Quantitative Developer

The Quantitative Developer will design, build, and maintain high-performance systems used for research, trading, and risk analysis. This includes developing and optimizing pricing, signal generation, and execution infrastructure; collaborating closely with quantitative researchers and portfolio managers to implement and productionize models; building tools and libraries to support backtesting, data analysis, and strategy development; working with large, complex datasets to ensure data integrity, performance, and scalability; and contributing to the design of core platform architecture used across trading teams.

Candidates should have a bachelor’s, master’s, or PhD in Computer Science, Mathematics, Engineering, Physics, or a related quantitative field, along with strong software engineering fundamentals and fluency in C++ and/or Python. Experience in a low-latency, high-performance computing environment is valued, as is a solid grounding in data structures, algorithms, and object-oriented design. Prior experience at a hedge fund, prop trading firm, or other quantitative finance environment is a plus, though strong candidates from adjacent high-performance industries (e.g., tech, HFT-adjacent engineering) will also be considered. Strong communication skills and the ability to work closely with both researchers and engineers round out the ideal profile.

This role offers highly competitive compensation, including base salary and performance-based bonus, along with the chance to work at the intersection of cutting-edge technology and financial markets, exposure to sophisticated quantitative strategies, and a collaborative, high-caliber team environment.

Delmar Nord has partnered with a leading multi-strategy hedge fund to identify a Quantitative Developer to join their technology team. This is an opportunity to work alongside portfolio managers, researchers, and engineers building the infrastructure and tools that power systematic and discretionary trading strategies across multiple asset classes.