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Lead Engineer - System Equities

Lead Engineer – Systematic Equities | Quant Hedge Fund | Python/C++ | Research Infra | NYC or SF

Location: New York or San Francisco
Position Type: Permanent
Salary: $100,000 – $200,000 base + bonus + benefits
Start Date: ASAP (up to 12-month wait for exceptional candidates)

The Opportunity

A high-performing systematic equities team at a leading global hedge fund is looking to appoint a Lead Engineer to spearhead the development of its next-generation research and trading infrastructure. This is a senior-level role for an experienced technologist with deep coding ability and leadership experience in quantitative trading environments.

You’ll play a critical role in scaling up core systems used across alpha research, portfolio construction, data engineering, and execution.

The Role

This is a hands-on and strategic engineering position, with responsibility for designing, building, and optimizing performance-critical infrastructure. You’ll work closely with PMs, quants, and researchers to translate financial models into production systems, while also mentoring a team of junior developers.

Key Responsibilities:

  • Architect, build, and maintain tools supporting quant research and production trading pipelines

  • Lead engineering efforts across alpha backtesting, feature engineering, portfolio optimization, and trade execution systems

  • Build scalable, high-performance solutions for market data ingestion and analytics

  • Collaborate cross-functionally to bring financial models to production

  • Troubleshoot and improve system performance across the tech stack

  • Mentor junior engineers and help shape a culture of excellence and innovation

Skills & Experience

Core Technical Requirements:

  • Proficient in Python and C++

  • Deep understanding of software architecture, systems design, and performance tuning

  • Strong knowledge of real-time trading systems and exchange market data

  • Bachelor's or Master's in CS, Engineering, Physics, or a related STEM field (PhD preferred)

  • Exceptional communication and analytical problem-solving skills

Ideal Background:

  • 5+ years in a quant hedge fund or similar environment, leading infrastructure-heavy projects

  • Proven experience building systems across the full quant research-to-production lifecycle

  • Background in equities and familiarity with systematic alpha strategies is a plus

  • Demonstrated ability to lead teams and projects within high-pressure, performance-driven environments

Why Apply?

  • Opportunity to own the engineering roadmap of a highly regarded systematic team

  • Technical leadership with hands-on impact in a front-office setting

  • Work alongside world-class PMs, quants, and technologists

  • Competitive compensation and fast-track career growth

  • Autonomy and resources to push cutting-edge infrastructure design

 

Apply now for a confidential discussion or reach out for more details.

Opportunity Type: Permanent
Job published: 13-06-2025
Job ID: 111063
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Quantitative Developer - Systematic Investment

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.

Opportunity Type: Permanent
Job published: 13-06-2025
Job ID: 111129
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Quantative Developer - Volatility

Quantitative Developer – Volatility | Hedge Fund | New York | Python | Equity Derivatives

Location: New York
Position Type: Permanent
Salary: Competitive base + bonus + benefits
Start Date: Q4 2024 / Q1 2025

The Opportunity

A top-performing, multi-strategy hedge fund is building out a highly skilled systematic investment team and is looking for a Quantitative Developer with a strong background in volatility to join their dynamic platform. This is a high-impact opportunity to work directly with a Senior Portfolio Manager and build out new trading infrastructure from the ground up.

You'll be joining an entrepreneurial team with a flat structure, fast feedback loops, and the resources of a world-class institution.

The Role

You’ll be responsible for developing and maintaining a cutting-edge single stock and index volatility platform, supporting all aspects of the trading lifecycle – from data ingestion to live trading and performance analytics.

Key Responsibilities:

  • Build and optimize research infrastructure, backtesting tools, and live trading systems

  • Code robust data, alpha, execution, portfolio, and risk pipelines

  • Develop infrastructure for trading idea generation, monetisation, and performance tracking

  • Debug, test, and productionalise systems used across the team

  • Collaborate cross-functionally to implement models and methodologies for trading, risk, and research

 

Skills & Experience

Must-Have Technical Skills:

  • Advanced Python skills (SQL and KDB/Q a plus)

  • Experience in Linux, Git, sklearn, Slurm, and optimization libraries (e.g. Mosek)

  • BSc/MSc in Computer Science, Engineering, or STEM from a top-tier university

  • Strong communication and the ability to tackle complex codebases with ease

  • Exposure to equity derivatives or volatility strategies

 

Preferred Background:

  • 3+ years of experience in a quantitative development role (buy-side, sell-side, or tech with finance exposure)

  • Proven experience building platforms that support research and trading workflows

  • Familiarity with machine learning techniques in a trading context

  • Self-starter attitude with an entrepreneurial mindset

 

Why Apply?

  • Work on greenfield development of a full-stack volatility trading platform

  • Flat, collaborative culture with direct access to PMs and decision-makers

  • Competitive compensation package and performance bonus

  • High-growth, high-impact role with technical and strategic visibility

 

Apply now to find out more or contact us directly for a confidential discussion.

Opportunity Type: Permanent
Job published: 13-06-2025
Job ID: 111096
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