Sr Quant Developer

Salary is 200k to 350k + bonus. 2 days remote and 3 days onsite. We are seeking a Quantitative Developer to partner directly with Portfolio Managers and Researchers to transform investment ideas into scalable, production‑ready trading solutions. This role sits at the intersection of technology and investing, requiring strong software engineering skills, quantitative thinking, and the ability to work closely with front‑office stakeholders. Key Responsibilities Collaborate with Portfolio Managers to design, develop, and enhance systematic trading strategies and investment models. Build and maintain research, backtesting, and portfolio analytics tools used to evaluate and implement trading ideas. Develop high‑quality software and infrastructure to support portfolio construction, trade execution, and risk monitoring. Translate quantitative research concepts into robust production systems and workflows. Work with large financial datasets to improve alpha generation, portfolio optimization, and investment decision‑making. Partner with researchers, traders, and technology teams to deliver scalable and efficient solutions. Enhance existing trading platforms, data pipelines, and analytics frameworks to improve performance and reliability. Required Qualifications Strong programming skills in Python and/or C++. Experience developing software for quantitative research, systematic trading, asset management, or financial markets. Solid understanding of financial markets, investment strategies, and portfolio management concepts. Experience working with large datasets and building analytical tools for research or trading applications. Strong knowledge of software engineering best practices, including testing, code optimization, and version control. Ability to communicate effectively with both technical and investment professionals. Preferred Experience Experience supporting Portfolio Managers, Quant Researchers, or Systematic Trading teams. Knowledge of portfolio construction, risk models, factor investing, or quantitative investment strategies. Familiarity with market data, trading systems, and financial analytics platforms. Exposure to cloud technologies, distributed computing, or high‑performance computing environments. #J-18808-Ljbffr Phaxis