Evolve Group
Base pay range
$600,000.00 /yr – $1,200,000.00 /yr
Quantitative Developer
— Equities Research & Trading Systems
Location:
New York
Work directly with researchers, traders, and portfolio managers at one of the most technically ambitious investment firms in the world. The team builds the analytical, research, and execution systems that power multi‑billion‑dollar long/short equities portfolios across global markets.
This isn’t a back‑office or tools role; it’s front‑office engineering, where your systems directly drive PnL. You’ll be solving complex problems in distributed computing, optimisation, and model deployment alongside some of the strongest quantitative talent in the industry.
What You’ll Do
Build end‑to‑end infrastructure for research, portfolio construction, risk, and execution.
Partner with quantitative researchers to design, implement, and scale production trading models.
Develop and optimise simulation engines, analytics libraries, and real‑time monitoring frameworks.
Drive performance and reliability across large‑scale data systems used firm‑wide.
Translate research concepts into high‑throughput production pipelines with clear, measurable impact.
What You Bring
5+ years of professional experience in software engineering or quantitative development.
Exceptional programming skill in Python (C++ experience highly valued but not required).
Deep comfort working with data at scale and building complex, performance‑critical systems.
Degree in Computer Science, Math, Physics, or another quantitative discipline.
Strong communication and collaboration skills; you’ll be working daily with researchers and traders.
Intellectual curiosity and a bias for solving hard, technical problems rather than routine development.
What You Won’t Find Here
Bureaucracy, silos, or endless refactors of legacy systems.
Large hierarchies or hidden impact; every engineer ships code that affects the investment process.
“Finance experience required” disclaimers; the team values raw ability, curiosity, and drive above domain knowledge.
Why Join
Technical intensity:
You’ll work on systems where microseconds and precision matter.
Direct impact:
Code that improves PnL, not just internal metrics.
Talent density:
Work alongside top‑tier engineers and quants from FAANG, deep tech, AI Research Labs and academia.
Ownership:
Small teams, flat structure, high autonomy, see your ideas move into production quickly.
If you’ve mastered large‑scale engineering and want to apply that skill in an environment where technical excellence directly drives commercial performance, this is the ideal step up.
#J-18808-Ljbffr
Quantitative Developer
— Equities Research & Trading Systems
Location:
New York
Work directly with researchers, traders, and portfolio managers at one of the most technically ambitious investment firms in the world. The team builds the analytical, research, and execution systems that power multi‑billion‑dollar long/short equities portfolios across global markets.
This isn’t a back‑office or tools role; it’s front‑office engineering, where your systems directly drive PnL. You’ll be solving complex problems in distributed computing, optimisation, and model deployment alongside some of the strongest quantitative talent in the industry.
What You’ll Do
Build end‑to‑end infrastructure for research, portfolio construction, risk, and execution.
Partner with quantitative researchers to design, implement, and scale production trading models.
Develop and optimise simulation engines, analytics libraries, and real‑time monitoring frameworks.
Drive performance and reliability across large‑scale data systems used firm‑wide.
Translate research concepts into high‑throughput production pipelines with clear, measurable impact.
What You Bring
5+ years of professional experience in software engineering or quantitative development.
Exceptional programming skill in Python (C++ experience highly valued but not required).
Deep comfort working with data at scale and building complex, performance‑critical systems.
Degree in Computer Science, Math, Physics, or another quantitative discipline.
Strong communication and collaboration skills; you’ll be working daily with researchers and traders.
Intellectual curiosity and a bias for solving hard, technical problems rather than routine development.
What You Won’t Find Here
Bureaucracy, silos, or endless refactors of legacy systems.
Large hierarchies or hidden impact; every engineer ships code that affects the investment process.
“Finance experience required” disclaimers; the team values raw ability, curiosity, and drive above domain knowledge.
Why Join
Technical intensity:
You’ll work on systems where microseconds and precision matter.
Direct impact:
Code that improves PnL, not just internal metrics.
Talent density:
Work alongside top‑tier engineers and quants from FAANG, deep tech, AI Research Labs and academia.
Ownership:
Small teams, flat structure, high autonomy, see your ideas move into production quickly.
If you’ve mastered large‑scale engineering and want to apply that skill in an environment where technical excellence directly drives commercial performance, this is the ideal step up.
#J-18808-Ljbffr