Quantitative Developer | Research Data Infra + Systems | Boston Multi Strat

Delmar Nord; Boston (MA); On-site; USD 140,000 - 180,000; Full time

Job summary

Delmar Nord is seeking a Quantitative Developer to join our Boston team, building scalable data infrastructure and production-grade systems for a macro trading strategy. You will partner with Quant Researchers to convert ad-hoc data flows into robust pipelines and feed live trading models.

You will work closely with researchers to design POCs, prototypes, analytics, and monitoring tools, enabling faster research cycles and strategy evolution.

Qualifications

• Advanced Python and hands-on experience with the modern data stack (pandas, SQL).
• Experience building data-intensive applications or systems (3+ years).
• Strong data modeling and data architecture; own data feeding live trading models.

Responsibilities

• Build research data infra and systems for an existing strategy that’s ready to scale and evolve.
• Design new POCs and prototypes across research, analytics, portfolio monitoring, and trading.
• Evolve prototypes into resilient production-grade systems.

Skills

Python

pandas

SQL

Databricks

Spark

Tools

Python

Job description

Quantitative Developer | Research Data Systems | Boston Multi Strat

A systematic Macro team in Boston is looking for an embedded Quant Developer to join their team. You’ll work directly with the Quant Researchers to build robust, production grade systems and data infra for a new Macro strategy that’s ready to scale and evolve. You'll build and own point-in-time data systems for Macro strategies, and the research-to-production pipeline behind it — signals you deliver feed position sizing, trade generation, and live monitoring directly. After building the data systems, you’ll work with the Portfolio Manager and Quant Researchers as a thought partner; they’re looking for someone that can understand the strategy at a fundamental level, and deliver tooling and systems to increase the velocity of the research process, deliver new capabilities, and help the strategy evolve across new products and areas.

This firm is a prestigious multi‑strategy hedge fund in Boston with decades of strong returns and culture (very collaborative and collegiate), excellent quality of life (folks rarely leave), and an extremely high bar for talent. The leader of this team headed quant development for a Tier 1 Hedge Fund, so this is a very exciting opportunity to join a team that’s rapidly growing.

Responsibilities

• Build research data infra and systems for an existing strategy that’s ready to scale and evolve. Emphasis on working directly with Quant Researchers to convert this strategy’s existing systems and data infra (currently ad-hoc, excel-based, etc.) into scalable, robust production quality systems that can support the strategy long term
• Work directly with researchers to design new POCs and prototypes across research, analytics, portfolio monitoring, and trading
• Evolve prototypes alongside the strategy into resilient production grade systems

Qualifications

• Advanced Python and hands-on experience with the modern data stack (pandas, SQL; Databricks/Spark a plus)
• 3+ years of experience building data intensive applications or systems
• Strong sensibilities on best practices for data modeling and data architecture (you’ll own the data and systems that feed live trading strategies)
• A data-correctness temperament — treats a number that's 10x off as a personal affront, and digs into root cause before "fixing" anything
• Strong written and verbal communication — this person interfaces directly with the PM and researchers
• Industry leading compensation and benefits
• Full-time, in-office in Boston
• Direct line to the PM — the data you deliver feeds live trading models, not a downstream dashboard
• Join a firm known for retention (90%+ of PMs and MDs started their careers there) as it builds a new quant dev team from scratch