2-5YOE as Quant Developer or QR who is good at dev in hedge fund or bank prop desk in mid-frequency stats arbitrage or event-driven strategies
Experience of Owning full stack development framework of data pipeline, research back-testing, portfolio optimization, corporate action handling, and production strategy workflows
Solid Coding Skills in Python and hands-on experience with database and workflow management tools (i.e. AWS, PostgreSQL, git)
Good understanding of mid-frequency equities strategies; Experience with index rebalance is a plus
Responsibilities:
Build/maintain research and production pipelines including event monitoring, data pipeline, signal generation, historic backtest, portfolio optimization, trade file generation to pnl/position reconciliation.
Implement accurate corporate action handling (splits, dividends, spin-offs, mergers, etc.) across raw/adjusted data, backtests, and live positions.
Develop and maintain portfolio optimization workflows with real constraints (limits, borrow, costs, event risk, exposures).
Automate reproducible workflows (versioning, testing, orchestration) and ensure production reliability (monitoring, alerting, incident response).
Partner closely with the PM to implement event ideas, risk controls, and optimizationobjectives in production-grade code.
