Delmar Nord
Quantitative Developer (C++ & Python) | New Team Build (Seattle) | Elite Quant H
Delmar Nord, Seattle, Washington, us, 98127
Overview
This range is provided by Delmar Nord. 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 - $650,000.00/yr
Direct message the job poster from Delmar Nord
Quantitative Developer (C++ & Python) | New Team Build (Seattle) | Elite Quant Hedge Fund
One of the top quantitative hedge funds globally is building out a new pod in Seattle. This is a very unique opportunity to join this team as a foundational hire under an exceptional leader. You’ll step into a startup-like environment that’s perfect for someone who’s excited about high levels of ownership, impact, rapid development, and an entrepreneurial, business building mindset. Yet, you’ll also have the extensive resources, access to centralized data, and support of an established industry leader. You’ll work to solve challenging problems, and see the immediate impact of your work. The data, compute, analytics, and trading systems you design and build from scratch will literally power this business and define how quickly and effectively this team is able to execute trades and implement their strategies. You’ll build these systems for a team of world-class quant researchers, and then help them productionize and implement their models and strategies.
Key Responsibilities
Design, develop, and maintain low-latency data, analytics, trading, and research systems and platforms.
Collaborate with quants to implement models and strategies in production.
Build robust data ingestion and processing pipelines for real-time and historical data.
Optimize performance across compute, storage, and network layers.
Contribute to the design of the team’s technical architecture and development practices.
Qualifications
Bachelor’s or Master’s degree in Computer Science, Engineering, Mathematics, or related field.
Strong programming skills in Python and C++.
Experience with distributed systems, cloud infrastructure, and large-scale data processing.
Excellent problem-solving skills and a collaborative mindset.
Nice to have
Experience building data-intensive frontend components
Familiarity with financial markets, trading, or quantitative modeling.
Why Join
Be part of a new, high-impact team with the backing of a globally respected hedge fund.
Work on complex, intellectually stimulating problems with top-tier talent.
Competitive compensation in a meritocratic environment with clear problems to solve and goals.
Access to cutting-edge tools, data, and infrastructure.
Flexible, innovation-driven culture with a startup feel and institutional support.
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Information Technology
Industries
Investment Management, Software Development, and Capital Markets
#J-18808-Ljbffr
Base pay range
$350,000.00/yr - $650,000.00/yr
Direct message the job poster from Delmar Nord
Quantitative Developer (C++ & Python) | New Team Build (Seattle) | Elite Quant Hedge Fund
One of the top quantitative hedge funds globally is building out a new pod in Seattle. This is a very unique opportunity to join this team as a foundational hire under an exceptional leader. You’ll step into a startup-like environment that’s perfect for someone who’s excited about high levels of ownership, impact, rapid development, and an entrepreneurial, business building mindset. Yet, you’ll also have the extensive resources, access to centralized data, and support of an established industry leader. You’ll work to solve challenging problems, and see the immediate impact of your work. The data, compute, analytics, and trading systems you design and build from scratch will literally power this business and define how quickly and effectively this team is able to execute trades and implement their strategies. You’ll build these systems for a team of world-class quant researchers, and then help them productionize and implement their models and strategies.
Key Responsibilities
Design, develop, and maintain low-latency data, analytics, trading, and research systems and platforms.
Collaborate with quants to implement models and strategies in production.
Build robust data ingestion and processing pipelines for real-time and historical data.
Optimize performance across compute, storage, and network layers.
Contribute to the design of the team’s technical architecture and development practices.
Qualifications
Bachelor’s or Master’s degree in Computer Science, Engineering, Mathematics, or related field.
Strong programming skills in Python and C++.
Experience with distributed systems, cloud infrastructure, and large-scale data processing.
Excellent problem-solving skills and a collaborative mindset.
Nice to have
Experience building data-intensive frontend components
Familiarity with financial markets, trading, or quantitative modeling.
Why Join
Be part of a new, high-impact team with the backing of a globally respected hedge fund.
Work on complex, intellectually stimulating problems with top-tier talent.
Competitive compensation in a meritocratic environment with clear problems to solve and goals.
Access to cutting-edge tools, data, and infrastructure.
Flexible, innovation-driven culture with a startup feel and institutional support.
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Information Technology
Industries
Investment Management, Software Development, and Capital Markets
#J-18808-Ljbffr