About Us
Manifold Technologies is a quantitative trading firm building systems that curve with the market’s geometry. We don’t chase trends—we curve the field until structure reveals itself. Most systems collapse when curvature shifts. Ours adapts because it is built from within. Bayesian inference and differential geometry aren’t frameworks we borrow—they are the native language of our architecture.
We’re expanding our engineering core and seeking an exceptional early-career engineer to help implement, extend, and maintain the recursive infrastructure that powers our trading algorithms. You’ll work on real components in a system already shaped by the constraints of curvature and the realities of execution.
An ideal candidate has excelled in computer science or mathematics at a top-tier institution (e.g., Stanford, MIT, Berkeley, CMU), with a major GPA of 3.9 or higher. In addition, they’ll typically have one or more of the following: an exceptional placement in ICPC, Putnam, IOI, or IMO; a tier-1 quant internship (Jane Street, Citadel, HRT, etc.); or multiple internships at top tech firms in quantitatively rigorous roles. We assume strong programming ability and expect a solid foundation in linear algebra, probability, statistics, and machine learning.
Who You Are
Responsibilities
Compensation
Base salary for this role ranges from $150,000 to $200,000, with a year-end performance bonus. The role also includes meaningful equity incentives designed to reward long-term impact and ownership. Additional benefits—such as health coverage, wellness stipends, or retirement contributions—may be offered depending on the final structure of the offer.
Manifold Technologies is an Equal Opportunity Employer.
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