Entry-Level Quantitative Developer

Job Description:

• Build software for quantitative research, market data, simulation, and trading workflows.
• Improve system reliability, performance, testing, and operational visibility.
• Partner with researchers and traders to turn ideas into dependable tools.
• Develop reliable software used in quantitative research, trading, simulation, and market-data workflows.
• Design and maintain high-throughput data pipelines, APIs, and services for time-sensitive financial systems.
• Profile latency, memory use, reliability, and performance across critical research and trading applications.
• Write tests, participate in code reviews, and improve engineering standards across the codebase.
• Troubleshoot production issues and build monitoring that makes failures easier to detect and diagnose.
• Collaborate closely with traders and researchers to translate quantitative ideas into dependable tools.

Requirements:

• Early-career applicant from any degree discipline with practical software engineering ability.
• Transferable programming experience from a technology company, startup, research group, personal projects, or another setting.
• Interest in moving into quantitative development; no prior quant or finance experience is required.
• Open to applicants from any degree discipline, including people moving from technology, consulting, science, operations, or another career.
• Transferable professional, project, or self-directed experience that demonstrates analytical judgment and learning ability.
• Strong computer science fundamentals, including data structures, algorithms, testing, and systems design.
• Proficiency in Python, C++, Java, Rust, Go, or another production programming language.
• Ability to reason about performance, reliability, concurrency, and operational tradeoffs.
• Experience building substantial software through coursework, internships, open-source work, or personal projects.
• Interest in financial markets is useful, but prior finance experience is not required.
• Applicants from every degree discipline are welcome.
• No prior quantitative finance, trading, or investment-industry experience is required.
• Strong attention to detail, intellectual curiosity, and a commitment to continuous improvement.
• Excellent communication and teamwork skills.

Benefits:

• Hands-on development across quantitative systems, market data, research platforms, performance engineering, and production reliability.
• Mentorship from experienced quantitative traders, researchers, engineers, and technologists.
• Exposure to live markets, real financial datasets, and the full path from idea to implementation.
• A collaborative, high-performance environment that values curiosity, discipline, and continuous learning.
• Opportunities for rapid growth based on performance, ownership, and measurable impact.
• Competitive compensation and a benefits package aligned with the employer and location.