Quantitative Developer
Xpertise Recruitment
Quantitative Developer - World Leading Hedge Fund (New York) Permanent | Full Relocation | 5 Days per Week On-Sit One of the world's leading hedge funds, headquartered in New York, is undergoing significant expansion within its equities technology and research division. The firm is seeking exceptional Quantitative Developers to build the research platforms, tooling, and infrastructure that power both fundamental and fully systematic trading strategies. What you’ll work on Work on building research frameworks, simulation environments, and signal production pipelines. Develop portfolio construction, risk analytics, execution research, and optimization. Scale distributed compute, data workflows, and production research infrastructure. Partner directly with researchers to turn novel ideas into production‑ready systems. Experience required Deep programming ability in Python and/or C++ with strong systems or research‑adjacent engineering experience. Strong academic background in Computer Science, Engineering, Mathematics, or similar (3.5+ GPA preferred). Evidence of high trajectory: ownership, technical depth, strong communication, and commercial awareness. Experience in high‑performance engineering, data‑intensive systems, or quant‑aligned tooling is highly valued. Candidates from top tech, unicorn startups, or quant trading environments are particularly relevant. Why else could you be interested? Very strong compensation with significant bonus potential. Full relocation support for candidates moving to NYC. Work alongside world‑class engineers, researchers, and PMs, the top 0.01% in the industry. High‑impact, high‑visibility engineering: small teams, greenfield work, and immediate production influence. Ultra‑fast iteration cycles—ideas and tools deployed in days, no months. Get in touch by sending in your resume if interested. #J-18808-Ljbffr Xpertise Recruitment
Vacancy posted 5 days ago
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