Job Description
Quantitative Developer | Systematic Trading | New York | Confidential Search CW Talent Solutions The best quant developers don't just build systems. They help discover what's worth trading. We're placing a Quantitative Developer into one of the most intellectually demanding environments in finance — a top-tier, secretive firm in New York operating at the cutting edge of systematic strategies globally. Small team. Real PnL impact. No bureaucracy. This is not a typical quant dev role. You will sit at the intersection of alpha research, data engineering, and production trading systems. What you'll do Build high-performance research and backtesting frameworks for large-scale financial datasets Translate complex models into production-ready systems alongside world-class researchers Contribute to alpha research through statistical modelling and experimentation Optimise data pipelines and computational efficiency across the research stack Bridge the gap between research and execution in a latency-sensitive environment What we're looking for Degree in CS, Maths, Physics, or Engineering from a top-tier university — Ivy, Oxbridge, MIT, Stanford Outstanding academic record — top of class, honours, publications highly valued Strong Python and/or C++ with a focus on performance and reliability Demonstrated experience in quant research, statistical modelling, or machine learning Deep understanding of algorithms, data structures, and numerical methods Proven ability to work on complex, ambiguous problems with minimal guidance What's in it for you Direct impact on live trading strategies and firm PnL Exceptional compensation — base + bonus well into the top percentile of the market Flat structure, minimal bureaucracy, access to world-class colleagues Long-term capital — genuine research depth, not short-termism One of the most intellectually rigorous environments in finance The bar is extraordinarily high. If that's you — or someone you know — let's talk confidentially.