Quantitative Developer | Top Tier Systematic Trading Firm | NYC

About the Company

Delmar Nord has partnered with a leading systematic trading firm managing several billion dollars across quantitative and computer driven strategies to identify a Quantitative Developer to join their technology team. This is a high impact opportunity to build core infrastructure and tools that directly support research and trading at scale.

Our client is a premier systematic investment manager known for its rigorous, data driven approach to markets. The firm invests heavily in technology and talent, offering an environment where engineers work in close partnership with researchers and portfolio managers on problems spanning alpha research, execution, and risk management.

About the Role

You will design, build, and maintain distributed systems and tooling that power the firm’s research and trading platforms. This includes working on data pipelines, backtesting infrastructure, and production trading systems used daily by quantitative researchers and traders. You’ll collaborate closely with PhDs and quants to translate research ideas into scalable, production grade code

This role is full-time, and on-site in NYC,NY.

Responsibities

• Design and build scalable systems for data ingestion, storage, and processing across market and alternative datasets.
• Develop and maintain backtesting and simulation infrastructure used across research teams.
• Partner with quantitative researchers to productionize models and signals.
• Improve the performance, reliability, and observability of trading systems.
• Contribute to the evolution of core platform architecture as the firm scales.

Qualifications

• Bachelor’s, Master’s, or PhD in Computer Science, Engineering, Mathematics, or a related technical field.
• Strong software engineering fundamentals with production experience in Python and/or C++
• Experience with distributed systems, large scale data processing, or high performance computing
• Prior experience at a hedge fund, prop trading firm, or in a quantitative environment strongly preferred
• Excellent communication skills and ability to work cross functionally with researchers and traders