Location: New York, NY Compensation: $300K - $1M+ (Total Comp) Firm Type: Investment Management / FinTech

A leading investment firm is hiring software engineers to build systems that support data-driven investment strategies. The role involves close collaboration with researchers and portfolio managers to develop infrastructure and tools that directly impact trading decisions and firm performance.

This team is particularly interested in mathematically minded engineers from a variety of industries - including tech, research, and academia - who are motivated by solving some of the most challenging problems in quantitative finance using technology.

Responsibilities: Design and implement systems for statistical modeling, time-series analysis, and predictive analytics. Develop scalable solutions for portfolio optimization, execution algorithms, and risk management under real-world constraints (e.g., latency, liquidity). Own the full development lifecycle - from ingesting and transforming high-dimensional data to deploying production-grade systems. Contribute in a flat, fast-paced environment that values autonomy, precision, and continuous improvement. Qualifications: Strong background in software engineering, computer science, or applied mathematics. Experience with quantitative modeling, high performance, or algorithmic systems at a leading technology business. Interest in financial markets and applying technical skills to investment problems. Prior experience in high-performance or research-driven environments is a plus.