About Us:
We are a well-capitalized, stable, well to do diversified hedge fund headquartered in New York City. Firm employs fundamental/discretionary and quantitative techniques, latter leveraging advanced quantitative strategies and cutting-edge technology to drive consistent returns.
Our team is composed of experienced professionals in finance, mathematics, computer science, and engineering.
We value innovation, speed, and collaboration in our pursuit of alpha across global markets.
Job Description:
We are seeking a talented and driven Quantitative Developer to join our growing quant research and development team.
In this role, you will participate in the design and implement of analytical and technical infrastructure for quantitative research and algorithmic trading, as well as strategies enhancements and implementation.
The ideal candidate will have a deep understanding of software development best practices, a passion for financial markets, and experience working in a fast-paced, data-driven investment management environment.
Key Responsibilities:
- Develop, optimize, and maintain high-performance trading and research infrastructure.
- Collaborate with quantitative researchers and traders to implement models and strategies.
- Build tools and frameworks for data ingestion, analysis, simulation, and back testing.
- Ensure scalability, reliability, and performance of core trading systems.
- Work on cross-functional teams to integrate new technologies and streamline workflows.
Qualifications & Requirements:
- Minimum of 3 years of experience in a quantitative development role, preferably on the buyside.
- Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, or a related field.
- Strong programming skills in Python and/or C or C , with clean, production-level code.
- Solid understanding of data structures, algorithms, and software design principles.
- Familiarity with financial markets, instruments, and basic quantitative finance concepts.
- Excellent problem-solving, analytical, and communication skills.
Preferred Qualifications:
- Experience with automated trading strategies in either futures or equities is strongly preferred.
- Experience in trading strategies implementation is a plus.
- Experience with automated trading strategies in either futures or equities is strongly preferred.
- Experience with low-latency systems and real-time data processing.
- Exposure to cloud computing (AWS, GCP) and containerization (Docker, Kubernetes).
- Previous experience working in a hedge fund or proprietary trading firm.
What We Offer:
- Competitive compensation, including base salary and performance-based bonuses.
- A high-impact role with exposure to advanced trading technologies and strategies.
- Opportunity to work with some of the best minds in quantitative finance.
- Comprehensive benefits including health insurance, 401(k), and generous time off.
- A collaborative and intellectually stimulating work environment.
How to Apply:
Interested candidates should submit a resume and and preferably a brief cover letter outlining relevant experience and interest in the role.
All inquiries will be handled with strict confidentiality.