Quantitative Developer (Python/C++) - Systematic Investment Group
Budget: $175k – $225k+ base + large annual bonus (guaranteed in Y1)
Location: New York, Dubai UAE, or London UK
Required: Strong coding (C++ and/or Python) and quantitative acumen
A global systematic investment group is looking to hire a talented Quantitative Developer/SWE to join its expanding offices in New York, UAE and London. You will play a key role in designing and building the software, tooling, and frameworks that enable cutting-edge quantitative research and trading.
This opportunity offers the best of both worlds: the impact and ownership of a lean, high-performance team, paired with the stability and resources of a globally established trading organisation.
What you’ll work on
As a Quantitative Developer, you will collaborate closely with researchers and traders on projects such as:
• Building integrated research and execution frameworks for fast predictors
• Developing large-scale simulation and research environments in the cloud
• Creating robust research infrastructure for new asset classes
• Delivering ultra-low-latency market data pipelines
• Contributing to a modern Python and C++ tech stack running across on-prem and cloud environments
What we’re looking for
• Strong programming skills in Python and/or C++
• Solid understanding of data structures, algorithms, and software design
• Quantitative and analytical mindset
• Experience in systematic trading, research engineering, or high-performance software development is beneficial
• Ability to work in a fast-paced, highly collaborative environment
If you are interested in joining a high-impact engineering team within a world-class systematic trading environment, please apply or reach out for a confidential discussion.
