Quantitative Developer | Top-Tier Quant Trading Firm

Delmar Nord has partnered with one of the world’s most respected quantitative trading firms to identify a Quantitative Developer for their New York City office. This firm is known for its intellectual rigor, collaborative culture, and world-class technology infrastructure, and consistently attracts some of the strongest technical talent in the industry.

The Role

You will work at the intersection of software engineering and quantitative research, building and maintaining the systems that power the firm’s trading strategies. This is a highly collaborative role where developers work closely with researchers to translate ideas into production systems, and where the quality of your engineering directly impacts trading outcomes.

Responsibilities

You will design, build, and maintain high-performance systems for trading, research, and data infrastructure. You will collaborate with quantitative researchers to implement and optimize trading strategies, develop tools and frameworks that improve research velocity and production reliability, and contribute to the firm’s broader technology platform across the full stack.

What We’re Looking For

Strong candidates will have a background in computer science, mathematics, or a related technical field, and exceptional programming skills with deep fluency in at least one systems language. Experience with large-scale distributed systems, low-latency infrastructure, or high-performance computing is highly valued. The firm places a premium on first-principles thinking, intellectual curiosity, and the ability to work through complex problems from the ground up.

Prior experience in finance is not required. The firm cares far more about raw technical ability and analytical depth than industry background.