We're hiring a Quantitative Developer (Data) to build data infrastructure for alpha generation and portfolio decisions. The role requires expertise in large-scale data engineering, quantitative research, and production trading systems. Key requirements include experience in quantitative development, data engineering, or software engineering, and expertise in Python, C++, and time-series databases.
Key Highlights
Key Responsibilities
Technical Skills Required
Benefits & Perks
Nice to Have
Job Description
Our client, one of leading global institutional investor, is expanding its systematic investment and data capabilities. We’re partnering with them to hire a Quantitative Developer (Data) to sit at the intersection of large-scale data engineering, quantitative research, and production trading systems.
This is not a back-office IT role. You’ll build the data infrastructure that directly powers alpha generation and portfolio decisions across global markets.
Level: VP /SVP/Lead / Senior Associate / Associate, depending on experience
What You’ll Build & Own
- Design, build, and optimize high-performance data pipelines for market, fundamental, alternative, and reference data at petabyte scale
- Develop Python/C++ libraries and APIs used by quant researchers and portfolio managers for strategy research and live trading
- Architect real-time and batch data platforms with low-latency requirements and 99.99% reliability
- Implement data quality, lineage, and governance frameworks critical for investment decisions
- Collaborate with Quant Researchers to productionize signals, backtesting frameworks, and portfolio construction tools
- Drive automation of data onboarding, normalization, and feature generation across asset classes
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What You Bring
Must-haves:
- Experience in quantitative development, data engineering, or software engineering within hedge funds, asset management, prop trading, or top-tier fintech
- Expert-level Python and strong C++ or Java for performance-critical systems
- Deep experience with time-series databases: KDB+/q, ArcticDB, InfluxDB, or similar
- Hands-on with distributed computing: Spark, Dask, Ray, or Flink
- Strong understanding of market data, financial instruments, and quant research workflows
- Experience building production systems on Linux with DevOps: Git, CI/CD, Docker, K8s
- Bachelor’s/Master’s/PhD in Computer Science, Math, Physics, Engineering, or related quantitative field
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Nice-to-haves:
- Exposure to cloud: AWS/GCP/Azure at scale
- Knowledge of statistical modeling, machine learning, or optimization libraries
- Experience with tick data, order book reconstruction, or alternative datasets
- Low-latency programming and hardware optimization
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Why Join Our Client
- Impact: Your code ships to production and influences multi-billion dollar portfolios
- Scale: Work with some of the largest, cleanest financial datasets in the world
- Talent: Collaborate with PhDs, former FAANG engineers, and top-tier quants
- Compensation: Top-quartile base + performance bonus + long-term incentives. Tax-free income in UAE
- Benefits: Relocation support, family visa, premium healthcare, education allowance, 30+ days annual leave
- Growth: Clear path to Staff/Principal Quant Dev or move into Quant Research
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