The role will prioritize engineering discipline, database architecture, workflow automation, code quality, system reliability, throughput, controls, and operational leverage across the full investment lifecycle-from model ingestion and portfolio construction through order generation, trade execution, reconciliation, exception management, and post-trade analytics. The ideal candidate will have worked in or closely supported a quantitative investment management firm, systematic asset manager, hedge fund, direct indexing platform, or similarly sophisticated investment technology environment where code, data, models, trading, and operations are tightly integrated.