A small but highly successful Systematic Hedge Fund based between New York & Chicago is looking for a Quantitative Developer to join a close-knit team of Engineers and Researchers.

The fund is only a few years old so there is much left to do. They are seeking Quant Developers with proven experience at a leading Buy Side / Prop Firm to work with their Quant Researchers and Core Dev team to build, optimize, and evolve the firm’s current research pipeline and strategy development. This is a small, flat-structured, and collaborative environment where you will have plenty of opportunities to grow and have an important impact on the business and PnL.

As a Quantitative Developer, you would be working on:

• Develop real-time execution strategies and constantly improve execution/alphas
• Help productionise new strategies and models
• Bring new ideas and experiment with new technologies

Requirements:

• Previous Buy Side / Prop Trading experience
• Excellent problem-solving skills
• Strong coding experience, ideally in Python and/or C++
• Familiarity with Linux
• Excellent communication skills
• Strong education background in STEM

Feel your experience does not fit all these requirements? We encourage you to apply anyway!

We will respond to all successful candidates shortlisted for this opportunity within 2 days and would advise all candidates to follow our LinkedIn company page for all the latest opportunities.