Quant Dev for Derivatives Trading & Research

A reputable buy-side investment firm in New York is seeking Quantitative Developers to enhance their quantitative R&D group focused on derivatives trading. The role requires 3–7 years of quantitative development experience with proficiency in Python, handling large datasets, and familiarity with trading systems. Candidates will work closely with researchers and traders to design scalable research workflows, contributing directly to live trading systems and sophisticated derivatives strategies. Competitive compensation is offered depending on experience and performance.

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