Quant Dev: Low-Latency Trading & Research Systems

Delmar Nord; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

Delmar Nord, in partnership with a leading multi-strategy quantitative hedge fund, seeks a Quantitative Developer to join an investment team at the intersection of research and engineering. You will build low-latency, high-reliability systems that support signal research, backtesting, and live trading, writing production-grade code for scientists and traders.

You'll work alongside researchers and portfolio managers to translate models into robust, scalable software, optimize pipelines for

Qualifications

• Bachelor's, Master's, or PhD in Computer Science, Engineering, Mathematics, Physics, or a related quantitative field.
• 2+ years of professional software engineering experience, ideally in latency-sensitive trading environments.
• Strong proficiency in Python and/or C++, with clean, performant, well-tested code.
• Experience with distributed systems, databases (SQL/NoSQL), and large-scale data processing.
• Exposure to cloud infrastructure (AWS/GCP), containers (Docker/Kubernetes), or streaming data systems (Kafka).

Responsibilities

• Design, build, and maintain research and trading infrastructure including data pipelines and backtesting frameworks.
• Collaborate with quantitative researchers and portfolio managers to translate models into production-ready code.
• Optimize systems for performance, scalability, and reliability across large-scale time-series data.
• Contribute to core libraries used across multiple investment strategies and participate in code reviews.

Skills

Python

C++

Distributed systems

Databases (SQL/NoSQL)

Kafka

Docker/Kubernetes

Cloud (AWS/GCP)

Education

BS/MS/PhD in CS/Engineering/Math/Physics

Tools

Docker

Kubernetes

Kafka

AWS

GCP

Job description

Delmar Nord, in partnership with a leading multi-strategy quantitative hedge fund, seeks a Quantitative Developer to join an investment team at the intersection of research and engineering. You will build low-latency, high-reliability systems that support signal research, backtesting, and live trading, writing production-grade code for scientists and traders.

You'll work alongside researchers and portfolio managers to translate models into robust, scalable software, optimize pipelines for