Quantitative R & D

We’re growing the quant team at a large, established systematic hedge fund and are hiring Quantitative Developers and Quantitative Analysts. The firm has a global footprint, with one of its offices located in the Boston area.

These roles are closely tied to the investment process, working across systematic strategies spanning equities, futures, options, and macro.

Quant Developers will focus on building and scaling research and trading infrastructure — turning quantitative models into robust production systems, improving backtesting environments, and developing tools to support execution, transaction cost modeling, and portfolio implementation across asset classes.

Quant Analysts will focus on modeling — analyzing large and diverse datasets, contributing to alpha research, and supporting portfolio construction and risk analysis in collaboration with PMs and developers.

We’re looking for strong programming skills (especially Python), experience working with market data, alternative data and a solid understanding of systematic or data-driven investing. Backgrounds in multi-asset systematic trading environments are particularly relevant.

This is a chance to work in a deeply research-driven environment where technical work directly impacts live capital. Great Upside !