Description

I'm currently working on a high-priority mandate to bring on a Quantitative Developer into an established, well-capitalized systematic trading team at a leading global multi-strategy platform here in New York. This is an opportunity to join a stable pod led by a seasoned Portfolio Manager with a strong track record and long-term backing.

The role offers true ownership across the full research and trading life cycle. You will work directly with the PM and researchers, taking responsibility for building and scaling the core infrastructure that supports signal generation, backtesting, and live deployment. The environment is highly collaborative but geared toward individuals who can operate autonomously and take full accountability for high-impact work.

The team is focused on candidates with hands-on experience, a proven track record of building and supporting production-grade systems in a quantitative or data-intensive environment; particularly with direct exposure to live trading workflows and an understanding of their demands.

Core responsibilities include owning and enhancing research platforms and backtesting frameworks, building scalable data pipelines and tooling for signal development, and supporting the deployment and monitoring of live strategies. You will also play a key role in optimizing compute and data workflows, leveraging distributed systems and modern orchestration tools to improve performance and robustness.

Ideal candidates bring 3+ years of experience as a Quantitative Developer, Research Engineer, or Data/Software Engineer within a systematic trading, hedge fund, or similarly demanding environment. Strong Python skills are essential, along with experience working with large datasets, distributed computing, and production systems. A track record of partnering closely with researchers and translating research needs into scalable engineering solutions is highly valued.