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.