Quantitative Developer (Python)

• Practice Development & Integration

• Technologies Development Skills

• Location New York, United States

• Type Permanent

Job Description:

A boutique quantitative investment firm based in Manhattan, seeking a talented and driven Quantitative Python Developer to join their dynamic team. As a core member of our research and trading team, you will play a crucial role in designing, developing, and optimizing quantitative models and strategies for financial markets.

The ideal candidate is passionate about quantitative finance, has strong Python programming skills, and thrives in a fast-paced, collaborative environment. You will work closely with quants, traders, and other developers to implement high-performance trading algorithms and help improve the firm’s trading infrastructure.

Key Responsibilities:

• Develop, test, and deploy robust and scalable Python-based solutions for quantitative trading strategies.
• Collaborate with researchers and portfolio managers to translate trading ideas into high-quality code.
• Implement, optimize, and maintain quantitative models, data pipelines, and backtesting frameworks.
• Analyze large financial datasets and ensure data integrity and quality for trading and research purposes.
• Monitor and enhance trading systems to ensure smooth daily operations, minimal downtime, and effective error handling.
• Participate in ongoing research and development efforts, including model improvements and new strategy development.
• Integrate new data sources into research and trading platforms.
• Ensure the robustness, scalability, and reliability of real-time trading systems.
• Provide support for trading desks and troubleshoot issues in real-time production systems.

Required Skills and Qualifications:

• Education: Bachelor’s, Master’s, or PhD in Computer Science, Mathematics, Engineering, Physics, or related quantitative field.
• Programming: Strong proficiency in Python, with experience in developing production-level code.
• Quantitative Knowledge: Solid understanding of financial markets, trading strategies, and quantitative methods.
• Data Management: Experience working with large financial datasets, APIs, and databases (SQL, NoSQL).
• Numerical Libraries: Proficiency in scientific libraries such as NumPy, Pandas, SciPy, and familiarity with optimization and machine learning libraries (e.g., scikit-learn, TensorFlow).
• Problem Solving: Strong problem-solving abilities, attention to detail, and ability to work independently or within a small team.
• Systems: Familiarity with Linux/Unix environments and scripting.
• Version Control: Experience with Git or other version control systems.
• Communication: Strong communication skills and ability to convey technical concepts to non-technical team members.

Preferred Qualifications:

• Prior experience in a quantitative investment firm or hedge fund.
• Knowledge of algorithmic trading systems and low-latency infrastructure.
• Experience with cloud computing (AWS, GCP) or distributed computing environments.
• Familiarity with other programming languages like C++, Java, or R.
• Knowledge of optimization and machine learning techniques used in trading.

What We Offer:

• A competitive compensation package including salary, performance-based bonus, and potential equity opportunities.
• Opportunity to work closely with experienced quants and traders in a highly collaborative environment.
• Career development through hands-on experience with cutting-edge quantitative research and trading systems.
• Access to vast datasets and high-performance computing infrastructure.
• A flat organizational structure offering ample learning and growth opportunities.
• Flexible work environment, with opportunities for remote work.

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