Mid Level Quantitative Developer Jobs
Mid level quantitative developer jobs go to professionals ready to own model development end to end, mentor junior teammates, and drive analytical decisions with limited oversight. Hiring runs 8% remote or hybrid across Investment & Asset Management, Banking & Financial Services, and Staffing & Recruiting, with employers like Saragossa, Trexquant Investment LP, and QUANTEAM - North America (RAINBOW PARTNERS Group) competing for quantitative developers at this level now.
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Showing 5 of 14+ Mid Level Quantitative Developer jobs
INTRODUCTION
Quantitative Developers work closely with Quantitative Researchers, Portfolio Management and other teams to develop, evolve, and maintain core components and systems within the quantitative research and production life cycles. They develop components such as optimizers; tools and computing frameworks like simulation and backtesting platforms; and systems including market data ingestion, trading execution, and order management. They are responsible for the end-to-end implementation and support of model execution, portfolio construction and management based on mathematical and computer science methodologies.
Responsibilities
- Develop quantitative research platforms and tools, such as simulation and backtesting systems, to support quantitative research computations in both interactive and batch-processing modes.
- Participate in algorithm research and implementation optimization for workflows like portfolio optimization, based on a deep understanding of business logic and engineering expertise.
- Build, optimize, and maintain low-latency trading pipelines and order execution systems, particularly within the context of global markets.
- Utilize or develop high-performance and parallel computing frameworks or libraries to optimize the performance of trading components in both research and production environments.
- Contribute to emerging business areas, including new investment horizons, trading frequencies, asset classes, and global markets.
QUALIFICATIONS
- Bachelor’s degree or above, majoring in Computer Science, Software Engineering, Mathematics, or related STEM fields.
- Solid foundation in algorithms, data structures, and proficiency in software development within Linux environments.
- 3+ years of experience in quantitative software engineering, with proven experience in designing and developing research and production quantitative systems. Strong project management skills.
- Hands-on professional experience with modern C++ or Python, including concurrent and parallel programming.
PREFERRED QUALIFICATIONS
- Experience in U.S. futures and equities markets and relevant quantitative trading systems.
- Deep understanding of low-latency, production trading software systems.
- Experience with quantitative research systems, linear algebra, numerical computations, and numerical optimization.
- Experience applying high-performance computing techniques to process large-scale time-series financial datasets.
- Experience with GPU computing and distributed computing.
- Solid understanding of computer science fundamentals such as architecture, OS and compilers.
- Experience with machine learning frameworks such as PyTorch.
INTRODUCTION
Quantitative Developers work closely with Quantitative Researchers, Portfolio Management and other teams to develop, evolve, and maintain core components and systems within the quantitative research and production life cycles. They develop components such as optimizers; tools and computing frameworks like simulation and backtesting platforms; and systems including market data ingestion, trading execution, and order management. They are responsible for the end-to-end implementation and support of model execution, portfolio construction and management based on mathematical and computer science methodologies.
Responsibilities
- Develop quantitative research platforms and tools, such as simulation and backtesting systems, to support quantitative research computations in both interactive and batch-processing modes.
- Participate in algorithm research and implementation optimization for workflows like portfolio optimization, based on a deep understanding of business logic and engineering expertise.
- Build, optimize, and maintain low-latency trading pipelines and order execution systems, particularly within the context of global markets.
- Utilize or develop high-performance and parallel computing frameworks or libraries to optimize the performance of trading components in both research and production environments.
- Contribute to emerging business areas, including new investment horizons, trading frequencies, asset classes, and global markets.
QUALIFICATIONS
- Bachelor’s degree or above, majoring in Computer Science, Software Engineering, Mathematics, or related STEM fields.
- Solid foundation in algorithms, data structures, and proficiency in software development within Linux environments.
- 3+ years of experience in quantitative software engineering, with proven experience in designing and developing research and production quantitative systems. Strong project management skills.
- Hands-on professional experience with modern C++ or Python, including concurrent and parallel programming.
PREFERRED QUALIFICATIONS
- Experience in U.S. futures and equities markets and relevant quantitative trading systems.
- Deep understanding of low-latency, production trading software systems.
- Experience with quantitative research systems, linear algebra, numerical computations, and numerical optimization.
- Experience applying high-performance computing techniques to process large-scale time-series financial datasets.
- Experience with GPU computing and distributed computing.
- Solid understanding of computer science fundamentals such as architecture, OS and compilers.
- Experience with machine learning frameworks such as PyTorch.
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Who's Hiring
Top Industries Hiring
- Investment & Asset Management
- Banking & Financial Services
- Staffing & Recruiting
- Technology & Software
- Government & Public Sector
Mid Level Quantitative Developer Jobs: Frequently Asked Questions
How do I get a mid level quantitative developer job?
Position your existing experience around ownership and impact: highlight models or systems you built and maintained independently, quantify results wherever possible, and show that you have worked across the full development cycle rather than just supporting senior colleagues. Applications that demonstrate depth in a specific domain, such as derivatives pricing, risk modeling, or statistical arbitrage, stand out more than broad generalist claims at this level.
Which companies hire mid level quantitative developers?
Companies hiring mid level quantitative developers right now include Saragossa, Trexquant Investment LP, and QUANTEAM - North America (RAINBOW PARTNERS Group), based on current listings on Migrate Mate as of November 2026. At this level, hiring comes from a mix of sell-side banks, buy-side firms, fintech platforms, and data-intensive technology companies that need quantitative developers who can contribute independently rather than purely under close supervision.
Are there remote mid level quantitative developer jobs?
Yes, though availability varies by employer and role type. About 8% of mid level quantitative developer openings are remote or hybrid as of November 2026, with fully remote positions more common at fintech and technology firms than at traditional financial institutions, which often require on-site presence for trading-floor-adjacent work.
How do I move up to a mid level quantitative developer role?
The path from entry level to mid level centers on deepening specialization and demonstrating that you can own work without close supervision. Focus on building proficiency in one or two quantitative domains, shipping projects with measurable outcomes, and taking on tasks like code review or junior mentorship even informally. Consistently connecting your technical output to business results accelerates that progression.
Which industries hire the most mid level quantitative developers?
Mid Level quantitative developer roles concentrate in Investment & Asset Management, Banking & Financial Services, and Staffing & Recruiting, based on current listings on Migrate Mate as of November 2026. These sectors drive hiring at this level because they rely on production-grade quantitative systems and need developers who can maintain, extend, and optimize models with limited hand-holding from senior staff.