Join a global investment firm built at the intersection of financial theory and quantitative research. We apply systematic, research-driven approaches to deliver scalable investment strategies for institutional clients including pension funds, endowments, and sovereign wealth funds.
The Team
You’ll join the Quantitative Research Development (QRD) team — the front-office engineering group that designs and builds platforms powering research and portfolio management workflows. This role focuses on supporting the Specialized Investments Group (SIG), which develops tax-aware and tax-efficient investment strategies, a significant growth area for the firm.
Your Role (Hybrid, 3 days in office)
- Data platforms, optimization, orchestration, and validation engines
- API infrastructure incorporating millions of data points
- Cloud-based research APIs and cutting-edge visualizations
- High-performance backtesting engines for new product launches
- ML and AI-driven applications
What You’ll Bring
- 3+ years of Python (NumPy/Pandas) experience; SQL required
- Strong grasp of OOP, design patterns, microservices, and cloud architecture
- Familiarity with AI and agentic frameworks
- Excellent communication and collaboration skills
- Background in quant finance a strong plus