Quantitative Developer

Quantitative Developer

Global Proprietary Trading Firm

New York – On-site

$500k - $1M+ TC

We’re representing one of the most profitable proprietary trading firms in the world, trading across more than a thousand markets globally, compounding at high-teens to mid-20% annually for over a decade. Last year was one of the strongest on record.

There’s no org chart here and no title inflation. Decisions get made by whoever has the sharpest read on the problem, and that includes you, on day one, sitting on the desk. You won’t be building tools two steps removed from where money is made; you’ll be embedded with traders, writing the code that goes directly into signal generation, execution logic, and risk that moves the PnL that day. Retention at the firm is unusually high for the industry; people don’t leave because there’s nowhere better to go.

We’re looking for a Quantitative Developer to partner one-to-one with a trader or a small pod, owning the code between an idea and its execution: turning a research hypothesis into a live strategy, building the tooling that lets the desk react in seconds, and being accountable for the PnL consequences of what you ship, not just uptime or code quality in the abstract.

What we’re looking for:

• 2+ years in quantitative development, trading systems, or research-facing engineering, with direct exposure to how your code affected a book’s PnL
• Strong CS fundamentals, the firm is language-agnostic at hiring
• Experience collaborating closely with quantitative researchers and trading teams
• Comfortable being judged on outcomes (did the strategy make money, did the execution logic hold up) rather than just delivery
• Bachelor’s in Computer Science, Mathematics, Statistics, Physics, or a similarly rigorous quantitative field
• Genuine appetite for markets, you read about trades, strategies, or market structure because you’re curious, not just because the job requires it
• Front-office, trading floor, or strategy-implementation experience strongly preferred