We are seeking a talented Quantitative Developer to enhance the core investment management and research team for a leading systematic hedge fund. You will work in tandem with portfolio managers, researchers, and software developers to address needs and deploy innovative solutions. Your main responsibility will be to design and implement trading systems and tools that boost the research capabilities. Responsibilities: Partner with quantitative researchers and portfolio managers to develop backtesting frameworks for strategy validation and performance tracking. Engineer and optimize trading infrastructure for a seamless shift from research to live trading environments. Build robust, high-performance trading systems that function 24/6. Collaborate with researchers and portfolio managers to streamline the research process, enhancing both performance and user experience. Technical Skills and Experience: Bachelor's degree in Computer Science, Engineering, or a similar discipline. At least 3 years of professional software development, with proficiency in Python; additional C++, C# or Java experience, would be valued. Practical experience with parallel and concurrent programming (asyncio, multithreading, multiprocessing, etc.). Knowledge of big-data technologies and frameworks (Kafka, Redis, Arrow, Avro, etc.). Proven track record in constructing low-latency, high-throughput trading systems. Experience with CI/CD practices. Exceptional communication and teamwork abilities. Detail-oriented with a dedication to superior engineering standards. Strong project management skills for timely delivery.