DSP Engineer
A leading quantitative trading firm is seeking a Senior DSP Engineer to work out of their Montreal office to help design and optimize high‑performance signal processing systems used in electronic trading and market data platforms. This role focuses on applying DSP, statistical signal processing, and real‑time systems techniques to extract, transform, and act on high‑frequency data under strict latency and reliability constraints.
This candidate will work closely with researchers, trading infrastructure engineers, and systems teams to develop production‑grade signal pipelines deployed in live trading environments. The ideal candidate combines deep DSP fundamentals with strong systems intuition and an interest in financial markets, alpha signals, and low‑latency computation.
Key Responsibilities
- Design and implement DSP algorithms for real‑time market data processing, signal detection, filtering, and feature extraction
- Apply modulation, filtering, synchronization, and estimation concepts to time‑series and event‑driven trading data
- Develop latency‑optimized pipelines operating under strict performance and determinism constraints
- Analyze system performance including throughput, jitter, timing accuracy, numerical stability, and failure modes
- Build and maintain automated simulation, backtesting, and validation frameworks
- Perform lab‑style testing and performance characterization using software instrumentation and hardware measurement tools
- Collaborate across trading, research, and infrastructure teams to integrate DSP components into production systems
- Produce clear technical documentation including design notes, validation reports, and performance analyses
Required Qualifications
- BSEE or equivalent technical degree required
- Strong experience with DSP / signal processing algorithms (filtering, FFTs, estimation, time‑frequency analysis)
- Experience designing real‑time or low‑latency systems
- Knowledge of networking principles relevant to high‑throughput data streams (TCP/IP, UDP, packet timing)
- Experience with Python for prototyping, analysis, and automation
- Experience with Matlab or similar modeling tools
- Proficiency with Linux/Unix environments
- Strong analytical and problem‑solving skills
- Ability to work independently in performance‑driven, ambiguous environments
- Strong written and verbal communication skills
- Demonstrated ability and desire to learn quickly
Preferred / Nice‑to‑Have Skills
- Experience applying DSP techniques to financial, sensor, or other noisy time‑series data
- Background in statistical signal processing, detection theory, or estimation
- Experience with FPGA or hardware acceleration in latency‑sensitive systems
- Familiarity with Verilog, VHDL, or HDL‑based design
- Experience with embedded or performance‑critical C/C++
- Interest in market microstructure and electronic trading systems
- Passion for researching new technologies and performance optimization techniques
- Experience leveraging agentic or AI‑assisted development tools to enhance productivity
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