Quantitative Software Engineer

Senior Quantitative Software Engineer – Q One – Market Intelligence Operating System Location: Remote / Hybrid (Preferred U.S.) Employment Type: Full-Time Compensation: Competitive Salary + Equity + Performance Bonus About Q One Q One is building an AI-powered Market Intelligence Operating System designed to transform market data into actionable investment intelligence. Our platform combines real-time data, quantitative research, machine learning, and advanced analytics to help investors and institutions make better decisions. We are seeking a Senior Quantitative Software Engineer to build the core research, modeling, backtesting, and trading infrastructure that powers the next generation of market intelligence.

Responsibilities Design and develop quantitative trading and research systems. Build large-scale backtesting and simulation frameworks. Develop signal generation and alpha discovery pipelines.

Engineer portfolio construction and risk management systems. Create execution and trade analytics infrastructure. Build tools for quantitative researchers and AI models.

Optimize systems for speed, scalability, and reliability. Collaborate closely with data engineers, AI engineers, and platform architects. Contribute to the long-term technical vision of the Q One platform.

Must-Have Qualifications Quantitative Experience 5+ years of experience building quantitative research or trading systems. Strong understanding of: Market microstructure Statistical analysis Portfolio construction Risk management Backtesting methodologies Performance attribution Programming Expert proficiency in: Python SQL Strong experience in one or more: C++ Rust Java Quantitative Libraries Experience with: Pandas NumPy SciPy PyTorch TensorFlow Scikit-learn Data Experience Tick-level market data Time-series analysis Real-time streaming data Large-scale historical datasets Infrastructure Experience with: Git Docker Kubernetes Cloud platforms (AWS, Azure, or GCP) Strongly Preferred Previous experience at: Citadel Securities Jane Street Hudson River Trading Jump Trading DRW IMC Trading Tower Research SIG Two Sigma Millennium Management OR Graduates from: Carnegie Mellon MIT Stanford Berkeley Princeton Georgia Tech UIUC What Success Looks Like First 90 Days Deliver production-ready research framework. Implement institutional-grade backtesting environment.

Build initial alpha signal library. Integrate research systems with Q One data platform. First 12 Months Develop scalable quantitative research infrastructure.

Support AI-driven signal generation. Improve portfolio construction and risk models. Help power the intelligence engine behind the Q One platform.

Ideal Candidate You are equally comfortable discussing statistics, machine learning, software architecture, and market behavior. You have built systems that transform massive amounts of financial data into measurable investment insights and understand how to move research from idea to production. #J-18808-Ljbffr