Quantitative Developer Salary in Pennsylvania

Global Asset Management Firm is looking for a Quant Developer to work with the fixed income portfolio managers. Responsible for analyzing and explaining investment performance results, portfolio construction and investment characteristics. Creates standard and customized portfolio analysis reporting for stakeholders including senior management, investment committee members, fund board members, front office investment teams, client portfolio management (CPM), product management, sales, marketing, and client services. Provides clear and understandable observations and insights regarding complex and nuanced investment outcomes. Serves within the organization as a subject matter expert covering investment analytics and performance analysis, which may include Senior Loan, CLO, and High Yield investment domains. Educational Requirements University (Degree) Preferred Work Experience 5+ Years Required; 7+ Years Preferred Licenses and Certifications Certificate in Investment Performance Measure

Quant Developer - Proprietary Trading ~$600k An established proprietary trading firm, currently seeking an experienced quant developer to head a small front-office quant tech team. This role involves leading efforts in backtesting and productionizing research concepts, with a primary focus on trading futures strategies The ideal candidate will bring a background in software development, quant trading, and a proven track record in overseeing research-oriented engineering teams. Key Responsibilities: Work closely with Traders and Research teams to translate research concepts into resilient production systems, while continuously advancing trading performance at the desk level. Create and maintain analytical tools for research analysis, model assessment, and strategy formulation. Foster a culture of mentorship within the team, introducing fresh insights on tools and techniques that can elevate quality and inspire more effective solutions. Requirements: 8+ years of Software Engineering expe

An exciting opportunity to a Global Top10 Hedgefund has come live and they are currently seeking QD to join the New York office. We are looking to connect with Quantitative Developers who are Trading Systems specialists. We need people that can solve problems in real time while working alongside a talented team. This opportunity will involve development and monitoring of systematic trading systems for the quantitative teams involved, working with some of the worlds leading Portfolio Managers and Quant Researchers alike. Requirements: • 2-5 years experience in a quantitative buyside role coding execution systems • Full proficiency in C++ (C++14/17) / Comfortable in Python & SQL • Bachelors Degree in a STEM field The Bottom Line If this job posting seems different from those of our competitors, it’s because our clients really are different: it’s not just a slogan or a mantra. We are out to change an industry by building a better mousetrap. No tricks, no games, just top-tier candidates an

Elite Buy-side firm seeking a Quant Developer to partner directly with quantitative researchers to understand their priorities in order to design/implement software to meet their needs. You will have a highly visible role in a group resposible for enhaning the effectiveness of quants by building an efficient research environment that works with a wide breadth of open source and proprietary tools to accomplish its goals, often breaking new ground in terms of features and technologies used. Requirements: Strong Python developer and reviewer and at least one year of experience working with C++ At least one year of experience working in a quantitative development role Experience with distributed compute tools in Python preferred

Our client, who manage over $24bn AUM are searching for a Quant Developer to join a Systematic Equities Team to work directly beside a senior Portfolio Manager. The highly sought after opportunity will be a great position to learn from a high profile investment professional, along with learning from the best engineers and developers in the space. Responsibilities 2 to 6 years of Python Engineering skills, C++ a bonus. Experience building research and trading tools in a buy side or sell side environment. MSc or PhD in a STEM related field. Experience processing large datasets. Exposure or knowledge with equity traded products. To learn more about the above opportunity, feel free to reach out to robert@paragonalpha.com

A well-known financial Institution is seeking a versatile Quantitative Developer to lead their Fixed Income Embedded Quantitative Development team. This person will assist with building, optimizing cross-asset pricing models, and working with a variety of trading, valuation, and risk management tools. Salary: Base up to 200k, total comp up to $280K Location: Boston, MA (2 days/week) Visa sponsorship IS AVAILABLE Responsibilities: -Build new and enhance current pricing and risk models for cross asset instruments and derivatives. -Participate in the full model development lifecycle including reference data and time-series data acquisition, system integration, testing, and release. -Refactor and redesign existing code to improve performance and increase usefulness and maintainability. -Conduct quantitative analysis of the current markets, trends and trading strategies -Design and build the next generation of real-time pricing, risk, and scenario analysis systems Qualifications: -MS degree