Quantitative Software Engineer - Data-Driven Global Investment Firm
Core
Develop quantitative software systems, machine learning models, and large-scale data architectures to power data-driven decision-making and research.
Role type
Quantitative Software Engineer (Data-Driven Investment Firm)
Builds
Quantitative systems, ML models, and large-scale research/analytics workflows
Domain
Finance / Quantitative Algorithms / Scientific Computing
Deliverable
production ML models | infrastructure
Required skills
Python, algorithm development, NumPy, SciPy, scikit-learn, scientific computing, high-performance systems, distributed applications
Preferred skills
real-time systems, domain experience in finance
Technologies
Python, NumPy, SciPy, scikit-learn
Responsibilities
Develop expertise in systems underpinning research areas (ML, quantitative algorithms, large-scale data systems) and evolve these components; Work with research partners to prototype, test, and implement models across multiple domains; Design and build architectures and systems that enable large-scale research and analytics workflows; Develop and scale tools, frameworks, and libraries used by teams to improve performance, efficiency, and scalability
Seniority
Mid-level to Senior (1+ years required, 3–10 years preferred)