Quantitative Developer (Multi Strat Hedge Fund)

Please note: This opportunity is specifically aimed at exceptional early-career candidates with experience in Equities and/or Derivatives and an outstanding academic record, particularly in a quantitative, mathematical, financial, or related discipline.

Sartre Group are partnered with a leading hedge fund at the forefront of volatility trading, looking to continue its growth and investment in technology. As part of this expansion, they are looking for an exceptional junior Developer to join their New York team.

You would be joining the Volatility business, working directly alongside traders, quants, developers, and operational teams to build technology that supports live trading and risk management. This is a high-impact opportunity for an outstanding early-career candidate looking to develop within a highly sophisticated trading environment.

You’ll work on:

• Building trading tools, bespoke datasets, and execution workflows.
• Integrating trading signals and automating key processes.
• Developing systems supporting earnings, dividends, rates, and quant inputs.
• Modernising critical risk, P&L, and trading infrastructure.

They’re looking for:

• Exceptional academic background in Mathematics, Computer Science, Engineering, or a related quantitative discipline.
• Strong programming ability in Python, Java, or C++.
• Outstanding analytical and problem-solving skills, with a focus on scalable solutions.
• High levels of intellectual curiosity, initiative, and communication, with the ability to work closely with traders.

This is a rare opportunity for an exceptional early-career developer to join a high-performing equity volatility team and gain direct exposure to sophisticated trading, technology, and risk. Our client is actively hiring and interviewing, so apply now to learn more about the role, team, and business.