Caxton Associates, a prestigious global trading and investment firm established in 1983, is seeking a Quantitative Developer to join their team in a hybrid role based in New York. This position offers an exciting opportunity to work directly with a Portfolio Manager focused on Global Macro strategies. The role combines software engineering expertise with quantitative finance, requiring strong Python and SQL skills to build and maintain trading systems.
The ideal candidate will be responsible for developing systematic trading processes, managing complex codebases, and handling large datasets for model development. With a minimum of 3 years of experience and a bachelor's degree in a quantitative field, you'll be working in a dynamic, entrepreneurial environment solving complex problems at the intersection of technology and finance.
This position offers a competitive base salary range of $150,000 - $180,000, plus a discretionary bonus. You'll be joining a well-established firm with offices across global financial centers including London, New York, Monaco, Singapore, and Dubai. The role provides an excellent opportunity for those looking to advance their career in quantitative development within the hedge fund industry.
Working directly with Portfolio Managers, you'll have significant impact on the firm's trading operations while developing and maintaining critical systems. The position requires a unique blend of technical expertise, financial markets knowledge, and strong collaborative skills. For ambitious developers interested in financial markets and systematic trading, this role offers substantial growth potential within a leading global macro hedge fund.