Quantitative Developer | Top Tier Hedge Fund | NYC

Delmar Nord has partnered with a leading multi-strategy quantitative hedge fund to identify a Quantitative Developer for one of its investment teams. This is an opportunity to work at the intersection of research and engineering, building the systems that portfolio managers and quantitative researchers rely on to generate and execute alpha.

About the Role

The Quantitative Developer will sit alongside researchers and traders, designing and building low-latency, high-reliability systems that support signal research, backtesting, and live trading. This role requires someone equally comfortable writing production-grade code and understanding the quantitative and market-structure context that code operates in.

Responsibilities

The Quantitative Developer will design, build, and maintain research and trading infrastructure including data pipelines, backtesting frameworks, and execution systems; collaborate directly with quantitative researchers and portfolio managers to translate models into production-ready code; optimize systems for performance, scalability, and reliability across large-scale time-series and market data; contribute to the firm’s core libraries used across multiple investment strategies; and participate in code review, system design, and architecture decisions for critical trading infrastructure.

Qualifications

Candidates should have a bachelor’s, master’s, or PhD in Computer Science, Engineering, Mathematics, Physics, or a related quantitative field; 2+ years of professional software engineering experience, ideally in a trading, hedge fund, or other latency-sensitive environment; strong proficiency in Python and/or C++, with the ability to write clean, performant, well-tested code; familiarity with distributed systems, databases (SQL/NoSQL), and large-scale data processing; and a genuine interest in financial markets, trading strategies, or quantitative research. Experience with cloud infrastructure (AWS/GCP), containerization (Docker/Kubernetes), or streaming data systems (Kafka) is a plus, as is prior exposure to market data feeds, order management systems, or FIX protocol.

Compensation & Culture

This role offers highly competitive compensation including base salary plus discretionary bonus, commensurate with a top-tier quantitative investment firm, along with comprehensive benefits. The environment is fast-paced, collegial, and intellectually rigorous, with significant autonomy and direct exposure to investment decision-making.