Evolve Group
Quantitative Developer
We are hiring Quantitative Developers to join one of the world’s highest-performing hedge funds, working closely with elite quantitative researchers and traders on mission-critical trading and research systems. This role sits at the intersection of software engineering, quantitative research, and real-time trading, with direct impact on P&L.
You will be responsible for designing, building, and optimizing large-scale research and trading infrastructure used to develop, test, and deploy systematic strategies across global markets. The work spans high‑performance computing, data engineering, research tooling, and production trading systems, with an emphasis on correctness, latency, scalability, and robustness.
The ideal candidate is a top‑tier engineer who enjoys solving hard technical problems, working in low‑noise, high‑standards environments, and collaborating with researchers on complex, data‑driven problems. This is not a support role — Quant Developers are core contributors to the firm’s success.
Responsibilities
Build and maintain high-performance research platforms and live trading systems
Partner closely with Quant Researchers and Traders to productionize models and strategies
Design systems for large-scale data ingestion, storage, and analysis
Optimize code for speed, memory efficiency, and reliability in production environments
Own critical components end‑to‑end, from research to live deployment
Continuously improve engineering standards, tooling, and system architecture
Requirements
Strong software engineering fundamentals and experience building production systems
Excellent programming skills in one or more of: Python, C++, Java, or similar languages
Solid understanding of data structures, algorithms, and system design
Comfort working with large datasets and performance‑sensitive systems
Strong academic background in Computer Science, Engineering, Mathematics, Physics, or a related field
Ability to operate in a fast‑paced, intellectually rigorous environment
Nice to Have
Experience in quantitative finance, trading systems, or financial markets
Exposure to low‑latency systems, distributed computing, or HPC environments
Familiarity with numerical methods, statistics, or machine learning
Experience collaborating directly with researchers or scientists
Why Join
Work at the core of a world‑class quantitative investment platform
Direct impact on trading performance and firm‑wide outcomes
Surrounded by exceptionally high‑caliber engineers and researchers
Meritocratic culture with minimal bureaucracy
Market‑leading compensation, primarily cash‑based, with significant upside
Seniority Level Mid‑Senior level
Employment Type Full‑time
Job Function Finance and Engineering
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You will be responsible for designing, building, and optimizing large-scale research and trading infrastructure used to develop, test, and deploy systematic strategies across global markets. The work spans high‑performance computing, data engineering, research tooling, and production trading systems, with an emphasis on correctness, latency, scalability, and robustness.
The ideal candidate is a top‑tier engineer who enjoys solving hard technical problems, working in low‑noise, high‑standards environments, and collaborating with researchers on complex, data‑driven problems. This is not a support role — Quant Developers are core contributors to the firm’s success.
Responsibilities
Build and maintain high-performance research platforms and live trading systems
Partner closely with Quant Researchers and Traders to productionize models and strategies
Design systems for large-scale data ingestion, storage, and analysis
Optimize code for speed, memory efficiency, and reliability in production environments
Own critical components end‑to‑end, from research to live deployment
Continuously improve engineering standards, tooling, and system architecture
Requirements
Strong software engineering fundamentals and experience building production systems
Excellent programming skills in one or more of: Python, C++, Java, or similar languages
Solid understanding of data structures, algorithms, and system design
Comfort working with large datasets and performance‑sensitive systems
Strong academic background in Computer Science, Engineering, Mathematics, Physics, or a related field
Ability to operate in a fast‑paced, intellectually rigorous environment
Nice to Have
Experience in quantitative finance, trading systems, or financial markets
Exposure to low‑latency systems, distributed computing, or HPC environments
Familiarity with numerical methods, statistics, or machine learning
Experience collaborating directly with researchers or scientists
Why Join
Work at the core of a world‑class quantitative investment platform
Direct impact on trading performance and firm‑wide outcomes
Surrounded by exceptionally high‑caliber engineers and researchers
Meritocratic culture with minimal bureaucracy
Market‑leading compensation, primarily cash‑based, with significant upside
Seniority Level Mid‑Senior level
Employment Type Full‑time
Job Function Finance and Engineering
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