NewSenior Developer - Quantitative Charles SchwabSenior Developer - QuantitativeChicago, ILExperience with building solutions using Large Language Models (LLMs), Prompt Engineering, Fine-Tuning (LoRA, PEFT), In-Context Learning Orchestration & Frameworks: LangChain, LangGraph, LlamaIndex, Hugging Face Transformers AI Pipelines: RAG (Retrieval-Augmented Generation), Multi-Agent Systems, Embedding strategies. Schwab Technology Services (STS) enables the future of how clients manage their money by providing innovative and reliable technological products and services as a part of our ongoing commitment to democratize access to investing and financial planning.
Credit Model Developer First Horizon BankCredit Model DeveloperBirmingham, ALUnder the direction of senior members of the team, this position is primarily expected to: Develop and apply mathematical or statistical theory and methods to collect, organize, interpret, and summarize numerical data sets from multiple sources (including internal consumer, mortgage, and commercial loan systems, external bank data (e.g., Call Reports), and economic forecasts) to develop credit risk models for CECL, stress testing, scorecards, economic capital, or other credit risk-related initiatives. Responsibilities include sourcing, cleaning, and transforming data; researching applicable methods; training and testing a variety of specifications; documenting all facets of the development process; implementation of models and related logic in production systems; assessing outputs across different levels of inputs (sensitivity analysis and scenario analysis); back-testing and ongoing performance monitoring; and, communicating aspects of the model and its application to non-technical stakeholders.
NewSQL/BI Developer - Lead Audience Strategy Kforce Inc.SQL/BI Developer - Lead Audience StrategyMiami, FL$34.85–$47.15discipline preferred 5+ years of work experience required, with experience performing either strategic digital analysis, financial analysis or business intelligence/marketing analytics highly preferred. Employee pay is based on factors like relevant education, qualifications, certifications, experience, skills, seniority, location, performance, union contract and business needs.
Senior Business Intelligence Developer Cherokee Nation BusinessesSenior Business Intelligence DeveloperFort Belvoir, VA$190,000–$205,000 / yearAs a trusted partner for more than 60 federal clients, Cherokee Federal LLCs are focused on building a brighter future, solving complex challenges, and serving the government’s mission with compassion and heart. Cherokee Federal is seeking a Senior Business Intelligence Developer / Analyst to engineer, automate, and optimize data pipelines and decision-support dashboards supporting a Department of the Army mission.
Prime Risk Senior Developer - VP BarclaysPrime Risk Senior Developer - VPNew York, NYIn this role, you will be responsible for driving the core risk & PnL analytics integration within the platform, driving the roadmap for analytics, valuation inputs, scenarios, sensitivities, stress frameworks, and model integrations while collaborating closely with front office desk, quant, and core risking platform teams in alignment with market’s risk architecture framework and guidelines. To lead and manage engineering teams, providing technical guidance, mentorship, and support to ensure the delivery of high-quality software solutions, driving technical excellence, fostering a culture of innovation, and collaborating with cross-functional teams to align technical decisions with business objectives.
IT GoLang Developer / Data Engineer- #26-17359 US Tech Solutions, Inc.IT GoLang Developer / Data Engineer- #26-17359St Louis, MOWe approach agriculture holistically, looking across a broad range of solutions from using biotechnology and plant breeding to produce the best possible seeds, to advanced predictive and prescriptive analytics designed to select the best possible crop system for every acre. We need great people to help transform these complex scientific datasets into innovative software that is deployed across the pipeline, accelerating the pace and quality of all crop system development decisions to unbelievable levels.
Model Risk Management - Model Validation VP BarclaysModel Risk Management - Model Validation VPWilmingtond, DETo be successful as a Model Risk Management - Model Validation VP, you should have: Experience in the development and/or independent validation of retail credit risk and loss forecasting models within a controlled framework. You may be assessed on the key critical skills relevant for success in role, such as risk and controls, change and transformation, business acumen strategic thinking and digital and technology, as well as job-specific technical skills.
