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Hedge Fund Quantitative Developer Jobs (NOW HIRING)

Point72

Fund Flow Quantitative Developer

Stamford, NY · On-site

Point72 is looking for a Quantitative Developer to join its Fund Flow Research team. The Fund Flow Group provides best in class flow and positioning indicators to help PMs, analysts, and traders ...

Northern Trust

Hedge Fund Risk Manager

Chicago, IL · On-site

$80K - $133K/yr

Conduct risk-focused due diligence on hedge fund managers * Evaluate strategy risk, leverage ... Strong analytical and quantitative skills * Ability to interpret limited transparency data

Northern Trust

Hedge Fund Risk Manager

Chicago, IL · On-site

$80K - $133K/yr

Conduct risk-focused due diligence on hedge fund managers * Evaluate strategy risk, leverage ... Strong analytical and quantitative skills * Ability to interpret limited transparency data

Northern Trust

Hedge Fund Risk Manager

Chicago, IL · On-site

$80K - $133K/yr

Conduct risk-focused due diligence on hedge fund managers * Evaluate strategy risk, leverage ... Strong analytical and quantitative skills * Ability to interpret limited transparency data

IMC

Quantitative Developer

New York, NY · On-site

$200K - $225K/yr

IMC is looking for a Quantitative Developer to own the full path from research to production. This ... fund * Strong production experience in Python and C++, including data analysis workflows (pandas ...

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Hedge Fund Quantitative Developer information

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$240.5K

How much do hedge fund quantitative developer jobs pay per year?

As of Jul 24, 2026, the average yearly pay for hedge fund quantitative developer in the United States is $210,625.00, according to ZipRecruiter salary data. Most workers in this role earn between $187,500.00 and $233,800.00 per year, depending on experience, location, and employer.

What are Hedge Fund Quantitative Developers?

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?

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 the key skills and qualifications needed to thrive as a Hedge Fund Quantitative Developer, and why are they important?

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.
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Hedge Fund Quantitative Developer jobs near you
Infographic showing various Hedge Fund Quantitative Developer job openings in the United States as of July 2026, with employment types broken down into 83% Full Time, 3% Part Time, 1% Temporary, and 13% Contract. Highlights an 80% Physical, 5% Hybrid, and 15% Remote job distribution, with an average salary of $210,625 per year, or $101.3 per hour.
Quantitative Researcher at HFT Hedge Fund Algorithmic Trading Boston

Quantitative Researcher at HFT Hedge Fund Algorithmic Trading Boston

Domeyard LP

Boston, MA • On-site

Full-time

Posted 14 days ago

Job description

Company Description
Domeyard, LP is a quantitative hedge fund startup based in Boston, Massachusetts. We focus on developing low latency technologies to achieve extremely consistent, long-term capital growth enabling us to save millions of dollars for market investors each year. Our trading strategies are derived from the latest advances in high-performance computing and data analysis, making us one of the fastest market participants in the world. Domeyard operates around the clock, trading a diverse range of asset classes, including equities, futures, fixed income instruments, energy products and commodities. Innovation is our main differentiator: on any given day, we process more order messages than Google searches and Twitter messages combined. Our continuous pursuit of improvement to our technology enables us to uncover opportunities that are grossly inaccessible to mainstream fund managers and their investment vehicles. For its notable role in the industry, Domeyard is also the protagonist of Harvard Business School's first case study about high frequency trading.
Job Description
Bonus! Apply through our website: http://grnh.se/83ospm
Bridging Mathematics and Low-Latency Trading
Domeyard is seeking a Quantitative Researcher with significant experience in developing low latency statistical arbitrage or market making strategies. You will be joining the core of a company with a single, monolithic HFT team. The ideal candidate is someone who is intellectually curious and loves solving mathematical problems - you might have considered pursuing an academic career at some point and you are looking at this job posting because you are enticed by the fast feedback loop in our field.
What you'll be doing:
  • Building low latency liquidity taking or market making strategies from end-to-end.
  • Developing mathematical models to solve difficult stochastic problems.
  • Analyzing convergence and boundedness properties of algorithms and estimates.
  • Translating your models to fast computational methods.
  • Collaborating with researchers and developers to implement all of the above.

You must meet both of these minimum requirements:
  • 3+ years work experience in high-frequency trading at a leading hedge fund or proprietary trading firm.
  • Experience with direct responsibility in construction of alpha signals or monetization for latency-sensitive, capacity-constrained strategies.

Qualifications
In addition, here are some of the attributes that we're looking for:
  • History of peer-reviewed publications in optimization, algorithms, statistics, numerical analysis, signal processing, operations research, or a related field.
  • Graduate-level degree in any scientific, mathematical or engineering discipline.
  • Programming experience with C++ in a UNIX-based environment.
  • Experience using data analysis tools in Python or R.
  • Intense passion for solving quantitative problems.
  • Recent track record with low variance in PnL at high % of ADV.
  • Working familiarity with low latency architecture.
  • Knowledge in futures, cash equities or cash FX markets.

Additional Information
***IMPORTANT: Please apply via the link below (takes <5 minutes)***
http://grnh.se/83ospm

Apply