Software Engineer (Data) | Quantitative Investment Team

A leading buy‑side investment firm is hiring a Software Engineer (data focused) to join a high‑performing quantitative investment team. This is a front‑office role, part of a revenue‑generating team with direct exposure to research and live trading.

You’ll work closely with quantitative researchers, building the data systems and research tooling that underpin alpha generation and are deployed into production trading environments.

The role

• Design and build greenfield software systems for quantitative research and trading
• Develop data pipelines, libraries, and APIs that enable faster, cleaner research
• Partner directly with researchers to take ideas from research into live trading
• Own data quality, automation, testing, and monitoring across critical datasets
• Build scalable, reusable components to accelerate research workflows

What they’re looking for

• Strong Python and SQL engineering experience
• Solid software engineering fundamentals (clean code, system design, ownership mindset)
• Comfortable working close to the investment process rather than central tech
• Curious, pragmatic, and motivated by impact

Nice to have

• Experience with distributed systems, microservices, or event‑driven architectures
• Exposure to Airflow / Dagster / Spark / Dask or similar tooling
• Experience with market, time‑series, or alternative data
• Familiarity with LLMs, ML, or NLP‑driven data applications

Why this role

• Embedded in a top‑tier quant investment team
• Direct P&L impact and visibility
• Flat, meritocratic culture. Best idea wins
• High ownership, low bureaucracy, strong technical standards

If you feel this is a good match, apply today!

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