Quantitative Developer

Block Pulse Talent; New York (NY); On-site; USD 200,000 - 350,000; Full time

Job summary

Block Pulse Talent is partnering with a leading quantitative investment firm to hire a Quantitative Developer into a high-performing systematic equities team in New York City. You will work alongside researchers and investment professionals to build research frameworks, data infrastructure and production systems that deploy systematic strategies.

The role emphasizes engineering impact on investment performance, with strong Python and/or C++ requirements and experience with large-scale financial

Qualifications

• Professional experience in a quantitative trading environment or similar.

Responsibilities

• Build and enhance quantitative research frameworks for systematic equities.
• Develop scalable backtesting, simulation and research tooling.
• Build data pipelines and infrastructure for large-scale financial datasets.
• Collaborate with researchers and traders to productionize ideas.
• Improve research velocity and production reliability.

Skills

Python

C++

Education

Bachelor's degree in Computer Science, Mathematics, Engineering, Physics or another highly quantitative discipline

Job description

Quantitative Developer – Systematic Equities

Location: New York City

Base Salary: $200,000 – $350,000 + Performance Bonus

The Opportunity

We are working with a leading quantitative investment firm to hire a Quantitative Developer into a high-performing systematic equities team in New York.

The role sits directly alongside Quantitative Researchers and investment professionals, building the research frameworks, data infrastructure and production systems used to develop, test and deploy systematic investment strategies.

This is a highly research-facing position where engineering work has a direct impact on investment performance.

Responsibilities:

• Build and enhance quantitative research frameworks used across systematic equities.
• Develop scalable backtesting, simulation and research tooling.
• Build systems supporting alpha research, signal generation and strategy evaluation.
• Partner closely with Quantitative Researchers to take research ideas from prototype through to production.
• Develop data pipelines and infrastructure for large-scale financial datasets.
• Build tooling supporting portfolio construction, risk and strategy implementation.
• Improve research speed, system performance and the reliability of production workflows.
• Develop frameworks that allow researchers to iterate, test and monetise signals more effectively.
• Work across research, portfolio and trading systems where required.
• Solve complex engineering problems involving large datasets, numerical computation and distributed systems.

Requirements:

• Professional experience within a quantitative trading firm, hedge fund, proprietary trading firm, market maker or systematic investment environment.
• Experience working directly with quantitative researchers, traders or investment teams.
• Strong software engineering background with experience building production-grade systems.
• Excellent programming ability in Python and/or C++.
• Strong understanding of algorithms, data structures and software architecture.
• Experience building research platforms, backtesting frameworks, trading systems, data infrastructure or quantitative tooling.
• Strong experience working with large financial datasets and data-intensive systems.
• Ability to understand the commercial impact of the systems and tools being built.
• Strong communication skills and the ability to work closely with researchers and senior stakeholders.
• Degree in Computer Science, Mathematics, Engineering, Physics or another highly quantitative discipline.

Ideal Background:

We are particularly interested in candidates currently working as:

• Quantitative Developers
• Research Engineers
• Quantitative Software Engineers
• Systematic Trading Developers
• Quantitative Research Infrastructure Engineers

Experience within systematic equities is highly desirable, although exceptional candidates from other highly quantitative trading environments will also be considered.

What Makes Someone Strong for This Role

The strongest candidates will combine:

• Exposure to the research process.
• Experience building tools used by researchers or traders.
• An understanding of how engineering decisions impact research velocity and investment performance.
• Clear communication and the ability to work effectively with Quantitative Researchers.

Compensation:

The role also includes a significant performance-based bonus, with total compensation determined by experience, individual contribution, team performance and overall business performance.

For exceptional candidates, total compensation can be substantially above the stated base salary.