Lead Quantitative Developer - Statistical Arbitrage

Company: Campbell North Ltd.
Location: New York
Posted on: May 20, 2025

Job Description:

I'm currently partnered with a highly successful systematic multi-strategy hedge fund that is looking to enter the mid-frequency quant equity markets as their next stage of growth. As such, a key early hire for this business is a Quantitative Developer to take ownership of and build out the systems for the full investment workflow, from research and analytics to live trading.
Since the role involves a complete build-out of the systems from the ground up, the firm is seeking a candidate with holistic experience in building research systems.
Ideal Candidate Profile:

• BS/MS in Computer Science, Engineering, Mathematics, Physics, or related fields.
  
• Advanced proficiency in Python, with experience in modern data science tools. Familiarity with C++, R, and web frameworks (Node.js, React, etc.) is a plus.
  
• 3+ years in the financial industry in a quantitative or technical role, preferably working closely with investment teams.
  
• Experience with large-scale financial datasets, high-performance research workflows, and live trading systems.
  
• Ability to interface effectively with investment professionals.
  
• Excellent problem-solving skills with a clear understanding of the business value derived from technical solutions.
  
  #J-18808-Ljbffr

Keywords: Campbell North Ltd., Trenton , Lead Quantitative Developer - Statistical Arbitrage, IT / Software / Systems , New York, New Jersey