Quantitative Developer

Location:

New York, NY

$/yr - $/yr

We’re hiring for a consistently top-performing hedge fund with a long track record of compounding capital dquartered in New York with global reach, the firm runs lean, flat teams built for speed and sustained out performance.

This is a build role. What you design runs in production and touches live risk. There is no abstraction layer between your work and PnL. No committee drag. No legacy sprawl. If it breaks, it’s visible. If it works, it scales.

You’ll work directly with senior researchers and traders who have shipped and traded at the highest level. They expect precision, judgment, and follow-through. Autonomy is real here—but so is accountability.

This is not a stepping stone. The systems and models you build will shape live strategies and define your trajectory inside the firm.

You’ll design, build, and maintain core trading systems used in live strategies. This includes research tooling, execution logic, and performance‑critical infrastructure. You are not a support function. You are part of the trading engine.

Candidates who do not meet all of the below will not be considered.

• 2+ years as a Quant Developer or Software Engineer in a trading environment (hedge fund, prop trading firm, or market maker)
• Strong production experience in Python and/or C++, including testing, profiling, and performance tuning
• Demonstrated ownership of systems used in live trading or directly supporting research
• Degree in Computer Science, Mathematics, Statistics, Engineering, or equivalent with strong CS fundamentals
• Comfortable operating in fast, high‑stakes environments with direct accountability to outcomes

Mid‑Senior level

Full‑time