Job Description

Quantitative Developer – Systematic Macro | Hedge Fund | Python | Infrastructure | New York

Location: New York
Position Type: Permanent
Salary: Competitive base + performance bonus + benefits
Start Date: Within 6 months (preference for sooner)

The Opportunity

A leading systematic investment team at a top-tier hedge fund is looking to hire a Quantitative Developer with a strong background in infrastructure and platform development to support its macro strategies. This is a unique opportunity to build next-generation internal research and trading systems, work closely with portfolio managers, and gain direct exposure to alpha research and strategy development.

With a flat structure, collaborative mindset, and strong focus on technical innovation, this team offers the ideal environment for a highly motivated developer to thrive and progress toward a hybrid Quant Developer / Researcher role.

The Role

You’ll play a critical role in the buildout and evolution of systematic trading infrastructure, helping develop robust systems that support data ingestion, strategy production, and live execution.

Key Responsibilities:

• Design and develop internal libraries and research platform components

• Build and manage scalable data pipelines

• Monitor and optimize production trading strategies

• Develop and maintain execution pipelines

• Collaborate with PMs and researchers to enhance trading infrastructure

• Contribute to systematic macro alpha research with future growth toward a quantitative researcher role

Skills & Experience

Core Technical Skillset:

• Strong programming experience with Python

• Solid understanding of data analytics libraries (e.g., Pandas, NumPy, SciPy, Polars)

• Proficiency in designing scalable, efficient infrastructure and research tools

• Degree in a quantitative discipline – Masters or PhD preferred (Maths, Engineering, CS, Physics, Stats)

• Exceptional analytical, debugging, and problem-solving skills

Preferred Background:

• 2–5 years of experience in a quant trading environment

• Proven experience building internal libraries and infrastructure in a trading context

• Exposure to macro/intraday strategies is a strong plus

• Interest or experience in machine learning for trading is a plus

• Clear ambition to grow into a quant developer-researcher hybrid role

Why Join?

• Impactful role on a growing and high-performance systematic macro team

• Close collaboration with senior PMs and researchers

• Career path toward a hybrid developer/researcher function

• Exposure to front-office systems and alpha generation

• Competitive compensation and career progression opportunities

Apply now or get in touch for more information on this exciting opportunity.