Systematic trading platform with ultra-low-latency execution and ML-driven strategy development
MA Capital is a quantitative trading firm building infrastructure for systematic alpha generation across equities and derivatives. Their tech stack reveals a performance-obsessed organization: Linux kernel tooling (ftrace, eBPF, systemtap), distributed compute frameworks (Ray, Slurm, HPC), and bare-metal optimization for microsecond-level latency. Active hiring is senior-heavy (79% of 24 open roles) across engineering, quant, and data disciplines—a pattern typical of firms scaling from discretionary trading toward fully systematic execution.
MA Capital operates as a quantitative trading boutique headquartered in Dubai with 11–50 employees and active hiring across the US, UK, India, UAE, and Switzerland. The firm specializes in algorithmic and systematic trading strategy development, supported by in-house engineering teams that build exchange connectivity layers, market data pipelines, and low-latency execution systems. Their core technical challenge centers on real-time data ingestion at scale, strategy backtesting and deployment, and microsecond-level performance optimization on commodity hardware.
Linux (RHEL, Ubuntu), Python, C++, Kubernetes, Docker, Terraform, Ansible, Prometheus, AWS/GCP/Azure, Ray, Slurm, NumPy/SciPy, and kernel-level tools (eBPF, ftrace, systemtap) for ultra-low-latency optimization.
Ultra-low-latency trading platform development, high-throughput market data pipelines, systematic strategy development and deployment, exchange connectivity handlers, and automated infrastructure provisioning via Terraform/Ansible.
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