
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 using industry libraries, and mentoring engineering teams. The opportunity appeals to candidates seeking to work on high-impact financial technology at scale within a culture that prioritizes professional growth, comprehensive benefits, and work-life balance.




















