Quantitative Developer - New York - Up to $400k TC

Tired of building tools that never touch real capital?Here, you'll be building the systems that sit between groundbreaking research and live capital deployment. This is a macro-focused hedge fund where you're writing Python for strategies that actually matter. You'll work directly alongside researchers and portfolio managers, not tucked away in a separate engineering silo. The feedback loop is tight, the problems are novel, and you'll see your code influence real investment decisions within days, not quarters.You'll get exposure across asset classes and strategies that most junior developers never touch. Rates, FX, commodities, equity indices. Systematic strategies, discretionary overlays, risk models. You're not maintaining legacy infrastructure or optimizing someone else's decade-old codebase. You're building new tools in a technically sophisticated environment that values clean code and smart architecture. The autonomy is real. You'll own features end-to-end, propose improvements, and shape how the team works. You're not waiting for tickets to trickle down from product managers who don't understand the domain.You need strong Python and a genuine understanding of macroeconomics. Not superficial knowledge. You should be able to talk intelligently about central bank policy, inflation dynamics, carry trades, curve positioning. This isn't a place where you can fake the fundamentals. You'll be in the New York office four days a week. The setup is hybrid but the culture values in-person collaboration, especially when you're learning the strategies and building relationships with researchers. Get in touch. No up-to-date CV required.