Quantitative Developer

Job Description

Highly reputable buy-side investment firm is boosting its expansion by hiring several Quantitative Developers to join the firm's quantitative R&D group.

The team partners closely with quantitative researchers, traders, and technology teams to build and maintain scalable platforms that support research, trading, and risk management.

The roles are focused on equity derivatives and credit derivatives related trading.

• Work directly with quantitative researchers and trading teams to design and implement scalable research and trading workflows
• Develop, enhance, and support automated systems used in derivatives centered research and trading
• Extend existing production platforms to improve performance, scalability, and reliability
• Collaborate with other developers and technologists to promote reuse of shared components and consistent design patterns
• Build monitoring and diagnostics to proactively track system performance and stability
• Participate in technical discussions and contribute ideas for platform improvements and research enablement
• Support quantitative analysis related to broader derivatives investment processes
• Contribute to the evolution of market and derivatives data infrastructure

• 3–7 years of experience in quantitative development
• Strong proficiency in Python and working knowledge of SQL
• Experience handling large datasets in research or production environments
• Familiarity with quantitative concepts such as time-series analysis, statistics, or optimization is a plus
• Experience with either equity or credit derivatives trading systems
• Hands-on, collaborative mindset with a strong sense of ownership
• Strong written and verbal communication skills

• Collaborative, non-siloed environment
• Direct impact on live trading and research systems
• Exposure to sophisticated derivatives strategies and real-world data challenges
• Competitive compensation aligned with experience and performance
• Work at stable, low turnover fund