NewData Scientist I supporting social science research, analytics, and AI initiatives NORC at the University of ChicagoData Scientist I supporting social science research, analytics, and AI initiativesChicago, Illinois$90,000–$100,000 / yearThe department provides expertise and leads NORC strategy on the use of a broad range of methods and techniques, including research and experimental design, recruitment and retention, instrument design and testing, assessing data quality, evaluating measurement properties of new measures, causal inference methods, machine learning, analysis of clustered data, data visualization, use of novel data sources and technologies to improve data gathering, and building AI solutions that support NORC’s research. The Data Scientist I works collaboratively with methodologists, researchers, statisticians, software developers, and subject matter experts to develop data science and artificial intelligence solutions that improve research, operational efficiency, and decision-making.
Principal Product Designer (Mobile/Native App) Pinnacle Technical ResourcesPrincipal Product Designer (Mobile/Native App)Fort Worth, Texas$75–$80 / hourContractorWe're seeking an experienced Principal Product Designer to join a cross-functional product team focused on creating intuitive, user-centered experiences across native mobile and enterprise applications. The specific compensation for this position will be determined by several factors, including the scope, complexity, and location of the role, as well as the cost of labor in the market; the skills, education, training, credentials, and experience of the candidate; and other conditions of employment.
NewExperience Designer System OneExperience DesignerOrlando, FL1. Experience working with the Figma suite of design tools (or similar digital prototyping tools) 2. Proficient in all stages of prototyping design (low, medium, high fidelity). Executes visual, information, interaction, and service design elements of the initiative that meets business and customer needs and delights customers.
Manager III, Resort Inventory & Revenue Management Marriott Vacations WorldwideManager III, Resort Inventory & Revenue ManagementHilton Head, SCProactively collaborate with the corporate rental marketing team to surface need times with the IRM Regional Vice Presidents of Market Execution and appropriate business partners within CRM to identify opportunities for sales and usage inventory pricing optimization. The Manager III, Resort Inventory & Revenue Management (Manager III) position is responsible for maximizing the usage of developer, owner, and rental inventory by developing and implementing optimal restriction and allocation strategies, consistently.
NewManager IV, Resort Inventory & Revenue Management Marriott Vacations WorldwideManager IV, Resort Inventory & Revenue ManagementLas Vegas, NVProactively collaborate with the corporate rental marketing team to surface need times with the IRM Regional Vice Presidents of Market Execution and appropriate business partners within CRM to identify opportunities for sales and usage inventory pricing optimization. This position is responsible for consistently achieving Marriott Vacations Worldwide and IRM business objectives by setting the direction for direct report(s), developing individual goals, defining priorities and when appropriate, reestablish individual goals and/or priorities as business needs and objectives change.
Senior Market Risk Analyst AxelonSenior Market Risk AnalystJersey City, NJ$84–$89 / hourCollaborate with Front Office, Risk Managers, and Technology partners to define and enforce risk limits, providing actionable insights on volatility and hedging strategies. Collaborate closely with Risk Managers, Quants, Front Office traders, and technology teams to ensure risk systems meet business needs.
NewSenior Trading Systems Engineer JobotSenior Trading Systems EngineerChicago, IL$275,000–$450,000 / yearInformation collected and processed as part of your Jobot candidate profile, and any job applications, resumes, or other information you choose to submit is subject to Jobot's Privacy Policy, as well as the Jobot California Worker Privacy Notice and Jobot Notice Regarding Automated Employment Decision Tools which are available at jobot.com/legal. Networking Hardware: Experience with TCP/IP, UDP, sockets, and kernel-bypass tech (e.g., Solarflare EF_VI).Hardware Acceleration: Familiarity with FPGA development (Verilog/VHDL) is highly advantageous.
