Our client is a leading, boutique, systematic proprietary trading firm with an industry reputation for its cutting-edge quantitative research and technology-driven trading across almost all global markets.
About the Role
As a Quantitative Developer, you will sit on the trading floor, working side-by-side with Quant Researchers and Traders to design, build, and optimize the research and production algorithms that power systematic strategies. This is a highly visible, impact-driven role at the very core of the firm’s alpha engine.
Responsibilities
Prototype, optimize, and productionize trading signals and alpha models.
Design and maintain high-performance research pipelines, enabling scalable data ingestion, feature engineering, and backtesting for multi-asset strategies.
Contribute to the evolution of the firm’s research and simulation platform, leveraging distributed computing, modern frameworks, and cloud-based systems.
Required Skills
Exceptional programming skills (C++, Python, or Java), with deep experience in distributed systems.
An interest in financial technology/markets (prior experience not required)
Strong communication and collaboration skills
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Engineering and Finance
Industries
Financial Services and Information Services
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