Bending Rivers

Bending Rivers is a quantitative trading firm building systems for market data, research, and execution across multiple markets. Its work centers on market making, including quoting, inventory management, and adverse selection, alongside financial data, document intelligence, and research workflows. The firm also develops execution intelligence systems covering order analytics, liquidity analysis, execution analytics, and market microstructure, as well as the broader infrastructure connecting information, research, decisions, and execution. Bending Rivers emphasizes correctness, speed, reliability, and long-term system dependability, tackling problems where markets, mathematics, data, and software intersect. It hires quantitative researchers, infrastructure and DevOps engineers, and software engineers working in Python, C++, and Rust.