Selby Jennings
This range is provided by Selby Jennings. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.
Base pay range
$350,000.00/yr - $450,000.00/yr A hedge fund in New York is hiring a Quantitative Developer to join a newly formed team supporting a major expansion into asset management. This role is part of a confidential initiative launching in 2026, focused on systematic equity investing. It's a greenfield, ground-up build out, offering the opportunity to help architect and develop the core infrastructure that will power trading and research from day one. The ideal candidate will have 3-10 years of experience and a strong background in Python development within a buyside environment. Responsibilities
Build components for live trading and simulation Enhance automation and robustness of research infrastructure (alpha estimation, risk modeling, backtesting) Develop tools for signal blending, portfolio construction, and research dashboards Maintain platform stability, security, and performance Implement data validation and storage procedures Troubleshoot system issues and manage code releases Qualifications
Bachelor\'s degree or higher in Computer Science or a related STEM field Advanced proficiency in Python Deep understanding of Python internals; contributions to core libraries like numpy, tensorflow, torch, or jax are a plus Familiarity with software engineering best practices (CI/CD, testing, monitoring, version control) Solid quantitative and analytical skills; knowledge of linear algebra, statistics, and machine learning is helpful Experience with C/C++ and trading system design is a plus Demonstrated commitment to the highest ethical standards Seniority level
Mid-Senior level Employment type
Full-time
#J-18808-Ljbffr
$350,000.00/yr - $450,000.00/yr A hedge fund in New York is hiring a Quantitative Developer to join a newly formed team supporting a major expansion into asset management. This role is part of a confidential initiative launching in 2026, focused on systematic equity investing. It's a greenfield, ground-up build out, offering the opportunity to help architect and develop the core infrastructure that will power trading and research from day one. The ideal candidate will have 3-10 years of experience and a strong background in Python development within a buyside environment. Responsibilities
Build components for live trading and simulation Enhance automation and robustness of research infrastructure (alpha estimation, risk modeling, backtesting) Develop tools for signal blending, portfolio construction, and research dashboards Maintain platform stability, security, and performance Implement data validation and storage procedures Troubleshoot system issues and manage code releases Qualifications
Bachelor\'s degree or higher in Computer Science or a related STEM field Advanced proficiency in Python Deep understanding of Python internals; contributions to core libraries like numpy, tensorflow, torch, or jax are a plus Familiarity with software engineering best practices (CI/CD, testing, monitoring, version control) Solid quantitative and analytical skills; knowledge of linear algebra, statistics, and machine learning is helpful Experience with C/C++ and trading system design is a plus Demonstrated commitment to the highest ethical standards Seniority level
Mid-Senior level Employment type
Full-time
#J-18808-Ljbffr