Senior Quant Developer | Where Research Meets Production | $500k+

CW Talent Solutions; New York (NY); On-site; USD 170,000 - 260,000; Full time

Job summary

CW Talent Solutions in New York seeks a Quantitative Developer for a top-tier, confidential firm. You will sit at the intersection of alpha research, data engineering, and production trading systems, with real PnL impact and no bureaucracy.

You will build high-performance research and backtesting frameworks, translate complex models into production-ready systems, and optimize data pipelines for latency-sensitive environments. The role rewards outstanding academics and strong Python/C++ skills.

Qualifications

• Degree in CS, Maths, Physics, or Engineering from a top-tier university.
• Outstanding academic record—top of class, publications highly valued.
• Strong Python and/or C++ with a focus on performance and reliability.
• Demonstrated experience in quant research, statistical modelling, or machine learning.
• Deep understanding of algorithms, data structures, and numerical methods.

Responsibilities

• Build high-performance research and backtesting frameworks for large-scale financial datasets.
• Translate complex models into production-ready systems alongside world-class researchers.
• Contribute to alpha research through statistical modelling and experimentation.
• Optimise data pipelines and computational efficiency across the research stack.
• Bridge the gap between research and execution in a latency-sensitive environment.

Skills

Python

C++

Quant research

Statistical modelling

Machine learning

Algorithms

Data structures

Education

Bachelor's degree in CS/Math/Physics/Engineering

Tools

Backtesting frameworks

Job description

Quantitative Developer | Systematic Trading | New York | Confidential Search

CW Talent Solutions

The best quant developers don't just build systems. They help discover what's worth trading.

We're placing a Quantitative Developer into one of the most intellectually demanding environments in finance — a top-tier, secretive firm in New York operating at the cutting edge of systematic strategies globally. Small team. Real PnL impact. No bureaucracy.

This is not a typical quant dev role. You will sit at the intersection of alpha research, data engineering, and production trading systems.

What you'll do

• Build high-performance research and backtesting frameworks for large-scale financial datasets
• Translate complex models into production-ready systems alongside world-class researchers
• Contribute to alpha research through statistical modelling and experimentation
• Optimise data pipelines and computational efficiency across the research stack
• Bridge the gap between research and execution in a latency-sensitive environment

What we're looking for

• Degree in CS, Maths, Physics, or Engineering from a top-tier university — Ivy, Oxbridge, MIT, Stanford
• Outstanding academic record — top of class, honours, publications highly valued
• Strong Python and/or C++ with a focus on performance and reliability
• Demonstrated experience in quant research, statistical modelling, or machine learning
• Deep understanding of algorithms, data structures, and numerical methods
• Proven ability to work on complex, ambiguous problems with minimal guidance

What's in it for you

• Direct impact on live trading strategies and firm PnL
• Exceptional compensation — base + bonus well into the top percentile of the market
• Flat structure, minimal bureaucracy, access to world-class colleagues
• Long-term capital — genuine research depth, not short-termism
• One of the most intellectually rigorous environments in finance

The bar is extraordinarily high. If that's you — or someone you know — let's talk confidentially.