$180 - $200/hr
Conduct quantitative analyses to evaluate fund managers, investment strategies, portfolio ... Collaborate with engineering and product teams to productionize analytical capabilities. * Identify ...
$180 - $200/hr
Conduct quantitative analyses to evaluate fund managers, investment strategies, portfolio ... Collaborate with engineering and product teams to productionize analytical capabilities. * Identify ...
Civil Engineer PE - Paducah
Paducah, KY · On-site
We were incubated by Founders Fund, like Anduril and Palantir before us, and are backed by top-tier ... a quantitative problem-solving environment. * Strong attention to detail, facilitation, team ...
Civil Engineer PE - Paducah
Paducah, KY · On-site
We were incubated by Founders Fund, like Anduril and Palantir before us, and are backed by top-tier ... a quantitative problem-solving environment. * Strong attention to detail, facilitation, team ...
Civil Engineer PE - Paducah
Paducah, KY · On-site
We were incubated by Founders Fund, like Anduril and Palantir before us, and are backed by top-tier ... a quantitative problem-solving environment. * Strong attention to detail, facilitation, team ...
Civil Engineer PE - Paducah
Paducah, KY · On-site
We were incubated by Founders Fund, like Anduril and Palantir before us, and are backed by top-tier ... a quantitative problem-solving environment. * Strong attention to detail, facilitation, team ...
... engineers, hydrologists, meteorologists, and producers, and vi) be a research partner to the ... Outstanding written and verbal communication skills are required as are strong quantitative skills.
... engineers, hydrologists, meteorologists, and producers, and vi) be a research partner to the ... Outstanding written and verbal communication skills are required as are strong quantitative skills.
... engineers, hydrologists, meteorologists, and producers, and vi) be a research partner to the ... Outstanding written and verbal communication skills are required as are strong quantitative skills.
... engineers, hydrologists, meteorologists, and producers, and vi) be a research partner to the ... Outstanding written and verbal communication skills are required as are strong quantitative skills.
Research Data Analysis Librarian
Lexington, KY · On-site
$57K/yr
... quantitative methods. • Develops and shares best practices for data refinement, analysis ... Employment at UK is subject to fund availability and comes with comprehensive rewards, focusing on ...
Research Data Analysis Librarian
Lexington, KY · On-site
$57K/yr
... quantitative methods. • Develops and shares best practices for data refinement, analysis ... Employment at UK is subject to fund availability and comes with comprehensive rewards, focusing on ...
Hedge Fund Quantitative Developer information
What is a hedge fund quantitative developer?
Hedge Fund Quantitative Developers, often called 'quant devs,' are professionals who create and maintain complex computer models and software used by hedge funds to analyze financial data, develop trading strategies, and manage risk. They combine expertise in programming, mathematics, and finance to translate quantitative trading ideas into reliable, efficient code. Their work enables hedge funds to process large datasets, backtest strategies, and execute trades at high speeds. Quantitative developers often collaborate closely with quantitative analysts and traders to implement and optimize algorithms in real-time trading systems.
What is the difference between Hedge Fund Quantitative Developer vs Quantitative Analyst?
| Aspect | Hedge Fund Quantitative Developer | Quantitative Analyst |
|---|---|---|
| Primary Role | Develops and implements trading algorithms and models for hedge funds | Analyzes data to inform trading strategies and risk management |
| Skills & Credentials | Strong programming, quantitative skills, often with advanced degrees in math, finance, or computer science | Quantitative skills, statistical analysis, often with similar educational background |
| Work Environment | Fast-paced hedge fund setting, collaborative with traders and developers | Research-focused, often in financial institutions or asset management firms |
Hedge Fund Quantitative Developers focus on building and optimizing trading systems, while Quantitative Analysts primarily analyze data to support trading decisions. Both roles require strong quantitative skills and advanced degrees, but their day-to-day tasks and focus areas differ within the finance industry.
What are the key skills and qualifications needed to thrive as a hedge fund quantitative developer?
To thrive as a Hedge Fund Quantitative Developer, you need strong quantitative analysis skills, programming expertise (often in Python, C++, or Java), and a solid educational background in mathematics, statistics, or a related field. Familiarity with financial modeling, data analytics platforms, and version control systems like Git is typically required, along with experience using libraries such as NumPy, pandas, or TensorFlow. Exceptional problem-solving, adaptability, and effective communication skills help you stand out by collaborating with traders and other developers. These competencies are essential for developing robust trading algorithms, optimizing strategies, and ensuring successful integration within fast-paced financial environments.
What are some common challenges faced by hedge fund quantitative developers and how can I prepare for them?
