Quantitative Developer

Bowden Brown; New York (NY); On-site; USD 180,000 - 280,000; Full time

Job summary

Bowden Brown is seeking a highly motivated Quantitative Developer to join a systematic investment team focused on equities and equity derivatives in New York. You will design, build, and maintain core components of a systematic trading platform, collaborating with researchers and portfolio managers to turn ideas into production-ready systems.

The role emphasizes reliability, performance, and secure, scalable software.

Qualifications

• Bachelor’s degree or higher in Computer Science, Engineering, Mathematics, or another STEM discipline.
• Strong programming capability in Python with clean, maintainable code.
• Experience working with databases and large, complex datasets.
• Clear and effective communication, collaborate across stakeholders.
• Demonstrated ownership mindset, able to work independently or in a small team.

Responsibilities

• Design and implement software components for live trading and high-fidelity simulation.
• Enhance automation, scalability, and resilience of the research stack.
• Own ongoing development and maintenance of the trading platform for reliability and performance.
• Identify architectural or operational weaknesses and deliver robust solutions.
• Build and maintain data validation, storage, and quality-control pipelines.

Skills

Python

Databases

Communication

Ownership mindset

Equity derivatives exposure

Independent work

Education

Bachelor’s degree in CS/Engineering/Math

Job description

Our client is seeking a highly motivated Quantitative Developer to join a systematic investment team focused on equities and equity derivatives. This role sits at the intersection of quantitative research and production trading, offering direct impact on live portfolios and research outcomes within a fast-paced, intellectually rigorous environment.

The Role

As a Quantitative Developer, you will design, build, and maintain core components of a systematic trading platform. You will work closely with researchers and portfolio managers to ensure that research ideas transition seamlessly into robust, production-ready trading systems.

Key Responsibilities

• Design and implement software components supporting both live trading and high-fidelity simulation of equities derivatives strategies
• Enhance the automation, scalability, and resilience of the research stack, including alpha generation, risk modeling, and backtesting frameworks
• Own the ongoing development and maintenance of the trading platform, with a strong focus on reliability, performance, security, and operational stability
• Proactively identify architectural or operational weaknesses in the platform and deliver effective, well-engineered solutions
• Build and maintain robust data validation, storage, and quality-control pipelines for large-scale financial datasets
• Diagnose and resolve system issues, manage production incidents, and oversee the controlled release of fixes and feature enhancements

Requirements

• Bachelor’s degree or higher in Computer Science, Engineering, Mathematics, or another STEM discipline
• Strong programming capability in Python, with an emphasis on writing clean, reliable, and maintainable code
• Experience working with databases and large, complex datasets
• Clear and effective communication skills, with the ability to collaborate across technical and non-technical stakeholders
• Demonstrated ownership mindset, comfortable working independently as well as within a small, high-performing team
• High level of motivation and genuine enthusiasm for quantitative finance and systematic trading
• Exposure to equity derivatives and volatility products is advantageous but not required
• Uncompromising commitment to integrity and the highest ethical standards