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Hedge Fund Quantitative Developer Jobs in Missouri

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 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 is the difference between Hedge Fund Quantitative Developer vs Quantitative Analyst?

AspectHedge Fund Quantitative DeveloperQuantitative Analyst
Primary RoleDevelops and implements trading algorithms and models for hedge fundsAnalyzes data to inform trading strategies and risk management
Skills & CredentialsStrong programming, quantitative skills, often with advanced degrees in math, finance, or computer scienceQuantitative skills, statistical analysis, often with similar educational background
Work EnvironmentFast-paced hedge fund setting, collaborative with traders and developersResearch-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 popular job titles related to Hedge Fund Quantitative Developer jobs in Missouri?

For Hedge Fund Quantitative Developer jobs in Missouri, the most frequently searched job titles are:

What job categories do people searching Hedge Fund Quantitative Developer jobs in Missouri look for?

The top searched job categories for Hedge Fund Quantitative Developer jobs in Missouri are:

What cities in Missouri are hiring for Hedge Fund Quantitative Developer jobs?

Cities in Missouri with the most Hedge Fund Quantitative Developer job openings:

Infographic showing various Hedge Fund Quantitative Developer job openings in Missouri as of August 2026, with employment types broken down into 84% Full Time, 2% Part Time, and 14% Contract. Highlights an 80% Physical, 6% Hybrid, and 14% Remote job distribution.

Hedge Funds and Liquid Alternatives Assistance Vice President

Saint Louis, MO • On-site


Stifel
Commercial Banking • 201 - 500 employees

8.3

Company rating: 8.3 out of 10

Based on 22 frontline employees who took The Breakroom Quiz

People enjoy working here

Good employer

Respectful managers


Full-time

Medical, Dental, Vision, Life, Retirement, PTO

Posted 2 days ago

New


Job description

The Hedge Funds and Liquid Alternatives Assistance Vice President (AVP) is responsible for sourcing, monitoring and evaluating various hedge fund and liquid alternative investment products, which includes hedge funds, liquid alternative mutual funds, long-only limited partnerships, tax-deferral products, and other alternative investment products. The AVP is also responsible for producing detailed commentary, constructing proposals and ensuring platform coverage in concert with the Manager, Hedge Funds and Liquid Alternative Investments. The position entails building ad hoc reports, updating databases and adapting to the various needs of the department with a high degree of versatility – presenting product, strategy and market commentary with a high degree of professionalism to meet/assist the broader team. This role includes interaction with Financial Advisors and their clients. The Assistant Vice President (AVP) is responsible for sourcing, evaluating, monitoring, and supporting a broad range of alternative investment and tax-aware solutions, including hedge funds, liquid alternative mutual funds, private funds, long-only limited partnerships, exchange funds, tax-aware long/short strategies, opportunity zone funds, 721 exchange strategies, 1031 exchange-related solutions, tax-managed separately managed accounts (SMAs), and other tax-deferral and tax-efficient investment products.


• Responsible for initial underwriting of hedge fund, liquid alternatives and various tax strategies, culminating in the preparation and presentation of initial investment due diligence memoranda to Stifel’s Alternative Investment Working Group.
• Responsible for initial underwriting and ongoing due diligence of hedge funds and tax-aware investment solutions, including Exchange Funds, Opportunity Zone Funds, 721 Exchange strategies, Tax-Aware Long/Short SMAs, Tax-Aware Hedge Fund strategies, and other tax-efficient investment vehicles.
• Conduct ongoing due diligence of hedge fund and liquid alternative investment products, producing internal research reports.
• Prepare quantitative analysis and complementary reports to support and highlight research.
• Present in meetings and/or internal calls to financial advisors.
• Ensure proprietary databases are maintained and appropriately updated.
• Produce strategy highlights on hedge fund and liquid alternative investment strategies.
• Engage with industry contacts on new fund launches and developments.
• Lead and/or assist originating, structuring, and on-boarding new products.
• Prepare, schedule and produce in meetings with product management teams, reviewing product materials, and maintaining detailed notes and files.
• Maintain internal website pages for assigned products and assist with cross-departmental initiatives.


• Expert knowledge of hedge fund investment concepts, strategies, and risks.
• Expert knowledge of private placement concepts and regulations.
• Advanced knowledge of global financial markets and the global investment landscape.
• Advanced understanding of investment instruments and portfolio construction techniques.
• Ability to present in a professional context and to large audiences of financial professionals.
• Ability to cogently explain complex products and situations, both verbally and in writing.
• Ability to navigate operate independently with professional judgment and discretion.
• Ability to travel and execute research initiatives with high attention to detail.


• Minimum Required: Bachelor's degree in Finance, Business, or a related field, or equivalent experience.
• Minimum Required: 3+ years' relevant work experience; hedge fund strategies and related concepts experience preferred.


• Minimum Required: Series 7 or ability to obtain within 12 months of hire date.
• Preferred: CFA, CAIA, CFP designations.


• Proficient in Microsoft Office product suites.
• Familiarity with Morningstar Direct is preferred.
• Familiarity with Bloomberg is preferred.
• Familiarity with PowerBi and computer programming languages or concepts is preferred.


Stifel is more than 130 years old and still thinking like a start-up.  We are a global wealth management and investment banking firm serious about innovation and fresh ideas.  Built on a simple premise of safeguarding our clients’ money as if it were our own, coined by our namesake, Herman Stifel, our success is intimately tied to our commitment to helping families, companies, and municipalities find their own success.

While our headquarters is in St. Louis, we have offices in New York, San Francisco, Baltimore, London, Frankfurt, Toronto, and more than 400 other locations.  Stifel is home to approximately 9,000 individuals who are currently building their careers as financial advisors, research analysts, project managers, marketing specialists, developers, bankers, operations associates, among hundreds more.  Let’s talk about how you can find your place here at Stifel, where success meets success.

At Stifel we offer an entrepreneurial environment, comprehensive benefits package to include health, dental and vision care, 401k, wellness initiatives, life insurance, and paid time off.

Stifel is an Equal Opportunity Employer.



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