Venture Search have partnered with a systematic global macro investment firm, who are looking for a Quantitative Developer to join their team.
Our client develops AI-enhanced systematic investment strategies across Rates, FX, Commodities, and Index markets, with a disciplined approach to risk management across varying market environments.
The Quantitative Developer will work closely with quantitative researchers and portfolio managers to design, implement, and maintain scalable, high-performance trading and research systems. The role sits at the intersection of quantitative research, software engineering, and trading, with the opportunity to contribute directly to both implementation and investment problems.
This is a small, technically strong team, so the ideal candidate will be someone who is comfortable operating across traditional software engineering as well as quantitative and investment-oriented problems.
Responsibilities
- Design, develop, and maintain production-quality software for quantitative trading strategies
- Partner with quantitative researchers to translate models and research prototypes into efficient, scalable code
- Build and optimize data pipelines for market, reference, and alternative data
- Implement and maintain backtesting frameworks, simulation tools, signals engines, and research platforms
- Work closely with researchers and portfolio managers to iterate on trading and execution signals
- Enhance trading infrastructure, including execution, risk, and monitoring systems
- Help analyze and optimize execution costs and trading performance
- Optimize performance, reliability, and scalability of existing systems
- Collaborate across technology, research, trading, risk, and operations in support of live trading environments
- Explore and evaluate emerging technologies, including LLMs and long-running agentic systems, where relevant to the firm's research and trading workflows
- Ensure best practices in software development, testing, and documentation
Required Qualifications
- Deep Python programming experience
- Experience with at least one compiled language; C++ preferred
- Solid understanding of data structures, algorithms, and software engineering principles
- Strong problem-solving skills and quantitative aptitude
- Basic understanding of statistics and probability, or otherwise a strong analytical ability and willingness to engage with quantitative investment problems
- Experience working with large datasets and time-series data
- Familiarity with Linux/Unix environments and version control systems such as Git
- Ability to work closely with quantitative researchers and traders in a fast-paced, intellectually rigorous environment
- Genuine interest in systematic investing, trading, or quantitative problem-solving
Preferred Qualifications
- Experience in quantitative finance, systematic trading, or financial technology
- Knowledge of capital markets, derivatives, market microstructure, execution, or trading costs
- Experience with databases (SQL, NoSQL), distributed systems, or cloud platforms
- Exposure to backtesting frameworks, execution systems, signals engines, or real-time trading platforms
- Experience deploying or working with long-running LLM agents, whether professionally, through research, or as a meaningful side project
- Intelligent, practical views on the capabilities and limitations of LLMs and agentic systems
- Advanced degree in Computer Science, Engineering, Mathematics, Physics, or a related field
Location: Miami or Greenwich, with an expectation of approximately 3 days per week in the office.