Quant Developer, Systematic Macro Built-Out - NYC - Up to $400K TC

Saragossa; New York (NY); On-site; USD 180,000 - 260,000; Full time

Job summary

Saragossa is expanding its macro build-out and seeks a quantitative software engineer who writes production-grade Python (or MATLAB) and loves turning signals into scalable systems. You will partner with researchers and portfolio teams to turn ideas into production code that drives trades and informs risk decisions.

You will own the end-to-end lifecycle from requirements to production, work with large datasets and SQL, and explain technical choices clearly to researchers and engineers alike.

Qualifications

• Strong production Python, or MATLAB or equivalent.
• Comfortable with SQL and large, complex datasets.
• Solid quantitative foundation and fluency in quantitative finance across macro, rates or multi-asset.

Responsibilities

• Build end-to-end systematic processes from signals to production systems.
• Collaborate with quantitative researchers and portfolio teams to turn ideas into scalable code.
• Own lifecycle from requirements through production and impact on P&L.

Skills

Production Python

MATLAB

SQL

Quantitative Finance

Macro / Rates / Multi-Asset

Job description

You get to build the systematic processes that decide how billions of dollars actually trade.

This is one of the largest hedge fund managers in the world, built on an idea that was years ahead of its time. Two decades ago, they started systematically capturing and scoring trade ideas from across the market, turning human judgement into data. Today they run fundamental, quantamental and fully systematic strategies side by side, at a scale of around $80bn. Their macro teams are now expanding, and they need the systematic infrastructure to match. That is where you come in.

You are building these processes from the ground up, not maintaining a framework someone else designed years before you arrived. You are working directly with quantitative researchers and portfolio teams to turn new signals and portfolio construction ideas into production systems. Your code shapes real trades, and the impact shows up in P&L.

You are expected to bring genuine depth. You write strong production Python, or MATLAB or an equivalent, and you are comfortable with SQL and large, complex datasets. You have a solid quantitative foundation and real fluency in quantitative finance, ideally across macro, rates or multi-asset. Most importantly, you have built systematic processes end to end before, and you can explain the decisions you made along the way to a researcher as easily as to an engineer.

The opportunity is not just the work itself. This is a firm that keeps investing in new capabilities rather than coasting on an established franchise, with low attrition and a culture where engineers are expected to own the full lifecycle, from requirements through to production. Joining a macro build-out at this stage puts you at the centre of something the firm is actively growing.

They also sit in a genuinely unusual market position. Few firms have managed to combine human insight and systematic discipline at this scale, and the data and engineering behind that is what keeps them ahead.

Ready to build something that actually trades?