Quant Software Engineer (C++/Python) - Systematic Trading
Hands-on Quantitative Software Engineer at a systematic hedge fund, building Python and C++ research and trading infrastructure: large-scale data processing, research tooling, model evaluation, and performance-critical trading systems alongside quant researchers and portfolio managers.
- Compensation
- Not disclosed
- Location
- United States
- Work setup
- Not specified
- Seniority
- Not specified
- Employment
- Not specified
- Experience
- Not specified
- Category
- Software engineering
- Posted
Skills
Must have
- Strong software engineering experience in Python and/or C++
Nice to have
- Ideally experience from data-intensive, distributed or performance-sensitive environments
- Prior financial services experience is not essential
Full description
Systematic Quant Developer – Python / C++
Working with a market-leading systematic hedge fund.
They are hiring a Quantitative Software Engineer to join a highly technical team building research and trading infrastructure.
This is a hands-on engineering role, working closely with Quantitative Researchers and Portfolio Managers to design and develop high-performance systems supporting systematic investment strategies.
The scope includes Python and C++ development, large-scale data processing, research tooling, model evaluation and performance-critical trading infrastructure. You'll be solving complex engineering challenges across both research and production environments, with a strong emphasis on scalability, reliability and performance.
They're looking for strong software engineers with experience in Python and/or C++, ideally from data-intensive, distributed or performance-sensitive environments. Prior financial services experience isn't essential.
There's significant ownership, with the opportunity to influence technical architecture and build systems used directly by investment teams.
Please apply for more information.