.S. quant trading and execution.
You will work closely with portfolio managers, quantitative researchers, and infrastructure teams to:
- Integrate with U.S. execution brokers and venues
- Implement and refine order routing and execution logic
- Ensure the platform is robust, performant, and suitable for U.S. market microstructure and workflows
- In addition to supporting U.S.-based trading, you will also work closely with teammates and help execute U.S.-listed products for Asia-based portfolios, ensuring seamless cross-region trading coverage.
- This role requires the ability to work independently and drive projects from specification through to production deployment.
Location: This is a full-time, on-site role based in our New York office.
Key ResponsibilitiesAdapt and extend our existing C++ execution platform (originally built for Asia) to support U.S. equity and/or futures markets and related quant trading strategies.
- Design, implement, and maintain FIX connectivity to U.S. execution brokers, DMA providers, and trading venues.
- Develop and enhance order and execution workflows, including: Smart order routing and execution algos (e.g., VWAP/TWAP, POV, liquidity seeking, slicing) , Handling of various order types, time-in-force, and venue-specific behaviors
- Own and manage broker integration projects: Implement new broker connections, Onboard new FIX sessions and certify with brokers/venues, Maintain and troubleshoot existing connectivity
- Collaborate across time zones: Work closely with Asia-based teammates to align platform features and workflows, Support and help execute U.S.-listed products for Asia portfolios, ensuring robust and consistent execution behavior across regions
- Work closely with trading and quant teams to: Translate trading and execution requirements into technical specifications, Fine-tune execution behavior for U.S. market microstructure and liquidity conditions, Implement robust monitoring, logging, and alerting for the execution stack to ensure reliability and fast incident response, Participate in production support for execution-related issues during U.S. trading hours, including investigation and resolution of connectivity, performance, or functional problems, Collaborate with global teams to ensure consistent standards and knowledge transfer between Asia and U.S. execution platforms.
Requirements- 5 years of experience at a buy-side quant fund in the U.S., focused on order execution, trading systems, or low-latency trading infrastructure.
- Strong C++ programming skills (modern C++ preferred), including experience with: High-performance, low-latency applications, Multithreading and network programming
- Solid, hands-on experience with FIX protocol: Implementing and maintaining FIX connectivity, Working with broker/venue FIX specifications and certification, Troubleshooting FIX session and message flow issues
- Direct experience with execution broker integrations in U.S. markets:
- Onboarding brokers
- Implementing broker-specific algos and order routing options
- Understanding of broker-provided execution tools and configuration
- Demonstrated ability to work independently: Own projects end-to-end with minimal supervision , Engage directly with traders, quants, and brokers to gather requirements and resolve issues
- Strong understanding of U.S. market structure (equities and/or futures), including: Order types, routing, and venue characteristics
- Latency, throughput, and reliability considerations for systematic/quant strategies
- Comfortable collaborating across time zones, including close coordination with Asia-based teams and supporting cross-region trading workflows.
Nice to Have - Broker colocation (colo) experience, such as: Deploying and operating trading systems within exchange or broker colocation facilities ,Understanding of network topology, latency optimization, and hardware considerations in colo environments,
- Experience with: Python and C# for tooling, analytics, or integration work (e.g., building support utilities, monitoring dashboards, or simple automation around the core C++ execution stack), Other low-latency components (e.g., C, scripting around build/release) , Market data feed handlers and normalization, Risk checks and pre-trade/post-trade controls, Prior experience migrating or localizing an execution platform from one region/market to another, Familiarity with Asia-Pacific markets or cross-region execution workflows.
Polymer Capital Management (US), LLC is an Equal Opportunity Employer. We value diversity and are committed to creating an inclusive environment for all employees. All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, disability, age, or veteran status.
Why join us?- Prime Location: You'll work full-time from our centrally located office space in the heart of Midtown
- High-Growth: We have a team of highly ambitious professionals with a strong desire to learn and develop their skills.
- Equal opportunity employer: We celebrate diversity and are committed to creating an inclusive environment for all employees.
- Global exposure: With six offices and three affiliate offices around the region, Polymer teams work together to solve meaningful problems on a scale.
- Dynamic and Collaborative Environment: Opportunity to work with industry leaders and experts to engage in exciting projects and fulfilling challenges.
Some of our Benefits- Paid time off
- Medical, dental, vision, short- and long-term disability benefits
- Gym reimbursement
