Lead Quantitative Developer - Statistical Arbitrage
Campbell North
I'm currently partnered with a highly successful systematic multi-strategy hedge fund that is looking to enter the mid-frequency quant equity markets as their next stage of growth. As such, a key early hire for this business is a Quantitative Developer to take ownership of and build out the systems for the full investment workflow, from research and analytics to live trading. Since the role involves a complete build-out of the systems from the ground up, the firm is seeking a candidate with holistic experience in building research systems . Ideal Candidate Profile: BS/MS in Computer Science, Engineering, Mathematics, Physics, or related fields. Advanced proficiency in Python, with experience in modern data science tools. Familiarity with C++, R, and web frameworks (Node.js, React, etc.) is a plus. 3+ years in the financial industry in a quantitative or technical role, preferably working closely with investment teams. Experience with large-scale financial datasets, high-performance research workflows, and live trading systems. Ability to interface effectively with investment professionals. Excellent problem-solving skills with a clear understanding of the business value derived from technical solutions. #J-18808-Ljbffr
Vacancy posted 1 day ago
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