Senior Quantitative Developer (Research-Focused) — Elite Systematic Trading Firm | New York : $500k+

Our client is a top-tier, highly secretive quantitative trading firm based in New York, operating at the cutting edge of systematic strategies across global markets. Known for their exceptional performance, deep research culture, and engineering excellence, they are seeking a rare hybrid: a Quantitative Developer with strong research capability to join a small, high-impact team.

This is not a typical quant dev role. You will operate at the intersection of alpha research, data engineering, and production trading systems, working alongside world-class researchers and engineers in an environment where intellectual rigor and speed of execution are equally valued.

The Role

You will design and build advanced research infrastructure while directly contributing to the discovery and implementation of trading signals. The firm places enormous emphasis on scientific thinking, mathematical depth, and clean, scalable code.

Key responsibilities include:

• Developing high-performance research and backtesting frameworks for large-scale financial datasets
• Collaborating with researchers to translate complex models into production-ready systems
• Contributing to alpha research through data analysis, statistical modeling, and experimentation
• Optimising data pipelines and computational efficiency across the research stack
• Bridging the gap between research and execution in a latency-sensitive environment

Candidate Profile

We are explicitly targeting individuals with exceptional academic and technical pedigree. The bar is extraordinarily high.

Requirements:

• Degree (BSc, MSc, or PhD) in Computer Science, Mathematics, Physics, Engineering, or a related field from a top-tier university (e.g. Ivy League, Oxbridge, MIT, Stanford, etc.)
• Outstanding academic performance (top of class, honours, publications highly valued)
• Strong programming skills in Python and/or C++ with a focus on performance and reliability
• Demonstrated experience in quantitative research, statistical modeling, or machine learning
• Deep understanding of algorithms, data structures, and numerical methods
• Proven ability to work on complex, ambiguous problems with minimal guidance
• Preferred:
• Experience in systematic trading, hedge funds, or elite tech firms
• Familiarity with large-scale data processing and distributed systems
• Exposure to financial markets, though not strictly required

Why This Opportunity

• Work within one of the most intellectually rigorous environments in finance
• Direct impact on live trading strategies and firm PnL
• Exceptional compensation structure (base + bonus well into top percentile of the market)
• Flat structure, minimal bureaucracy, and access to world-class colleagues
• Long-term capital, allowing genuine research depth rather than short-termism

Process

Given the calibre of the firm, the interview process is highly selective and academically demanding, including deep technical interviews across mathematics, algorithms, and system design.

If you are a top-tier candidate seeking a role where research meets real-world impact at the highest level, we would be keen to speak in confidence.

Apply via our search team for a discreet conversation.