Lead Quantitative Developer - Investment Research; Python) Boston

Lead Quantitative Developer - Investment Research (Python, C#, C++, Java)

Hands‑on technical partner to Portfolio Investment Managers and Quantitative Investment Researchers.

• Fulltime role with Paid Vacation & Paid Holidays & Company Benefits – Onsite in Boston, MA

Confidential, super progressive INVESTMENT Management firm with offices in 15+ countries.

Must be strong using Python and C# or C++ or Java directly supporting Quantitative Investment Research

Lead Software Engineer will sit directly within the Quantitative Investment department and serve as a hands‑on technical partner to Portfolio Managers & Quantitative Researchers. Will primarily work in Python supporting the full lifecycle of systematic investment workflows, from research enablement and data integration to platform development and firmwide integration.

The successful candidate will help in the design of the Quantitative Portfolio and Investment
Research infrastructure
, translating portfolio construction, optimization, and RISK research into scalable, production‑grade systems while aligning with broader firmwide technology initiatives.

• Support the migration and standardization of systematic models onto next‑generation quantitative frameworks
  , improving scalability, performance, and reproducibility.

• Experience working with large,
  complex datasets and analytical workflows. Familiarity with time‑series data
  , numerical computation
  , and data modeling concepts and systematic investment
  or research‑driven environments.

• Strong preference for a master's degree from a top school, plus 7 or more years of experience as a Software Engineer or Quantitative Developer that is supporting Quantitative Investment research and Portfolio Optimization research.
• MUST HAVE 5 or more years of Python experience within a top investment management firm like Goldman Sachs, State Street, Fidelity Investments, JPMorgan Chase, etc.
• In addition to being strong in Python, you must also be strong in other Object Orientated programming languages like C#, or C++ , or Java.
• MUST HAVE experience working directly with Quantitative Researchers and Investment Portfolio Managers in support of Quantitative Investment Management Research. Must be strong working with asset allocation
  , portfolio performance attribution, risk factor analysis, portfolio optimization, scenario analysis, equity selection models, (OMS) Order Management Systems, Bloomberg APIs, Bid/Ask process, time stamps, trade sizes, etc.
• MUST HAVE great English communications skills with ability to have frequent direct interaction with
• Must work onsite in Boston, MA 4 days a week, every week (Friday's from home).
• For US-based candidates we are able to transfer sponsorship of existing H-1B VISAs.