Quantitative Developer
Global Hedge Fund
- Location
- New York City Metropolitan Area, US
- Workplace
- On-site
- Job type
- Full-time
- Salary
- $95k–$135k
- Posted
- 1 week ago
- Source
- DevITJobs
Requirements:
- Bachelors or Masters degree in Computer Science, Engineering, Mathematics, Physics, Finance, or a related field
- Strong Python skills and in-depth familiarity with Pandas, NumPy, and other data analysis libraries
- Solid understanding of equity markets and portfolio management concepts
- Knowledge of SQL or NoSQL databases and experience handling large datasets
- Experience developing, optimizing, and deploying quantitative models in production
- Strong problem-solving and critical-thinking skills, with the ability to work in a fast-paced, collaborative environment
Responsibilities:
- Partner with equity portfolio managers to understand their needs and build software that supports portfolio analysis, risk management, and trading strategies
- Develop and optimize quantitative models to analyze large datasets and generate insights for equity portfolios
- Build and maintain accurate, reliable, and scalable data pipelines
- Use Python and related tools to automate tasks, backtest strategies, and improve performance
- Create tools for portfolio construction, risk analysis, and scenario modeling
- Integrate internal and external data sources into the development environment
- Troubleshoot technical issues and maintain clean, well-documented, efficient code
- Improve and innovate quantitative models and portfolio management systems
Technologies:
- Agentic AI
- AI
- Support
- NoSQL
- Python
- SQL
- numpy
- pandas
More
We are seeking a talented, driven Quantitative Developer to work directly with our Equity Portfolio Managers. The role focuses on quantitative models, data pipelines, and Agentic AI workflows that support informed investment decisions. Youll join a fast-paced, dynamic team environment. We do not work with third-party recruiters.
last updated 43 week of 2026