Quantitative Developer

Xpertise Recruitment; New York (NY); On-site; Full time

Benefits offered by this job

Very strong compensation with significant bonus potential

Full relocation support for candidates moving to NYC

Work alongside world-class engineers

High-impact, high-visibility engineering

Ultra-fast iteration cycles

Job summary

A world leading hedge fund in New York is seeking a Quantitative Developer to build the research platforms and infrastructure that support trading strategies. Candidates should have strong programming skills in Python or C++, with a solid academic background in relevant fields. The role offers very strong compensation, full relocation support, and the opportunity to work alongside top engineers and researchers in a high-impact environment. Apply now to be part of a dynamic team focused on innovation.

Qualifications

• Deep programming ability in Python or C++ with strong systems or research-adjacent engineering experience.
• Strong academic background in relevant fields with high GPA.
• Experience in high-performance engineering, data-intensive systems, or quant-aligned tooling.

Responsibilities

• Build research frameworks, simulation environments, and signal production pipelines.
• Develop portfolio construction, risk analytics, execution research, and optimization.
• Scale distributed compute, data workflows, and production research infrastructure.
• Partner with researchers to turn novel ideas into production-ready systems.

Skills

Python

C++

High-performance engineering

Data-intensive systems

Commercial awareness

Education

Computer Science, Engineering, Mathematics or similar (3.5+ GPA preferred)

Job description

Quantitative Developer - World Leading Hedge Fund (New York)

Permanent | Full Relocation | 5 Days per Week On-Sit

One of the world's leading hedge funds, headquartered in New York, is undergoing significant expansion within its equities technology and research division. The firm is seeking exceptional Quantitative Developers to build the research platforms, tooling, and infrastructure that power both fundamental and fully systematic trading strategies.

What you’ll work on

• Work on building research frameworks, simulation environments, and signal production pipelines.
• Develop portfolio construction, risk analytics, execution research, and optimization.
• Scale distributed compute, data workflows, and production research infrastructure.
• Partner directly with researchers to turn novel ideas into production‑ready systems.

Experience required

• Deep programming ability in Python and/or C++ with strong systems or research‑adjacent engineering experience.
• Strong academic background in Computer Science, Engineering, Mathematics, or similar (3.5+ GPA preferred).
• Evidence of high trajectory: ownership, technical depth, strong communication, and commercial awareness.
• Experience in high‑performance engineering, data‑intensive systems, or quant‑aligned tooling is highly valued.
• Candidates from top tech, unicorn startups, or quant trading environments are particularly relevant.

Why else could you be interested?

• Very strong compensation with significant bonus potential.
• Full relocation support for candidates moving to NYC.
• Work alongside world‑class engineers, researchers, and PMs, the top 0.01% in the industry.
• High‑impact, high‑visibility engineering: small teams, greenfield work, and immediate production influence.
• Ultra‑fast iteration cycles—ideas and tools deployed in days, no months.

Get in touch by sending in your resume if interested.