Description

A leading global proprietary trading firm is seeking a Research Engineer to join a high‑performing team within its systematic Fixed Income, Commodities, and Currencies (FICC) group. This team operates at the intersection of quant research, software engineering, and systematic trading, building the platforms and tooling that power mid‑frequency quantitative strategies deployed across global markets.

What We're Looking For

• Strong Python engineering experience (pandas, numpy, vectorized workflows, software design)
• Background in quantitative research engineering, quant development, or systematic trading support
• Experience building backtests, research tools, data pipelines, or simulation frameworks
• Understanding of FICC markets (rates, FX, commodities, credit) - or strong willingness to learn
• Solid computer science fundamentals: data structures, algorithms, debugging, profiling
• Comfort with distributed systems, parallel compute, and research workflow acceleration
• Curiosity, ownership, and the desire to work in a fast‑paced trading environment
• Ability to work fully on-site in a collaborative, front‑office setting

Ideal Backgrounds Include

• Systematic quant dev / research engineering at a hedge fund or prop firm
• Python research platform roles at multi‑strategy funds
• FICC quant engineering (rates, FX, commodities, credit)
• Strong software engineers from industry with quant/data experience and a passion for markets

$350,000 - $650,000 total compensation, depending on experience, performance, and seniority.