Quantitative Developer | Systematic Research
A high-performing global quant fund is scaling its Research Engineering function — and we're looking for a Quantitative Developer who's already familiar with the demands of a hedge fund or trading environment.
You'll be embedded directly in the research process, working shoulder-to-shoulder with quants and PMs, building and owning the infra that powers alpha generation.
What You’ll Actually Be Doing
- Engineering research tools in Python and C++ , built for scale and speed
- Designing systems to handle massive data ingestion , feature engineering, and backtesting
- Collaborating directly with researchers to productionize models — from linear regressions to machine learning pipelines
- Leveraging HPC and distributed compute to run smarter, faster, and bigger
- Driving technical strategy while still writing clean, high-impact code
What You’ll Need to Bring
- 5+ years in a systematic trading or quant research environment
- Fluency in Python and/or C++, with a strong engineering mindset
- Hands-on with distributed systems , data pipelines , or ML tooling
- Ability to partner with researchers without translation layers
- Comfortable with ownership, ambiguity, and pace
Contact Detail:
NJF Global Holdings Ltd Recruiting Team