- Location
- New York, NY
- Workplace
- Remote, Onsite
- Type
- Full-time
- Department
- Finance
- Seniority
- Mid
- Education
- Master
- Industry
- Finance
- Category
- Engineering
- Role type
- Individual Contributor
- Environment
- Office
- Closing date
- Today
- Source
- Vincere
Overview
Quantitative Developers work at the intersection of research and engineering, building infrastructure and tooling that transforms investment ideas into live trading strategies. Responsibilities include developing backtesting environments, optimizing signal generation pipelines, and collaborating with researchers and portfolio managers. Requires expertise in Python, C++, Java, or Rust, with strong mathematical and analytical skills.
Description
Quantitative Developer
Quantitative Developer New York / Miami / Chicago (On-Site) Highly Competitive Compensation + Significant Performance Bonus Global Quantitative Investment Firm
The Opportunity
Our client is one of the world's leading quantitative investment firms, combining cutting-edge technology, advanced mathematics, and large-scale data analysis to drive investment decisions across global markets.
They are looking for exceptional Quantitative Developers to sit at the intersection of research and engineering, partnering directly with researchers and portfolio managers to build the infrastructure, tooling, and production systems that transform investment ideas into live trading strategies.
This is a highly impactful role where your work will influence how research is conducted, tested, deployed, and scaled across the organisation.
What You'll Do
● Build and maintain research frameworks used by quantitative researchers. ● Develop large-scale backtesting and simulation environments. ● Design and optimise signal generation and production pipelines. ● Create portfolio construction, execution, and analytics tooling. ● Work closely with Quantitative Researchers to transition models from research
into production. ● Improve the performance, reliability, and scalability of research infrastructure. ● Partner with engineers, researchers, and portfolio managers to solve complex
technical and quantitative challenges.
What You'll Have
● Strong programming skills in Python, C++, Java, Rust, or similar languages. ● Excellent understanding of software engineering principles, algorithms, and
distributed systems. ● Strong mathematical and analytical problem-solving skills. ● Experience working with large datasets and high-performance computing
environments. ● Ability to collaborate effectively with both researchers and engineers. ● Passion for building tools and systems that enable others to move faster and
make better decisions.
Nice to Have
● Experience in quantitative finance, systematic trading, machine learning, or data-intensive environments.
● Exposure to backtesting frameworks, simulation systems, or research platforms. ● Background in Computer Science, Mathematics, Statistics, Physics, Engineering,
or a related quantitative discipline. ● Experience working with cloud infrastructure, distributed computing, or
high-performance systems.
What's In It For You?
● Work alongside world-class researchers, engineers, and portfolio managers. ● Build the infrastructure that powers investment decisions across billions of dollars
in capital. ● Solve highly complex technical and quantitative problems at scale. ● Direct visibility and impact on research productivity and trading outcomes. ● Access to exceptional technology, data, and computational resources. ● Highly competitive compensation with significant upside tied to performance. ● Join a meritocratic environment where technical excellence and innovation are
highly valued.
Interested in learning more? Contact Revive Recruitment for a confidential discussion.
- Quantitative Developer
- The Opportunity
- What You'll Do
- What You'll Have
- Nice to Have
- What's In It For You?
Skills
Benefits
Languages
About Revive IT Recruitment
A global quantitative investment firm combining cutting-edge technology, advanced mathematics, and large-scale data analysis for investment decisions.