Quantitative Developer
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Quantitative Developer - Systematic Trading A leading systematic investment firm is seeking a Quantitative Developer to design and build the core infrastructure supporting data-driven trading across liquid asset classes The role sits at the intersection of quantitative research and high-performance engineering, with direct impact on production trading systems.
Responsibilities:
- Develop and maintain infrastructure for live trading and simulation environments
- Scale and improve research systems, including alpha pipelines, risk models, and backtesting frameworks
- Build tooling for signal generation, portfolio construction, and research workflows
- Contribute to internal systems for monitoring, analysis, and simulation
- Ensure performance, reliability, and security across production and research platforms
- Design and implement robust data ingestion, validation, and storage systems
- Diagnose issues and manage releases, fixes, and ongoing system improvements
Requirements:
- Degree in Computer Science, Mathematics, Engineering, or related STEM discipline
- Strong Python expertise, including experience with NumPy, Pandas/Polars, and scientific computing libraries, and a solid understanding of Python internals
- Experience with machine learning or numerical frameworks (e.g. PyTorch, TensorFlow, JAX) is advantageousStrong Linux experience
- Sound software engineering practices (testing, CI/CD, monitoring, profiling, version control)
- Solid grounding in statistics, linear algebra, and machine learningC/C++ experience is beneficial
- Prior experience with systematic trading systems is advantageousStrong problem-solving ability and attention to detail
- High professional and ethical standards