We are seeking a Senior Quantitative Developer to join the firm’s Quantitative Development & Data team (QDD). This team is responsible for architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management. Responsibilities: • Architect and build scalable web services and distributed systems for applications and front office users (FastAPI, ECS) • Build front end tools web dashboards (Flask, Django) for market monitoring, trade screening and risk management. • Engineer large timeseries and data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation • Build and maintain quant libraries in Python. • Promote best coding practices within the firm Requirements • Bachelor's degree in quantitative field (Computer Science, Mathematics or Engineering) • 10+ years of relevant experience in hedge Funds, investment banks or financial services domain • Excellent quantitative reasoning and software design • Strong Python skills • Demonstrated experience with high-efficiency programming and multi-threading • Clear grasp of SQL and relational database fundamentals • Ability to multitask and produce high-quality code • Strong verbal and written communication skills • Operates with the highest degree of ethics and integrity Nice to have: • Knowledge of financial instruments & data: FX, Futures, Interest Rates derivatives, Options • AWS practitioner experience • Experience in another object-oriented language such as C#, Java or C++ • Front end design experience