Quantitative Developer, Quantitative Strategies Millennium Management LLCQuantitative Developer, Quantitative StrategiesNY$150,000–$200,000 / yearMillennium is a leading global hedge fund with a strong commitment to leveraging technology, data, and market innovation to drive high-quality investment outcomes. The role spans the full systematic trading stack, with a particular focus on research infrastructure, data systems, signal deployment, and production monitoring.
Quantitative Trading & Research - Rates - Quantitative Developer - Vice President JPMorgan Chase Bank, N.A.Quantitative Trading & Research - Rates - Quantitative Developer - Vice PresidentNew York, NYFull timeOur history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management. JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P.
NewQuantitative Developer Bright Vision TechnologiesQuantitative DeveloperSunnyvale, CARemoteFull timeIn this role you will work closely with cross-functional partners — product, design, engineering, operations, and business stakeholders — to translate ambiguous requirements into well-engineered solutions, and will be expected to raise the bar through code review, design review, and mentorship of more junior engineers. The successful candidate brings strong engineering discipline, a clear communication style, and a track record of shipping meaningful work that holds up well in production.
Quantic – Quantitative Developer Intern (Summer 2027) Walleye CapitalQuantic – Quantitative Developer Intern (Summer 2027)Boston, MassachusettsWe are a tight-knit, collaborative, and intellectually rigorous group of scientists, engineers, and traders leveraging advanced statistical modeling techniques to identify and capitalize on profitable trading opportunities in global equities, options, and futures. Walleye Capital is seeking highly technical and analytically-minded Quantitative Developer Interns to work in the rapidly growing Quantic team based out of Boston.
Quantitative Developer MassMutualQuantitative DeveloperNew York, New YorkThe role offers meaningful exposure to front-office investment activity across a diverse set of asset classes including fixed-income ETFs, structured credit, derivatives, and commercial real estate. In this role, you will assist in the development and management of hedging, pricing, and asset allocation strategies for MassMutual Investment Management, which drive our investment returns and income that financially secure our clients and their families.
Quantitative Developer - Derivatives IMCQuantitative Developer - DerivativesChicago, IllinoisAcross our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.
Entry-Level Quantitative Developer WallStreetQuantsEntry-Level Quantitative DeveloperA San Francisco-based proprietary trading firm expanding its quantitative team through a US-remote role is seeking a highly motivated Entry-Level Quantitative Developer to join the team full-time. The team is small, technical, and collaborative, with direct access to experienced traders, quantitative researchers, engineers, high-quality market data, and modern research infrastructure.
Quantitative Developer DRW Holdings LLCQuantitative DeveloperNew York, NY$175,000–$250,000 / yearThis is an early-stage effort within an established trading firm: the team has the opportunity to design its technology and research platform from the ground up while benefiting from DRW''s capital, data, compute infrastructure, market access, and institutional experience. Why This Role: Build from an early stage - Help shape a new systematic trading business, with broad scope, short feedback loops, direct influence over how the team operates, and the opportunity to share in its success.
NewJunior Quantitative Developer EngelhartJunior Quantitative DeveloperNew YorkReporting to the Lead Quantitative Developer in Stamford, CT, you will work closely with traders, analysts, and fellow quants to develop and maintain the quantitative tools, analytics, and models that support commercial decision-making across North American power and environmental markets. This will be a full-time role, owning the following responsibilities : Support the West Power and Carbon trading desks by working closely with quant researchers to productionize, optimize and support ML-based models relied upon by traders and analysts.
Quantitative Developer Intern, Summer 2027 Arrowstreet CapitalQuantitative Developer Intern, Summer 2027Boston, MassachusettsWe are a collaborative, data-driven, intellectually rigorous group responsible for proposing investment ideas, codifying these ideas into signals, and back-testing these signals in order to produce return, risk and trading cost forecasts to drive trading decisions. The determination of a successful candidate’s base wage placement within the listed range will vary based on the candidate’s relevant experience and qualifications (which may also include relevant certifications, credentials and other education), the job responsibilities and scope, the commensurate resulting level of the position and other relevant factors.
