Quantitative Developer, Soros Fund Management, New York

Andsimple; Northern, New York (KY, NY); Hybrid; USD 180,000 - 200,000; Full time

Job summary

Soros Fund Management seeks a Quantitative Developer to advance front-office technology and modernise Python infrastructure for portfolio-management teams. This is an individual-contributor role with a hybrid schedule: four days on-site, one remote day.

The position focuses on trading, alpha generation and risk management, requiring 9+ years of front-office experience and a Master’s degree in a relevant field. Strong Python and SQL capabilities are essential.

Qualifications

• 9+ years of front-office quantitative-development experience.
• Master's degree in computer science, mathematical finance or related field.
• Relational-database experience (MS SQL Server).
• Strong problem-solving and cross-functional collaboration skills.
• FinCAD or Numerix experience preferred; ability to create technical specs with business users.

Responsibilities

• Deliver projects as an individual contributor impacting trading, alpha generation and risk management.
• Decommission legacy tools and code; centralise Python libraries into shared libraries.
• Review Python code changes and assist with design decisions across teams.
• Design and build tools, screeners and report libraries for front-office and risk teams.
• Assist with middle- and back-office reporting; communicate technical concepts to stakeholders.

Skills

Python programming

Quantitative development

Cross-functional collaboration

Education

Master's degree in Computer Science or Mathematical Finance

Tools

MS SQL Server

FinCAD

Numerix

Python libraries

Job description

Soros Fund Management - a global asset manager and family office founded in 1970 with approximately $28 billion in assets under management, operating with permanent capital and an unconstrained mandate - is hiring a Quantitative Developer to advance front-office technology and modernise Python infrastructure for its portfolio-management teams. An individual-contributor role impacting trading, alpha generation and risk management, on a hybrid schedule (four days on-site, one remote).

Key responsibilities include: delivering projects as an individual contributor impacting trading, alpha generation and risk management; decommissioning legacy tools and code; centralising disparate Python libraries into high-quality shared libraries; reviewing Python code changes and assisting with design decisions across teams; designing and building tools, screeners and report libraries for the front-office and risk-management teams; assisting with middle- and back-office reporting; and communicating technical concepts to diverse stakeholders.

Requirements: 9+ years of front-office quantitative-development experience; a master's degree in computer science, mathematical finance or a related field; relational-database experience (MS SQL Server); strong problem-solving and cross-functional collaboration skills; FinCAD or Numerix experience preferred; and the ability to create technical specifications with business users. Compensation: $180,000-$200,000 base salary plus a discretionary year-end bonus; four days on-site per week with one remote day permitted.