Quantitative Developer – Systematic Arbitrage

Quantitative Developer – Systematic Arbitrage |

Leading Hedge Fund | New York

Requirements: Candidates MUST have buy-side experience from a reputable fund

Total Compensation: Directly linked to PM PnL performance — exceptional candidates have the ability to earn significantly above base through a carry or profit-sharing arrangement tied to strategy performance.

We are working confidentially with a leading hedge fund to identify a Quantitative Developer for a rare seat on their systematic arbitrage desk. This is a high-impact individual contributor role working directly alongside a senior portfolio manager — building the quantitative infrastructure that powers systematic arbitrage strategies across multiple asset classes.

The Role

You will sit at the intersection of quantitative research and production engineering — partnering directly with a senior PM to translate complex arbitrage strategies into robust, production-grade systems. This is not a back-office or support function. Your code feeds directly into live trading decisions and your engineering judgment shapes how strategies are developed, tested, and deployed.

What You'll Be Doing

• Designing and building production-grade quantitative systems supporting systematic arbitrage strategies
• Working directly alongside a senior portfolio manager to translate strategy research into production implementations
• Developing and maintaining backtesting and signal research frameworks for systematic arbitrage
• Building high-performance data pipelines handling real-time and historical market data across asset classes
• Applying rigorous OOP design — clean architecture, design patterns, and system design fundamentals across all deliverables
• Productionising quantitative models — taking research-grade code and engineering it into reliable, maintainable production systems
• Contributing to strategy analytics, performance attribution, and risk monitoring infrastructure

What We Are Looking For

• Strong Python or C proficiency in a production quantitative environment
• Deep object-oriented design fundamentals — design patterns, system architecture, and clean code principles applied instinctively
• Algorithms and data structures — reached for with purpose, not theoretically
• Experience building production quantitative systems in a hedge fund, prop trading, or systematic investment environment
• Direct experience working alongside portfolio managers or quant researchers in a desk-aligned capacity
• Backtesting framework experience — ideally built rather than configured
• Strong mathematical foundations — statistics, linear algebra, and numerical methods applied to systematic strategies
• Genuine intellectual curiosity about systematic arbitrage and market inefficiencies

Beneficial

• Experience across multiple asset classes — equities, fixed income, derivatives, or crypto arbitrage
• Familiarity with execution and order management systems relevant to systematic strategies
• Low-latency systems experience where execution speed matters
• Prior systematic arbitrage or statistical arbitrage research or implementation experience