Quantitative Developer - Securitized Products Clearwater Analytics Holdings IncQuantitative Developer - Securitized ProductsNew York, NY$156,400–$210,841 / yearBuild, extend, and maintain frameworks within the platform supporting securitized product lifecycle management, including cash flow generation, prepayment modeling, credit enhancement structures, and tranche-level analytics. As a Securitized Products Quantitative Developer, you will play a critical role within the Quant team, helping to enhance and expand our structured products coverage across ABS, CLO, MBS, CMBS, and related asset classes.
Quantitative Developer NorthMark StrategiesQuantitative DeveloperStamford, ConnecticutDevelop, enhance, and maintain quantitative models and risk management tools to measure and manage market, portfolio, and liquidity risks across both liquid and illiquid asset classes. Company-Paid Benefits: 100% Employer-Paid Medical in our High Deductible Health Plan, Dental and Vision benefits for employees and their families, 16 weeks of Paid Parental Leave, Employee Assistance Program, Life insurance, Short-Term Disability and Long-Term Disability.
Crypto Quantitative Developer Citadel Securities, LLCCrypto Quantitative DeveloperNew York, NY$175,000–$350,000 / yearResponsibilities: • Design, develop, and maintain low-latency, high-performance C++ trading systems for crypto markets • Partner closely with quantitative researchers and traders to translate trading ideas into production code • Optimize system performance across latency, throughput, and reliability, including exchange connectivity and market data handling • Build and enhance pricing, risk, and execution logic for crypto products • Analyze and improve system behavior using large-scale market and trade data • Ensure systems are resilient, well-tested, and scalable across global crypto venues. Our teams of engineers, traders and researchers harness leading-edge quantitative research and the accelerating power of compute, machine learning and AI to power our analytics and tackle the market's and our clients' most critical challenges.
Quantitative Developer (USA) Trexquant Investment LPQuantitative Developer (USA)CTWorking closely with quantitative researchers, traders, and technology teams, you will own core analytics and market data infrastructure, productionize research models, and develop the backtesting, risk, and tooling capabilities that support the full investment lifecycle. This role will be instrumental in building and scaling the analytics platform that underpins research, portfolio construction, risk management, and trading across multiple asset classes, including equities, futures, options, ETFs, and other listed and derivative instruments.
Quantitative Developer AXQ CapitalQuantitative DeveloperNew YorkWorking under the guidance of senior team members, your work will include: Contributing to global multi-market connectivity and cross-region, multi-asset-class data, research, backtesting, and trading systems — taking ownership of well-scoped components and growing into broader areas of the stack. Helping build and maintain event-driven backtesting and simulation frameworks, with attention to consistency in data semantics and time models across research, backtesting, and production environments.
Senior Software Engineer Quantitative Developer, Information Technology NISA Investment Advisors LLCSenior Software Engineer Quantitative Developer, Information TechnologySt. Louis, MOWorking closely with portfolio analysts, traders, and quant researchers, you will develop the tooling behind feature engineering frameworks, backtesting infrastructure, and model deployment - enabling the research team to move faster and with greater confidence. As a senior member of the Investment Risk and Analytics team within NISA's IT department, you will lead development efforts, participate in design and code reviews, collaborate with other teams, and mentor junior teammates.
Senior Software Engineer- Quantitative Developer, Information Technology NISA Investment Advisors, LLCSenior Software Engineer- Quantitative Developer, Information TechnologySt. Louis, MissouriWith $482 billion assets under management ($299 billion in physical assets and $184 billion in derivatives notional value), NISA actively manages risk for institutional investors, providing clarity to complicated challenges and stability in ever-evolving markets. Working closely with portfolio analysts, traders, and quant researchers, you will develop the tooling behind feature engineering frameworks, backtesting infrastructure, and model deployment - enabling the research team to move faster and with greater confidence.
