Quantitative Developer – Research & Trading

Acquire Me; New York (NY); On-site; USD 200,000 - 350,000; Full time

Job summary

A leading boutique systematic prop firm in New York is seeking a Quantitative Developer. In this mid-senior level role, you will work closely with Quant Research teams to design, build, and optimize algorithms for trading strategies. The ideal candidate has exceptional Python skills and experience in data-centric libraries, as well as a passion for financial technology. This full-time role offers a competitive salary and is situated on the trading floor, ensuring high impact and visibility.

Qualifications

• Deep experience in data-centric libraries and distributed systems.
• Able to translate research ideas into performant, deployable code.
• Strong communication and commerciality skills.

Responsibilities

• Collaborate with Quant Researchers to prototype and optimize trading signals.
• Design and maintain high-performance research pipelines.
• Develop real-time analytics and trading tools.
• Implement data validation and version control frameworks.
• Contribute to the evolution of the firm's research platform.

Skills

Exceptional Python programming skills

Experience in financial technology/markets

Strong communication and collaboration skills

Strong communication and collaboration skills

Tools

Pandas

NumPy

Polars

Dask

Job description

Quantitative Developer – Research & Trading

This range is provided by Acquire Me. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

$200,000.00/yr - $350,000.00/yr

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Quantitative Developer – Research & Trading

About the Company

Our client is a leading boutique systematic prop firm with an industry reputation for its cutting-edge quantitative research and technology-driven trading across almost all global markets.

About the Role

As a Quantitative Developer, you will sit on the trading floor, working side-by-side with Quant Researchers and Traders to design, build, and optimize the research and production algorithms that power systematic strategies. This is a highly visible, impact-driven role at the very core of the firm’s alpha engine.

Responsibilities

• Collaborate directly with Quant Researchers to prototype, optimize, and productionize trading signals and alpha models.
• Design and maintain high-performance research pipelines, enabling scalable data ingestion, feature engineering, and backtesting for multi-asset strategies.
• Develop and enhance real-time analytics and trading tools, ensuring low-latency data flow, transparency, and reliability in the research-to-trade lifecycle.
• Implement rigorous data validation, monitoring, and version control frameworks to ensure research integrity and reproducibility.
• Contribute to the evolution of the firm’s research and simulation platform, leveraging distributed computing, modern Python frameworks, and cloud-based systems.

Required Skills

• Exceptional Python programming skills, with deep experience in data-centric libraries (Pandas, NumPy, Polars, Dask) and distributed systems.
• Experience in, or a passion for, financial technology/markets
• Strong communication and collaboration skills - able to translate research ideas into performant, deployable code under fast-paced trading conditions.
• Strong communication and commerciality - know how and when to push back

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Finance, Engineering, and Research

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