Principal Quant Developer

1 week ago

Boston, United States Selby Jennings Full time

Overview:
We are seeking a highly skilled Principal Quantitative Developer to join our Boston-based team at a leading global asset management firm. This individual will play a critical role in designing, developing, and optimizing quantitative investment models and strategies while driving the evolution of our quantitative research and development infrastructure.

Key Responsibilities:

  • Quantitative Development:

    • Build, enhance, and maintain scalable, high-performance quantitative research and trading platforms.
    • Implement sophisticated quantitative models and strategies using advanced programming and computational techniques.
    • Optimize existing systems for efficiency, scalability, and accuracy.

  • Collaboration with Investment Teams:

    • Work closely with portfolio managers, researchers, and data scientists to translate research ideas into production-level code.
    • Partner with investment professionals to identify opportunities for alpha generation and risk mitigation.

  • Data Analysis and Infrastructure:

    • Develop and manage tools for processing, analyzing, and visualizing large-scale datasets.
    • Oversee the integration of alternative and traditional datasets into investment workflows.
    • Contribute to the design and execution of data pipelines and storage solutions.

  • Leadership and Innovation:

    • Lead technical teams in project execution, ensuring timely delivery and adherence to best practices.
    • Stay abreast of emerging technologies and trends in quantitative finance, recommending and implementing innovative solutions.
    • Mentor junior developers and contribute to the broader knowledge base of the team.

Qualifications:

  • Technical Skills:

    • Advanced proficiency in programming languages such as Python, C++, Java, or Scala.
    • Strong background in distributed computing, cloud infrastructure (e.g., AWS, Azure), and database technologies (SQL/NoSQL).
    • Expertise in quantitative finance, including statistical modeling, optimization, and machine learning techniques.

  • Experience:

    • 7+ years of experience in quantitative development within the financial industry.
    • Proven track record of implementing production-quality systems for trading, portfolio management, or risk analytics.
    • Experience with modern DevOps tools and practices (e.g., Docker, Kubernetes, CI/CD pipelines) is highly desirable.

  • Education:

    • Bachelor's, Master's, or Ph.D. in Computer Science, Mathematics, Physics, Engineering, or a related field.
    • Additional qualifications in finance or data science are a plus.

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