Quantitative Developer Massachusetts Mutual Life Insurance CompanyQuantitative DeveloperNew York, NY$86,200–$113,100 / yearThe role offers meaningful exposure to front-office investment activity across a diverse set of asset classes including fixed-income ETFs, structured credit, derivatives, and commercial real estate. In this role, you will assist in the development and management of hedging, pricing, and asset allocation strategies for MassMutual Investment Management, which drive our investment returns and income that financially secure our clients and their families.
Staff Quantitative Developer Clearwater Analytics Holdings IncStaff Quantitative DeveloperNY$179,400–$243,136.45 / yearAs a Risk Quantitative Developer, you will play a critical role within the Quant team, helping to enhance and expand our Multi-Asset-Class risk analytics capabilities, including instrument valuation and risk estimation methods. You will work closely with cross-functional teams of developers and interact directly with clients to deliver solutions that focus on both developers and end-users, with a primary emphasis on risk management.
Quantitative Developer Arrowstreet Capital LPQuantitative DeveloperBoston, MA$155,000–$260,000 / yearDepending on your competitive advantages, typical responsibilities may include: Writing and maintaining Python and R code that supports the investment research production processes Designing and creating software to enhance our data science technology stack Performing ad-hoc exploratory statistical analysis across multiple large complex data sets from a variety of structured and unstructured sources Implementing performance improvements in our data analysis and numerical programming code Running POCs to evaluate new technologies and libraries in the PyData ecosystem Staying up to date on the PyData ecosystem and evaluating new libraries and tools Working with software engineers to design feeds for new data sources from third-party vendors. We are a collaborative, data-driven, intellectually rigorous team responsible for coming up with investment ideas, codifying those ideas into signals, back-testing the signals, and producing return, risk and trading cost forecasts based on the signals to drive trading decisions.
Quantitative Developer Jay AnalytixQuantitative DeveloperJersey City, NJThe ideal candidate brings deep capital markets domain knowledge, strong engineering discipline, and the ability to collaborate closely with quants and traders in a fast-paced, hybrid environment. You will work at the intersection of finance and technology, translating sophisticated quantitative models into robust, production-quality code that directly supports trading and risk management decisions.
Quantitative Developer PoesisQuantitative DeveloperSan Francisco, CaliforniaYou’ll work alongside Poesis’ Chief Scientist, CEO and engineering leadership to turn large-scale data and quantitative research into models, signals and tools that drive investment decision-making. Poesis is the AI-native investment firm running autonomous agents that predict markets, construct portfolios, and manage risk.
Quantitative Developer - Equity Technologies Talent AlgoQuantitative Developer - Equity TechnologiesNew YorkBy constructing and maintaining this high-performance infrastructure used by these teams, this developer will enable new trading opportunities across businesses and regions, allowing the best possible execution performance. We are in search of a Quantitative Developer to join our team who is passionate about designing, architecting, and implementing low latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast.
Quantitative Developer (USA) Trexquant InvestmentQuantitative Developer (USA)New York, NYWorking closely with quantitative researchers, traders, and technology teams, you will own core analytics and market data infrastructure, productionize research models, and develop the backtesting, risk, and tooling capabilities that support the full investment lifecycle. This role will be instrumental in building and scaling the analytics platform that underpins research, portfolio construction, risk management, and trading across multiple asset classes, including equities, futures, options, ETFs, and other listed and derivative instruments.
Quantitative Developer IMCQuantitative DeveloperNew YorkAcross our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.
Quantitative Developer - Python IMCQuantitative Developer - PythonChicago, IllinoisAcross our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.
Quantitative Developer, Global Banking & Markets, Systematic Market Marking The Goldman Sachs Group IncQuantitative Developer, Global Banking & Markets, Systematic Market MarkingNew York, NY$150,000–$250,000 / yearJoin our engineering teams that build massively scalable software and systems, architect low latency infrastructure solutions, proactively guard against cyber threats, and leverage machine learning alongside financial engineering to continuously turn data into action. We''re committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs.
