Quantitative Developer

Point One - Hedge Fund Talent; New York (NY); On-site; USD 140,000 - 210,000; Full time

Job summary

Point One - Hedge Fund Talent is recruiting a Quantitative Developer / Software Engineer in New York. The role sits with a top portfolio manager in a collaborative trading pod and spans research infrastructure, data systems, and production signal monitoring.

You will own the research platform, build tooling for researchers, and integrate AI workflows to improve productivity and robustness in a fast-paced, front-office environment.

Qualifications

• 2–3+ years in a quantitative development or software engineering role in a hedge fund or similar setting.
• Strong background in quantitative research workflows and monetization.
• Experience with market data, trading systems, and distributed infra.
• Excellent analytical and software development skills.

Responsibilities

• Own and improve research platform, backtesting, simulation, and compute layers.
• Build tooling for researchers to develop, test, and deploy signals.
• Integrate AI workflows to boost productivity and robustness.
• Design large-scale data sets and data pipelines for research and production.
• Improve interfaces with execution, risk, and compute systems.
• Monitor and productionize trading signals with observability.

Skills

Quantitative dev

Software engineering

Distributed computing

Data pipelines

Problem solving

Communication

Education

Advanced STEM degree

Job description

Quantitative Developer / Software Engineer

Location: New York

A leading global hedge fund is seeking a talented entrepreneurial Quantitative Developer to join alongside a super successful Portfolio Manager in a collaborative quantitative trading pod. This is a hands‑on role at the intersection of technology, data, research, and trading, with direct exposure to the Senior Portfolio Manager and investment process.

The role spans the full systematic trading stack, with a particular focus on research infrastructure, data systems, signal deployment, and production monitoring. The successful candidate will play a key role in enabling systematic research, scaling investment capabilities, and supporting the transition of strategies from research into live trading within a fast‑paced, collaborative investment environment.

Key Responsibilities:

• Own and continuously improve the team’s research platform, including the backtesting framework, simulation environments, and caching / compute layers
• Build and maintain tooling that enables the researchers to develop, test, and deploy signals efficiently
• Integrate Agentic AI workflows where they can improve productivity, model development, or operational robustness
• Design, organize, and maintain large‑scale datasets and data pipelines used across research and production
• Optimize and support the team’s interfaces with central and external systems, including execution, risk monitoring, and compute / resource management
• Help productionize and monitor trading signals, ensuring robustness, observability, and operational reliability
• Partner closely with the SPM to translate research needs into scalable engineering solutions

Requirements:

• Proven experience (2-3 years minimum) in a Quantitative Developer, Software Engineering or related role within a hedge fund, prop trading firm, or similar systematic trading environment
• Advanced degree in a STEM discipline from a top university
• Strong understanding of quantitative research workflows and monetization frameworks.
• Experience working with market data, trading systems, and distributed computing infrastructure
• Excellent problem‑solving, analytical, and software development skills
• Strong communication skills with the ability to work directly with investment teams and senior stakeholders
• Ability to thrive in a fast‑paced, front‑office environment