Quantitative Developer - Prop Trading - Python C++

Location: New York

Sartre Group are partnered with one of the most sophisticated proprietary trading firms globally, as they continue to scale their quantitative trading capabilities.

This is a role for someone who thrives at the intersection of research and engineering. You’ll work in tight feedback loops with quants and traders, turning ideas into production‑ready systems that generate measurable edge and have immediate impact on trading performance.

You'll work on:

• Building and maintaining systems that seamlessly connect research and production, enabling rapid iteration from idea to deployment
• Designing high‑fidelity simulation and backtesting infrastructure that accurately models latency, market microstructure, and real‑world constraints
• Defining, computing, and curating features across instruments, market regimes, and time horizons
• Owning feature and signal pipelines to ensure clean, consistent delivery from research through to execution

They're looking for:

• 3+ years of experience in quantitative software development, ideally within a trading firm or systematic fund
• Strong production‑level experience in Python and C++, including data analysis workflows (pandas, polars, or similar)
• Deep grounding in probability, statistics, and time‑series analysis, with familiarity in backtesting and simulation frameworks
• Solid understanding of machine learning concepts as applied to systematic strategies, from research through production

This is a high‑impact hire with immediate visibility into how your work shapes trading outcomes. If you’re a Quantitative Developer who wants to own the full lifecycle of research to production and build systems that directly influence live trading, apply now to learn more about the role, team, and environment.

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