Quantitative Software Engineer

About the role

Job Details:

Quantitative Software Engineer - Build the brain behind systematic trading

Princeton, NJ

Own the platform that powers cutting-edge quantitative research

You’ll be the engineer behind the models – owning the quantitative software platform that drives large-scale scientific experiments on global markets.

This is where rigorous analysis meets robust engineering. You’ll build and maintain novel machine learning tools and research infrastructure that our scientists and researchers rely on every day.

You’re not just shipping features. You’re enabling systematic trading strategies that run continuously across global markets.

If you love elegant Python, care deeply about infrastructure quality, and want your code to help crack hard scientific problems, this is your arena.

If that sounds like you, we want to talk.

What You'll Work On

You’ll sit inside a research group of scientists and engineers, building the backbone of their workflow:

Quantitative research platform underpinning systematic trading strategies

Machine learning tools and frameworks for market and alternative data

Research infrastructure for large-scale experiments

Parallelized data transformation architectures

Systems for statistical analysis and reporting

Infrastructure for handling complex market data structures

Python-based quantitative software libraries

Tools that integrate research, technology, and investment management

You’ll be working heavily with quantitative software libraries such as numpy, pandas, scikit-learn or equivalent packages.

Your code becomes the foundation that high-end quantitative research is built on.

What You'll Be Doing

Designing and implementing core components of the quantitative software platform

Maintaining and extending novel machine learning tools for researchers

Building and supporting research infrastructure for large-scale experiments

Enabling researchers to work efficiently with market and alternative data sources

Collaborating closely with scientists, engineers, and investment professionals

Writing clean, elegant, well-structured Python and quantitative code

Leveraging probability, statistics, and machine learning in your designs

Utilizing quantitative software libraries such as numpy/pandas and scikit-learn

Contributing to resilient, parallelized data transformation pipelines

Communicating clearly in a complex, highly technical team environment

Bringing intellectual curiosity to explore and implement new ideas

Using technology to solve challenging, research-driven problems

What We're Looking For

Bachelor’s or Master’s degree in Computer Science, Engineering, or a closely related field

Exceptional programming proficiency, with a preference for Python

Strong software design skills and focus on code elegance and quality

Solid analytical foundation including probability, statistics, and machine learning

Hands-on experience with numpy/pandas, scikit-learn, or similar quantitative libraries

Ability to communicate effectively in a complex, highly technical, collaborative environment

Genuine intellectual curiosity and passion for using technology to solve hard problems

Comfort working at the intersection of research, technology, and investment management

The Experience That Will Really Get Our Attention

You’ve built serious research or data platforms before – ideally where performance, resilience, and correctness really mattered. You know how to turn messy market-like data into something usable for machine learning, and you’ve seen what happens when infrastructure isn’t designed for scale.

You’re fluent in Python’s scientific stack, know your way around optimization and statistical tooling, and you’re excited by the idea of working with equities, futures, or FX data structures in a highly collaborative research lab–style environment.

High-signal technologies and concepts: Python

numpy

pandas

scikit-learn

machine learning

probability

statistics

numerical optimization

parallel data pipelines

equities data

futures data

FX datasets

Why This Opportunity?

You’ll join a research group where your engineering work directly impacts systematic trading strategies running across global markets.

You’ll have high ownership and visibility within a close-knit team of experienced engineers and seasoned researchers, backed by extensive technical and data resources developed over decades of systematic trading.

In return, you’ll receive competitive salary, bonus, and incentive compensation tied to overall firm performance, along with comprehensive, first-class benefits, catered lunch, an onsite gym, and the opportunity for qualified employees to invest alongside the firm.

You’ll be part of a collaborative, intellectually rigorous environment with strong mentorship and long-term growth opportunities.

Interested?

If you’re ready to own the platform that powers serious quantitative research and systematic trading, let’s get you in the conversation.

Please send your resume to kevin@libertyjobs.com

Kevin McCarthy

484-238-1949

Keywords

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