Junior Quantitative Developer

Location: New York

The Junior Quantitative Developer plays a central role in building and maintaining the production infrastructure that powers MAST’s systematic investment process. This is a hands-on engineering role focused on product ionizing quantitative models, operating reliable portfolio construction pipelines, and building the tools and systems that translate research into tradeable portfolios. The role partners closely with researchers, portfolio managers, and IT to ensure that MAST’s models run robustly, repeatedly, and at scale.#

** Key Responsibilities
** This role sits at the intersection of software engineering, quantitative finance, and production operations. It requires strong Python skills, a systems-building mindset, and genuine interest in financial markets and quantitative methods.

Brings a builder’s mentality — eager to learn quantitative methods and financial markets while maintaining engineering discipline.#
** Minimum Qualifications
** Strong proficiency in Python required, with demonstrable experience writing clean, maintainable code.

Experience with databases (SQL/Postgre

SQL), version control (Git), and production engineering practices preferred. The ideal candidate is a strong software developer with genuine interest in systematic investing and quantitative methods. We value engineering talent with intellectual curiosity about markets — you will learn the investment side on the job.
0–3 years of professional experience in software development, quantitative development, or a related technical role. Strong new graduates with relevant project work or internship experience will be considered.
** Knowledge, Skills, & Abilities Required
** The ideal candidate is a careful, detail-oriented developer who writes code they’d be comfortable maintaining a year from now. They are eager to learn quantitative finance, comfortable asking questions, and motivated by the challenge of building systems where correctness matters.  Strong Python programming skills with an emphasis on clean, testable, production-quality code.
****** Preferred Skills
** Experience with relational databases (Postgre

SQL, SQL Server) and writing efficient queries.

Familiarity with data pipeline design, ETL workflows, scheduling tools (e.g., Prefect, Airflow), and monitoring/alerting patterns.

Experience with version control (Git), testing frameworks, and CI/CD practices.
* Exposure to financial data (Bloomberg, market data APIs), quantitative libraries (Num Py, pandas, Sci Py, CVXPY), or portfolio analytics is a plus but not required.
****** Compensation Pay Range:
** This position offers a competitive base salary range of $125,000 – $185,000, commensurate with experience and qualifications.

What makes Harbor unique is our commitment to only partnering with the very best asset managers globally. This focus allows us to act in the best interests of our shareholders every day, and help them achieve their investment goals through active, cost aware investing. This approach has served us well, becoming one the largest and most highly regarded manager of managers in the industry.

We take a similar approach with the people we hire, seeking the very best individuals that share our passion for putting shareholders first, and we are currently looking to grow our firm with talented, intellectually diverse people with excellent work ethic.

If you are passionate about putting shareholders first and enjoy the unique nature of working with the very best asset managers in the world, click on "Apply" to start your application!
#J-18808-Ljbffr