Quantitative Strategy Developer

Quantitative Strategy Developer

Join a specialized hedge fund focused on inflation markets to own the development of a fixed income systematic strategy platform. This highly autonomous and vertically integrated front office role involves collaborating with portfolio managers, other quants, and internal IT to build robust trading infrastructure.

Key Responsibilities

• Take ownership of building a new systematic trading strategy framework
• Collaborate with portfolio managers to define and refine requirements
• Implement core functional blocks such as PnL calculation and analytics
• Develop data warehousing requirements for implementation by internal IT
• Implement an optimization framework and build user interfaces as requested by internal users
• Employ software engineering best practices for implementing tests and monitoring/observability
• Cover production issues during deployment of the systematic strategy
• Autonomously manage your backlog priority queue and timeline
• Periodically demonstrate progress to internal stakeholders
• Seek discussions with peers about open problems and proactively ask for help when needed

Required Qualifications

Education

• Degree from a renowned university in CS, mathematics, physics, engineering, or another quantitative discipline
• At least 4 years of full-time equivalent studies
• Comfortable with probability, statistics, linear algebra, optimization, and machine learning

Programming

• 1+ years of professional experience in Python software development
• Demonstrated ability to write clean, tested, production-quality Python code
• Experience working on a team of researchers and/or developers

Software Engineering

• Evidence of building and shipping production-grade systems
• Experience writing tests, using version control, building CI/CD pipelines, profiling, and debugging
• Collaboration with other developers using code review, issue tracking, and version control

Algorithms

• Ability to implement algorithms using data structures and numerical methods
• Experience with parallelization of computational workflows

LLM Systems

• Demonstrated experience in building and deploying RAG or other LLM-based systems

DevOps

• Used Docker to build and deploy a service or backend using cloud infrastructure

Databases

• Proficient in writing SQL queries including joins and aggregations

Financial Data

• Experience in processing time series and other financial market data comprising millions of individual records

Production Code

• Experience translating research or prototypes into robust production code and testing it

Unix Tools

• Comfortable developing in Linux and using command-line development tools

Financial Markets

• Basic knowledge of fixed income markets: Fixed-income instruments, pricing, yield curves, duration, convexity, spreads, and interest-rate risk

Language

• Minimum C1 English proficiency (CEFR)
• Effective in communicating technical topics

Advantageous

• A curious mindset, analytical thinking, attention to detail, and collaborative approach
• Top 10% academic performance or recognition on dean's list
• University coursework in finance
• Experience in modelling inflation or other macroeconomic time series

Assessment Examples

Candidates may be evaluated on the following capabilities:

• Implementing a specific algorithm as clean Python code, including writing tests for it
• Developing a solution to an open-ended technical problem
• Reasoning through a probabilistic puzzle
• Explaining how a fixed income instrument is priced
• Debugging a code snippet provided to you

Benefits

• Competitive compensation
• Drinks, fruit, and snacks in the office kitchen
• Rapid learning curve within the competitive hedge fund industry
• Networking opportunities at industry events
• Regular team events