Goldman Lloyds
Trading Systems Engineer
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Quantitative Developer – Systematic Arbitrage | Leading Hedge Fund | New York | Hybrid
We are working confidentially with a leading hedge fund to identify a Quantitative Developer for a rare seat on their systematic arbitrage desk. This is a high-impact individual contributor role working directly alongside a senior portfolio manager — building the quantitative infrastructure that powers systematic arbitrage strategies across multiple asset classes.
The Role
You will sit at the intersection of quantitative research and production engineering — partnering directly with a senior PM to translate complex arbitrage strategies into robust, production-grade systems. This is not a back-office or support function. Your code feeds directly into live trading decisions and your engineering judgment shapes how strategies are developed, tested, and deployed.
What You'll Be Doing
- Designing and building production-grade quantitative systems supporting systematic arbitrage strategies
- Working directly alongside a senior portfolio manager to translate strategy research into production implementations
- Developing and maintaining backtesting and signal research frameworks for systematic arbitrage
- Building high-performance data pipelines handling real-time and historical market data across asset classes
- Applying rigorous OOP design — clean architecture, design patterns, and system design fundamentals across all deliverables
- Productionising quantitative models — taking research-grade code and engineering it into reliable, maintainable production systems
- Contributing to strategy analytics, performance attribution, and risk monitoring infrastructure
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What We Are Looking For
- Strong Python or C++ proficiency in a production quantitative environment
- Deep object-oriented design fundamentals — design patterns, system architecture, and clean code principles applied instinctively
- Algorithms and data structures — reached for with purpose, not theoretically
- Experience building production quantitative systems in a hedge fund, prop trading, or systematic investment environment
- Direct experience working alongside portfolio managers or quant researchers in a desk-aligned capacity
- Backtesting framework experience — ideally built rather than configured
- Strong mathematical foundations — statistics, linear algebra, and numerical methods applied to systematic strategies
- Genuine intellectual curiosity about systematic arbitrage and market inefficiencies
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Beneficial
- Experience across multiple asset classes — equities, fixed income, derivatives, or crypto arbitrage
- Familiarity with execution and order management systems relevant to systematic strategies
- Low-latency systems experience where execution speed matters
- Prior systematic arbitrage or statistical arbitrage research or implementation experience
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