Quantitative Developer/ Quantitative Researcher

Responsibilities:

• Build/maintain research and production pipelines including event monitoring, data pipeline, signal generation, historic backtest, portfolio optimization, trade file generation to pnl/position reconciliation.
• Implement accurate corporate action handling (splits, dividends, spin-offs, mergers, etc.) across raw/adjusted data, backtests, and live positions.
• Develop and maintain portfolio optimization workflows with real constraints (limits, borrow, costs, event risk, exposures).
• Automate reproducible workflows (versioning, testing, orchestration) and ensure production reliability (monitoring, alerting, incident response).
• Partner closely with the PM to implement event ideas, risk controls, and optimization objectives in production-grade code.

Strategy Requirement:

• 2-5YOE as Quant Developer or QR who is good at dev in hedge fund or bank prop desk in mid-frequency stats arbitrage or event-driven strategies.
• Experience of Owning full stack development framework of data pipeline, research back-testing, portfolio optimization, corporate action handling, and production strategy workflows.
• Solid Coding Skills in Python and hands-on experience with database and workflow management tools (i.e. AWS, PostgreSQL, git )
• Good understanding of mid-frequency equities strategies; Experience with index rebalance is a plus.