Lead Quantitative Developer - Statistical Arbitrage

Quant Hedge Fund; New York (NY); On-site; USD 500,000 - 750,000; Full time

Job summary

An established industry player is seeking a Lead Quantitative Developer to drive their entry into mid-frequency quant equity markets. This pivotal role involves building and owning systems for the entire investment workflow, from research and analytics to live trading. The ideal candidate will have a strong background in Python and experience with financial datasets, ensuring seamless integration with investment teams. Join this innovative firm and contribute to shaping their future in quantitative finance, where your expertise will directly impact their growth and success.

Qualifications

• 3+ years in a quantitative or technical role in the financial industry.
• Experience with large-scale financial datasets and live trading systems.

Responsibilities

• Build out systems for the full investment workflow from research to live trading.
• Interface effectively with investment professionals and enhance research systems.

Skills

Python

C++

R

Data Science Tools

Problem-Solving Skills

Education

BS/MS in Computer Science

Engineering

Mathematics

Physics

Job description

Lead Quantitative Developer - Statistical Arbitrage

New York, United States

Lead Quantitative Developer - Statistical Arbitrage

1 week ago Be among the first 25 applicants

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This range is provided by Quant Hedge Fund. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

$500,000.00/yr - $750,000.00/yr

Direct message the job poster from Quant Hedge Fund

I'm currently partnered with a highly successful systematic multi-strategy hedge fund who are looking to enter the mid-frequency quant equity markets as their next stage growth. As such a key early hire for this business is a Quantitative Developer to take ownership of and build out the systems for the full investment workflow for this group from research and analytics to live trading.

As the role will involve a complete build out of the systems from the ground up the firm is seeking a candidate who has holistic experience in building research systems.

The ideal target profile is below.

• BS/MS in Computer Science, Engineering, Mathematics, Physics, or related fields.
• Advanced proficiency in Python with experience in modern data science tools. Familiarity with C++, R, and web frameworks (Node.js, React, etc.) is a plus.
• 3+ years in the financial industry in a quantitative or technical role, preferably working closely with investment teams.
• Experience with large-scale financial datasets, high-performance research workflows, and live trading systems.
• Ability to interface effectively with investment professionals
• Excellent problem-solving skills with a clear understanding of the business value from application of technical solutions

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Engineering, Finance, and Research

• Industries

  Financial Services, Investment Banking, and Research Services

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