Job title: Quantitative Developer - Systematic Investment
Job type: Permanent
Emp type: Full-time
Location: New York, United States
Job published: 13-06-2025
Job ID: 111129

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.