A leading investment firm is seeking exceptional software engineers to architect and build cutting-edge systems that power data-driven investment strategies. This role offers a unique opportunity to work at the intersection of technology, mathematics, and finance, collaborating directly with researchers and portfolio managers to develop infrastructure that drives real-time trading decisions and long-term portfolio performance.
Responsibilities
• Build systems for statistical modeling, time-series analysis, and predictive analytics.
• Develop scalable, low-latency solutions for portfolio optimization, execution algorithms, and real-time risk management.
• Engineer robust data pipelines for ingesting and transforming high-dimensional financial data.
• Apply mathematical techniques-e.g., convex optimization, stochastic modeling, Monte Carlo methods-to solve complex investment problems.
• Own the full development lifecycle, from prototyping to production deployment.
Qualifications
• Strong background in software engineering, computer science, or applied mathematics.
• Experience building quantitative, algorithmic, or high-performance systems in tech, research, or academia.
• Proficiency in Python, C++, Rust, or Julia, and familiarity with numerical libraries and ML frameworks.
• Interest in financial markets and solving real-world investment challenges through technology.
