Albert Bow
Quantitative Developer
New York, New York, US
Role snapshot
Albert Bow is hiring a Quantitative Developer on a full-time basis. This is a role based in New York, New York, US.
- Company
- Albert Bow
- Location
- New York, New York, US
- Job type
- Full-time
- Posted
- Nov 2, 2026
Who this role suits
The listing does not state a required experience level here. Read the requirements in the description below and apply if they match your background.
How to prepare your application
- Match your résumé to the requirements in the description, using the same wording where it is honest to do so.
- Prepare a short example for each requirement you meet, and be ready to explain any you only partly meet.
- Read what Albert Bow publishes about its product or team, so you can say clearly why this role and this company.
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About the role
We’re looking for a Quantitative Developer to build and scale the analytics and infrastructure supporting quantitative research, portfolio construction, risk management, and systematic trading across multiple asset classes.
This is a highly technical role combining C++ software engineering, quantitative finance, market data, and trading infrastructure.
What you’ll be doing:
Build and maintain analytics platforms supporting equities, futures, options, ETFs, and other instruments
Productionize quantitative research models for backtesting and live trading
Design scalable systems for large-scale market and risk data
Build and improve backtesting and simulation infrastructure
Develop risk, P&L, and portfolio analytics
Build tools, GUIs, and applications for quantitative researchers and traders
Optimize performance, scalability, and reliability
Work directly with quantitative researchers and portfolio managers to turn research ideas into production systems
Key requirements:
Strong, demonstrable C++ engineering skills
Solid understanding of financial markets and options
Experience working with options market data
Understanding of implied volatility surfaces and options pricing
Experience building or significantly improving backtesting infrastructure
Strong problem-solving and software engineering skills
STEM degree: BS/MS/PhD
Strong fit: C++ developers with experience in quant trading, options, market data, backtesting, trading systems, or quantitative research infrastructure.