Quantitative Software Engineer - Data-Driven Global Investment Firm

About this role

Quantitative Software Engineer


About The Role
We are seeking outstanding technologists with sophisticated mathematical, statistical, and machine learning abilities to join our team. Equal parts code specialists and quantitative problem solvers, our engineers grapple with complex computational and data-related challenges directly and implement efficient, innovative solutions. These efforts require deep knowledge of algorithms, scientific computing, and high-performance systems.


You’ll work closely with researchers to conceptualize and iterate on new areas of research and development, contributing to models, quantitative systems, and advanced tooling that power data-driven decision-making.


Responsibilities

• Develop expertise in systems that underpin research areas (machine learning, quantitative algorithms, and large-scale data systems) and evolve these components.
• Work with research partners to prototype, test, and implement models across multiple domains.
• Design and build architectures and systems that enable large-scale research and analytics workflows.
• Develop and scale tools, frameworks, and libraries used by teams to improve performance, efficiency, and scalability.

Qualifications

• BS in Computer Science, Applied Mathematics, or a related technical field.
• 1+ years of professional experience required; 3–10 years preferred.
• Experience building quantitative software in areas such as machine learning, applied math/statistics, or scientific computing.
• Familiarity with technologies and libraries such as NumPy, SciPy, scikit-learn, or similar.
• Strong programming skills in Python and experience with algorithm development.
• Background in building large-scale, real-time, or distributed applications is a plus.
• Domain experience in finance is not required; strong problem-solving and research skills are most important.

Benefits

• Core Benefits: Fully paid medical and dental insurance premiums for employees and depende...