Quantitative Engineer

Location: New York, NY - FiDi

Department: Engineering

Location Type: IN_OFFICE

Employment Type: FULL_TIME

Human Intuition. Machine Intelligence. Relentless Exploration.

The Role:

Responsibilities:

• Architect C++ Backtesting Engines: Design and develop the high-performance simulation environment used to evaluate strategies under various timing and sizing regimes. You will use C++ to ensure our historical data calibration is robust and allows for rapid iteration over massive datasets.
• Build Real-Time Analytics & Risk Infrastructure: Develop interactive tools to monitor intraday P&L and risk metrics. You will engineer the backend systems that calculate real-time benchmarks and attribute performance relative to hypothetical baskets.
• Engineer High-Performance Data Pipelines: Create optimized ingestion libraries and APIs (C++/Python bindings) to access and normalize complex datasets across distinct asset classes (e.g., index data, corporate actions), enabling frictionless analysis for our researchers.
• Develop Execution & Order Tooling: Build the logic for order generation and execution, incorporating capital constraints and cost models to ensure accurate reconciliation and dynamic rebalancing.
• Collaborate on Model Validation: Work closely with researchers to build validation tools that quantify signal decay and measure realized opportunity versus model forecasts.

You Bring:

• Experience: You have 3-7 years of professional experience in a quantitative development, risk technology, or financial engineering role.
• Education: You have a Bachelor's or Advanced Degree in Computer Science, Engineering, or a related field.
• C++ Systems & Python Fluency: You possess strong expertise in Modern C++ for building scalable, low-latency systems, paired with deep proficiency in Python (pandas, numpy) for data analysis and research APIs.
• Domain Knowledge: Unlike a generalist software engineer, you speak the language of finance. You understand concepts like P&L attribution, risk factors (Greeks), and the mechanics of rebalancing or corporate actions in a multi-asset context.

Technical Skills:

• Risk & Pricing Architecture: You have experience building modular, high-performance C++ systems for risk calculations or pricing libraries.
• Data Proficiency: You are proficient in SQL for managing large datasets and conducting rapid analysis of membership or ticker activity.
• Model Validation: You understand how to build validation methodologies and stress-testing scenarios for trading portfolios.
• Distributed Computing: Experience with distributed computing techniques or grid computing for scaling risk and simulation workloads is highly valued.

Ideal Profile:

• Product Mindset: You are a product-minded engineer who enjoys the intersection of math, finance, and code.
• Technical Translator: You are capable of translating complex financial requirements (e.g., regulatory risk metrics, market stress scenarios) into robust technical solutions.
• Analytical Focus: You have an analytical mindset and are comfortable working with time-series data and large-scale financial datasets.
• Driven by Impact: You take deep satisfaction in seeing your work have a direct, measurable effect on our operations.

We Offer: