C++ Quantitative Research Engineer – Equities (Intraday)

NJF Global Holdings Ltd is seeking an engineer to join the New York research engineering group, building the intraday equities stack. You will work between strategy research and core development, creating backtesting simulators, data pipelines and reconciliation tooling that test, tune and check researchers' models. You will focus on fast, clean C++ with attention to memory layout and cache behavior, delivering tools that keep training and live inference in step and surface PnL, volume and price