Systematic Credit Quant Developer


Chicago
Permanent
USD300000 - USD450000
Quantitative Analytics Research and Trading
PR/561292_1758135038
Systematic Credit Quant Developer

A top-performing systematic PM at a leading hedge fund is hiring a Quantitative Developer to join a growing team focused on credit and related asset classes. This is a high-impact, hands-on role where you'll collaborate directly with the Portfolio Manager, researchers, and traders to build and maintain the infrastructure that powers strategy development and execution.

You'll work across the stack - from data pipelines and visualization tools to live dashboards and execution systems - in a fast-paced, collaborative environment. The team values ownership, technical excellence, and a proactive mindset. This opportunity is ideal for someone who thrives in a high-performance setting and would like to own critical tech components that directly affect PnL.

Responsibilities:

  • Build and maintain research and trading infrastructure
  • Develop tools for data acquisition, processing, and visualization
  • Enhance execution systems, live dashboards, and PnL tools
  • Manage CI/CD pipelines and job-running infrastructure
  • Troubleshoot and optimize system performance
  • Collaborate closely with PMs, quants, and traders

Ideal Candidates:

  • 2+ years of experience in quant dev or trading infrastructure
  • Strong Python skills; experience with OOP, testing, and environment management
  • Solid Linux knowledge (process management, shell scripting)
  • Familiarity with SQL, JavaScript, and Apache Airflow
  • Experience with OMS, real-time data servers, or visualization tools is a plus
  • Strong communication skills and ownership mindset
  • Bachelor's or Master's in Computer Science or related field

If interested, please apply in today!

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