Hedge Fund Quantitative Developers often encounter the challenge of balancing rapid prototyping with robust, production-level code, especially in fast-paced trading environments. You'll frequently need to collaborate with quants, traders, and IT teams to translate research ideas into scalable, efficient systems while ensuring data integrity and low-latency performance. Staying updated on the latest financial modeling techniques and mastering programming languages commonly used in the industry (such as Python, C++, or Java) can help you meet these demands. Additionally, being proactive about code reviews, testing, and documentation will set you apart in this highly collaborative and dynamic role.
What are popular job titles related to Hedge Fund Quantitative Developer jobs in Kentucky?
For Hedge Fund Quantitative Developer jobs in Kentucky, the most frequently searched job titles are:
What job categories do people searching Hedge Fund Quantitative Developer jobs in Kentucky look for?
The top searched job categories for Hedge Fund Quantitative Developer jobs in Kentucky are:
What cities in Kentucky are hiring for Hedge Fund Quantitative Developer jobs?
Cities in Kentucky with the most Hedge Fund Quantitative Developer job openings:
$180 - $200/hr
Other
Medical, Life, Retirement, PTO
Posted 10 days ago
Job description
Position Summary
#J-18808-LjbffrJoin our dynamic Investment Data Science Team as an Embedded Data Scientist to partner directly with investment professionals across Primaries, Secondaries, and Co-Investments. This role sits at the intersection of investing, data science, artificial intelligence, and product development. The successful candidate will work alongside deal teams to develop analytical frameworks, generate proprietary investment insights, and build scalable products that enhance investment decision‑making. Unlike traditional data science roles, this position requires the ability to operate as both a technical expert and a strategic thought partner. The ideal candidate can move seamlessly between developing machine learning models and engaging with investment professionals on questions related to manager selection, fund evaluation, portfolio construction, investment pricing, and market intelligence. This individual will help advance several strategic initiatives, including GP Scoring, OneDay Pricing, AI‑powered diligence workflows, portfolio intelligence, and market signal generation.
Primary Responsibilities- Partner directly with investment professionals across Primaries, Secondaries, and Co‑Investments to support live investment opportunities.
- Translate investment questions into analytical frameworks, models, and actionable insights.
- Conduct quantitative analyses to evaluate fund managers, investment strategies, portfolio performance, and market opportunities.
- Present findings and recommendations to investment teams and senior leadership.
- Develop and enhance proprietary GP Scoring methodologies used to evaluate private equity managers.
- Build scalable analytical products that integrate into AlpInvest's investment workflows.
- Design and deploy machine learning, statistical, and AI‑driven solutions to improve investment decision‑making.
- Contribute to the development of One‑Day Pricing capabilities for LP interest transactions.
- Support creation of market intelligence, portfolio monitoring, and company intelligence products.
- Develop and improve predictive models leveraging structured and unstructured investment datasets.
- Apply modern AI techniques, including LLMs, agent‑based workflows, and retrieval systems, to investment research and diligence processes.
- Collaborate with engineering and product teams to productionize analytical capabilities.
- Identify opportunities to automate workflows and improve scalability across investment processes.
- Build strong relationships with investment professionals and become a trusted advisor across business lines.
- Gather requirements, prioritize opportunities, and translate business needs into technical solutions.
- Communicate complex analytical concepts to both technical and non‑technical audiences.
- Help drive adoption of data science products and insights throughout the organization.
- 8+ years of overall relevant technical experience.
- Experience in Data Science, Machine Learning, Quantitative Analytics, Applied AI, or related fields, with a proven track record of success.
- Experience building and deploying production‑grade analytical products and models.
- Demonstrated ability to work directly with senior business stakeholders and solve complex business problems.
- Experience operating in highly ambiguous environments and managing multiple priorities simultaneously.
- Strong programming skills in Python and experience with modern data science libraries and frameworks.
- Deep understanding of statistical modeling, machine learning, experimentation, and predictive analytics.
- Experience working with structured and unstructured datasets at scale.
- Familiarity with cloud‑based analytics environments and modern data platforms.
- Experience applying generative AI, LLMs, or agent‑based systems is strongly preferred.
- Experience within private equity, asset management, investment management, alternative investments, financial services, or investment technology.
- Familiarity with investment performance metrics, portfolio analytics, fund structures, or manager evaluation frameworks.
- Experience developing products that combine quantitative analysis with business decision‑making.
The compensation range for this role in New York is $180,000 to $200,000 base salary. In addition to the base salary, the hired professional will enjoy a comprehensive benefits package spanning retirement benefits, health insurance, life insurance and disability, paid time off, paid holidays, family planning benefits and various wellness programs. Additionally, the hired professional may also be eligible to participate in an annual discretionary incentive program, the award of which will be dependent on various factors, including, without limitation, individual and organizational performance.