
This principal-level role within the Quantitative Research & Investments Technology team focuses on designing and building a scalable portfolio optimization and back-testing ecosystem. The position involves hands-on development of low-latency systems using Python and microservices, alongside architecting solutions on AWS with CI/CD practices. Key responsibilities include collaborating with quantitative researchers to translate complex requirements into robust software, optimizing financial models, and mentoring engineering teams. The opportunity appeals to candidates seeking to work on industry-scale financial systems within a culture that prioritizes professional growth, offering extensive educational assistance and comprehensive benefits. The role is based at the company's headquarters with opportunities for cross-functional engagement across the organization.















