Quantitative Software Engineer

Requirements:

• 3–7 years of quantitative software development experience, ideally at a trading firm or systematic fund
• Strong production Python skills, including experience with data analysis tools such as pandas, Polars, or similar
• Solid grounding in probability, statistics, and time-series analysis, with familiarity with backtesting and simulation frameworks
• Good understanding of machine learning applied to systematic strategies, from research through production
• Low-latency systems experience is a plus
• Comfortable working across research and engineering teams

Responsibilities:

• Build and maintain systems that connect research with production, enabling rapid iteration from concept to deployment
• Develop realistic simulation and backtesting infrastructure that accounts for latency, market microstructure, and real-world constraints
• Define, calculate, and manage features across instruments, market regimes, and time horizons
• Own feature and signal pipelines, ensuring consistent delivery from research through execution
• Help optimize strategies by balancing expected performance with practical constraints
• Troubleshoot issues across the full process, from research to execution

Technologies:

• Machine Learning
• Python
• pandas

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We are hiring a Quantitative Developer for a leading proprietary trading firm. The role spans research and engineering, with fast feedback from initial ideas through live trading. You will build systems that turn quantitative concepts into measurable results and see how your work contributes to trading performance.}

last updated 43 week of 2026