Quantitative Developer

Quantitative Developer

Overview
We are looking for a Quantitative Developer to help build and scale the technology backbone connecting our research, trading, and risk systems. This role sits at the intersection of software engineering, data infrastructure, and financial markets. You will help shape the platform architecture and data infrastructure decisions in a collaborative environment alongside highly experienced colleagues. You will work closely with quants and engineers to ensure the platform is reliable, extensible, and easy to build on. The role centers on three pillars: platform integration and build-out, data integration, and DevOps. The position is based in Stamford, Connecticut. You will not only interact with very experienced colleagues based in the headquarters in the US but also colleagues from our office in Europe.

Core Responsibilities

Platform Integration, Build-Out & maintenance
§ Contribute to the design, development and maintenance of the core platform, used across research and production trading, by integrating critical internal systems into a unified ecosystem
§ Develop APIs and internal tooling that let quants and traders integrate models and strategies into production systems quickly and safely
§ Partner with quantitative researchers to productionize models, transforming exploratory research code into robust, tested, and scalable production-grade services

Data Integration
§ Build and maintain pipelines that ingest, normalize, and distribute market data, reference data, and internal datasets across the firm
§ Ensure data quality, lineage, and consistency across systems; build monitoring and alerting to catch data issues before they affect trading or research
§ Integrate new data vendors and internal data sources into existing pipelines

DevOps
§ Extend and maintain CI/CD pipelines for quant and platform codebases, enabling fast, safe, and frequent deployments
§ Implement monitoring, logging, and alerting to ensure high availability of trading and research systems
§ Drive containerization and orchestration practices (Docker, Kubernetes) to standardize deployment across environments

Qualifications
§ Master's degree in Computer Science, Software Engineering, or closely related field or exceptional individual with a Bachelor's degree in Computer Science
§ 3+ years of professional software engineering experience, preferably in a trading, hedge fund, or financial technology environment
§ Solid understanding of software engineering fundamentals, including system design, architecture, and design patterns, with experience applying best practices such as testing, version control, and code reviews
§ Strong programming skills in Python, combined with solid experience in a professional object-oriented language, ideally C# or, eventually, C++ or Java; prior experience with Matlab a plus
§ Hands-on experience building and supporting data pipelines, with strong SQL skills
§ Prior experience with large database such as Snowflake a plus
§ Hands-on experience with DevOps practices, including CI/CD pipelines (Azure DevOps) and containerization (Docker)
§ Comfortable using AI-assisted coding tools as part of a modern development workflow, while maintaining the ability to write clean, well-tested code independently and take ownership of all contributions

Additional information
§ We expect the right person to have sufficient seniority to undertake his/her tasks independently, still under the supervision of Simone. Tasks will range from definition/specifications of the best way to structure technology solution for the entire ORAM to the effective delivery (coding/testing) of the overall infrastructure set-up
§ This role will require significant interaction between the Quantitative Developer and the Research Team as well as the Ops team.