Quantitative Developer

Venture Search have partnered with a systematic global macro investment firm, who are looking for a Quantitative Developer to join their team.Our client develops AI-enhanced systematic investment strategies across Rates, FX, Commodities, and Index markets, with a disciplined approach to risk management across varying market environments.The Quantitative Developer will work closely with quantitative researchers and portfolio managers to design, implement, and maintain scalable, high-performance trading and research systems. The role sits at the intersection of quantitative research, software engineering, and trading, with the opportunity to contribute directly to both implementation and investment problems.This is a small, technically strong team, so the ideal candidate will be someone who is comfortable operating across traditional software engineering as well as quantitative and investment-oriented problems.ResponsibilitiesDesign, develop, and maintain production-quality software for quantitative trading strategiesPartner with quantitative researchers to translate models and research prototypes into efficient, scalable codeBuild and optimize data pipelines for market, reference, and alternative dataImplement and maintain backtesting frameworks, simulation tools, signals engines, and research platformsWork closely with researchers and portfolio managers to iterate on trading and execution signalsEnhance trading infrastructure, including execution, risk, and monitoring systemsHelp analyze and optimize execution costs and trading performanceOptimize performance, reliability, and scalability of existing systemsCollaborate across technology, research, trading, risk, and operations in support of live trading environmentsExplore and evaluate emerging technologies, including LLMs and long-running agentic systems, where relevant to the firm's research and trading workflowsEnsure best practices in software development, testing, and documentationRequired QualificationsDeep Python programming experienceExperience with at least one compiled language; C++ preferredSolid understanding of data structures, algorithms, and software engineering principlesStrong problem-solving skills and quantitative aptitudeBasic understanding of statistics and probability, or otherwise a strong analytical ability and willingness to engage with quantitative investment problemsExperience working with large datasets and time-series dataFamiliarity with Linux/Unix environments and version control systems such as GitAbility to work closely with quantitative researchers and traders in a fast-paced, intellectually rigorous environmentGenuine interest in systematic investing, trading, or quantitative problem-solvingPreferred QualificationsExperience in quantitative finance, systematic trading, or financial technologyKnowledge of capital markets, derivatives, market microstructure, execution, or trading costsExperience with databases (SQL, NoSQL), distributed systems, or cloud platformsExposure to backtesting frameworks, execution systems, signals engines, or real-time trading platformsExperience deploying or working with long-running LLM agents, whether professionally, through research, or as a meaningful side projectIntelligent, practical views on the capabilities and limitations of LLMs and agentic systemsAdvanced degree in Computer Science, Engineering, Mathematics, Physics, or a related fieldLocation: Miami or Greenwich, with an expectation of approximately 3 days per week in the office.