Description

A nimble, forward-thinking investment group dedicated to building next-generation trading systems at tier one multi manager is looking for a talented Quantitative Developer to help architect and enhance the core technology that powers their systematic strategies. This is a high-impact role with significant opportunities for professional advancement in a fast-moving, collaborative setting.

As a Quantitative Developer, you'll be an integral part of a Seattle-based team specializing in systematic strategies for US equity options. Your primary mission will be to design, implement, and refine the technical infrastructure that supports our research and live trading operations. You'll work side-by-side with quantitative analysts and senior investment professionals to deliver robust, scalable solutions.

Key Responsibilities

• Collaborate with senior investment staff to create advanced data engineering and predictive analytic tools for systematic options trading.
• Develop, test, and maintain software solutions that underpin our research andtradingworkflows.
  • Build and optimize data pipelines and storage systems capable of handling large-scale, complex datasets.
  • Ensure data quality through rigorous validation and monitoring processes.
• Deploy and manage high-performance computing frameworks to support quantitative research and model production.
  • Oversee the day-to-day operation of these systems, proactively identifying and resolving issues.
• Engage transparently with the broader team, contributing to all stages of the investment process.

Preferred Technical Qualifications

• Advanced degree (Master's or PhD) in Computer Science, Engineering, Physics, Statistics, Applied Mathematics, or a closely related field.
• Deep expertise in C++ and strong proficiency in Python.
• Solid experience developing in Linux environments.

Desired Experience

• At least 3 years of hands-on experience in a technical or engineering capacity.
• Background in DevOps or cloud-based environments (e.g., Google Cloud, Airflow, InfluxDB, Grafana).
• Prior involvement in building front-office systems for quantitative or algorithmic trading.

Preferred additional Experience:

• Familiarity with machine learning, statistical modeling, and relevant software libraries.
• Experience supporting intraday or high-frequency trading systems.
• Exposure to best practices from leading technology or financial organizations.
• Direct experience working with financial market data.

Location:
Seattle, WA

Start Date:
Immediate availability preferred