Quantitative Developer

Quantitative Developer - Systematic TradingA leading systematic investment firm is seeking a Quantitative Developer to design and build the core infrastructure supporting data-driven trading across liquid asset classesThe role sits at the intersection of quantitative research and high-performance engineering, with direct impact on production trading systems.ResponsibilitiesDevelop and maintain infrastructure for live trading and simulation environmentsScale and improve research systems, including alpha pipelines, risk models, and backtesting frameworksBuild tooling for signal generation, portfolio construction, and research workflowsContribute to internal systems for monitoring, analysis, and simulationEnsure performance, reliability, and security across production and research platformsDesign and implement robust data ingestion, validation, and storage systemsDiagnose issues and manage releases, fixes, and ongoing system improvementsRequirementsDegree in Computer Science, Mathematics, Engineering, or related STEM disciplineStrong Python expertise, including experience with NumPy, Pandas/Polars, and scientific computing libraries, and a solid understanding of Python internalsExperience with machine learning or numerical frameworks (e.g. PyTorch, TensorFlow, JAX) is advantageousStrong Linux experienceSound software engineering practices (testing, CI/CD, monitoring, profiling, version control)Solid grounding in statistics, linear algebra, and machine learningC/C++ experience is beneficialPrior experience with systematic trading systems is advantageousStrong problem-solving ability and attention to detailHigh professional and ethical standards