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Benefits offered by this job
Competitive compensation
Career growth opportunities
Exposure to global systematic equities strategies
Job summary
A leading global investment firm seeks a Quantitative Developer in New York to build scalable solutions for systematic equities research. The role includes onboarding market data, enhancing backtesting frameworks, and collaborating with portfolio managers to drive trading strategies. Ideal candidates should have at least 5 years of experience with object-oriented programming in C++ or Java, along with strong Python skills. Competitive compensation and career growth opportunities are offered.
Qualifications
5+ years of experience in object-oriented programming using C++ or Java.
Strong proficiency in Python for data manipulation and analysis.
Experience with systematic equities research workflows.
Responsibilities
Onboard and enrich market data for systematic equities.
Build validation tools and research workflow solutions.
Enhance backtesting frameworks and scale research pipelines.
Partner with PMs and analysts to accelerate systematic trading strategies.
Skills
OOP (C++/Java)
Python
Systematic equities research
Job description
A leading global investment firm seeks a Quantitative Developer in New York to build scalable solutions for systematic equities research. The role includes onboarding market data, enhancing backtesting frameworks, and collaborating with portfolio managers to drive trading strategies. Ideal candidates should have at least 5 years of experience with object-oriented programming in C++ or Java, along with strong Python skills. Competitive compensation and career growth opportunities are offered.