Quantitative Developer - Central Liquidity Strategies Millennium Management LLCQuantitative Developer - Central Liquidity StrategiesNY$160,000–$250,000 / year5+ years of professional experience in a front-office, financial services environment as a senior contributor 10+ years cumulative, professional experience A degree in computer science or a related field Strong background in data structures, algorithms, and object-oriented programming in C++, including: • Proficiency with new features of C++17/C++20/C++23 • Proficiency with multithreading and asynchronous environments • Strong understanding of low-latency and real-time system design and implementation • Strong understanding of Linux system internals and networking • Strong financial experience across multiple asset classes, with a focus on real-time low-latency trading systems for equities and futures • Familiarity with python forquantitative research and data-oriented processing • Familiarity with analysis of execution algorithm performance. By constructing and maintaining this high-performance framework, this developer will be directly involved in a critical path for high volume trading with a core focus on the best possible technical and economic performance.
Staff Quantitative Developer Clearwater AnalyticsStaff Quantitative DeveloperNew YorkAs a Risk Quantitative Developer, you will play a critical role within the Quant team, helping to enhance and expand our Multi-Asset-Class risk analytics capabilities, including instrument valuation and risk estimation methods. You will work closely with cross-functional teams of developers and interact directly with clients to deliver solutions that focus on both developers and end-users, with a primary emphasis on risk management.
Quantitative Developer, C++ I Low-Latency Systems Millennium Management LLCQuantitative Developer, C++ I Low-Latency SystemsNY$150,000–$200,000 / yearWe are seeking a highly skilled C++ developer to architect, build, and maintain the core signal computation and alpha Infrastructure for a newly formed systematic equities pod. You will work directly with the Portfolio Manager and quantitative researchers to translate alpha signals into production-ready, high-performance trading systems.
Research Associate, Quantitative Developer Bridgewater Associates LPResearch Associate, Quantitative DeveloperNew York City, NY$200,000–$250,000 / yearThis entails developing great investment strategies reflecting our expertise, generating alpha in the markets, researching and publishing our understanding of the macroeconomic environment, and designing solutions to help our clients invest across the region. Our investment process is driven by a tireless pursuit to understand how the world's markets and economies work - using cutting-edge technology to validate and execute on timeless and universal investment principles.
Quantitative Developer | Options Pricing | Experienced Hire Susquehanna International Group LLPQuantitative Developer | Options Pricing | Experienced HireBala Cynwyd, PATo meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies. In this role, you will work alongside our quantitative researchers and help with the development, implementation, and optimization of our options pricing models and pricing systems.
Quantitative Developer Intern 2027 Voloridge Investment ManagementQuantitative Developer Intern 2027Jupiter, FLWe incorporate advanced data science and mathematics into our systematic, market neutral investment strategies to exploit alpha opportunities we consider unique in financial markets. Our firm is comprised of award-winning predictive modelers, experienced data analysts, advanced technologists, and a group of dynamic business professionals.
Quantitative Developer - Equity Factor Model Risk Technology Millennium Management LLCQuantitative Developer - Equity Factor Model Risk TechnologyNY$175,000–$250,000 / yearMillennium is looking for an exceptional individual to join the Equity Factor Risk Model Technology team, which is responsible for building and enhancing the firm's equity portfolio analytics platform, including building internal factor model, supporting MSCI Barra equity factor risk models and the delivery of real-time analytics. The role offers strong learning potential, exposure to challenging technical problems, and the chance to contribute to impactful work at the intersection of engineering, data, and quantitative analytics.
Quantitative Developer | Trading team Jump Trading, LLCQuantitative Developer | Trading teamChicago, ILMonitor live systems in real time, act as a primary responder to production issues, and work closely with quantitative researchers and engineers to investigate, mitigate, and resolve incidents affecting trading, risk, or system stability. What Youll Do: Youll contribute to one or more of the following projects: Production Trading Systems and Live Operations: Own the reliability, observability, and operational performance of the firm's live trading environment during market hours.