Research Engineer

The Cypress Group; New York (NY); On-site; USD 150,000 - 250,000; Full time

Benefits offered by this job

Equity participation

On-site in NYC

Job summary

The Cypress Group seeks a Founding Quant Research Platform Engineer in New York City for an in-person role. You will build the quantitative research platform powering an AI-driven investment research system, with backtesting, data pipelines, evaluation tools, and live-trading integration.

As an early team member, you will collaborate with researchers and engineers to translate ideas into reliable, reproducible systems, shaping technology, product strategy, and engineering standards.

Qualifications

• At least two years of experience building quantitative research or trading systems.
• Expert-level Python with NumPy, pandas, Polars, SciPy.
• Strong software-engineering fundamentals and maintainable code.
• Experience with large financial datasets, U.S. equities, vendor feeds, and symbology.
• Hands-on experience building or maintaining a backtesting platform.

Responsibilities

• Partner with researchers to build the platform transforming ideas into testable signals.
• Build and own the backtesting engine and APIs used by researchers and engineers.
• Develop walk-forward simulations with realistic fill and transaction-cost models.
• Build and operate data pipelines for large financial datasets.
• Ingest and validate complex vendor feeds while maintaining point-in-time data.
• Account for corporate actions, delistings, and security identifiers.
• Make datasets easy to discover and use.
• Develop evaluation tools to assess statistical and economic validity.
• Build signal diagnostics, risk-attribution tools, and look-ahead bias checks.
• Deploy research strategies into production and monitor performance.
• Reconcile live trading vs backtested results.
• Profile and optimize numerical workloads to speed up research.

Skills

Python

NumPy

pandas

Polars

SciPy

Software engineering

Testing

Data pipelines

Tools

Backtesting engine

Data pipelines

Job description

Founding Quant Research Platform Engineer

Location: New York City — In Person

Compensation: $150,000–$250,000 Base Salary + Equity

Company Overview

We are an early-stage quantitative investment firm building an AI-powered research system that transforms investment ideas into reliable implementations and actionable evidence—while learning from every experiment.

Our New York-based team consists of researchers and engineers who are curious about how markets work, quick to test new ideas, and willing to challenge their own assumptions. We are building the next generation of systematic investment technology and are looking for an exceptional engineer to join our founding team.

The Role

You will build the quantitative research platform powering our AI-driven investment research system. The system implements and tests investment signals, while you will develop and own the infrastructure it depends on—including the backtesting engine, financial-data pipelines, evaluation tools, and the pathway from research to live trading.

You will work directly with quantitative researchers and engineers to determine what the platform should do and deliver working systems without waiting for perfect specifications.

Because the platform runs experiments continuously, the backtesting system must serve as a trusted referee: fast, accurate, reproducible, and extremely difficult to fool.

As an early member of the team, you will have a meaningful impact on the company’s technology, product strategy, engineering standards, and culture.

What You’ll Do

• Partner with researchers and engineers to build the platform that transforms investment ideas into testable signals, including signal frameworks, reusable feature and model components, and experiment-tracking systems.
• Build and own the backtesting engine and research APIs used by researchers, engineers, and AI agents.
• Develop walk-forward simulations, realistic fill and transaction-cost models, portfolio-construction capabilities, and precisely reproducible results.
• Build and operate data pipelines for large financial datasets.
• Ingest and validate complex vendor feeds while maintaining accurate point-in-time data.
• Properly account for corporate actions, delistings, and security identifiers across U.S. equities.
• Make datasets easy to discover, understand, and use correctly.
• Develop evaluation tools that determine whether an investment idea is statistically and economically valid.
• Build signal diagnostics, risk-attribution tools, statistical tests, and automated controls that detect look-ahead bias, data leakage, and errors in AI-generated code.
• Deploy research strategies and systems into production and take ownership of monitoring and ongoing performance.
• Reconcile live trading results against backtested expectations in an environment where errors can have meaningful financial consequences.
• Profile and optimize computationally intensive numerical workloads so the research cycle takes minutes rather than hours.

What We’re Looking For

• At least two years of experience building quantitative research or trading systems at a quantitative fund, proprietary trading firm, systematic investment team, or a comparable environment.
• Expert-level Python skills and deep familiarity with numerical and data-processing libraries such as NumPy, pandas, Polars, and SciPy.
• Strong software-engineering fundamentals, including testing, debugging, profiling, and building maintainable systems that others can extend.
• Experience developing pipelines for large financial datasets, preferably involving U.S. equities, vendor feeds, point-in-time fundamentals, corporate actions, and security symbology.
• Hands-on experience building or maintaining a backtesting platform.
• Strong understanding of the systematic investment lifecycle, including signal generation, risk modeling, portfolio construction, execution, and transaction costs.
• A solid foundation in statistics and a practical understanding of machine learning.
• Experience partnering directly with quantitative researchers and engineers to build reliable research tools.
• The ability to clarify loosely defined requests and transform them into systems that researchers can trust.
• A bias toward action and the ability to deliver and iterate in an ambiguous, fast-moving environment.
• Low ego, high standards, intellectual curiosity, and a strong sense of ownership.

Compensation and Benefits

• Base salary of $150,000–$250,000
• Meaningful equity participation
• Company-subsidized medical, dental, and vision insurance
• HSA, FSA, dependent-care FSA, and 401(k) plans
• Wellness, commuter, and professional-development subsidies

The Opportunity

This is an opportunity to join a well-funded, early-stage quantitative investment firm whose founding team brings deep experience across machine learning, quantitative finance, investment management, and hedge-fund technology.

You will help build the core research and trading infrastructure behind an AI-native systematic investment platform—and directly influence how the firm develops from its earliest stage.