Quant DeveloperEquity TradingPython

Job Title: Quant Developer/Equity Trading/Python
Location: NYC Jersey City NJ or Toronto ON
Work Type: Hybrid (3 days a week)
Job Type: Contract (1 year)
Rate: $100/hr on 1099

Openings: 10

The Vendor is very specific about the keywords to be there in the resume and the title should match the LinkedIn of the candidate for every project. He does CTRLF to check.

Notes:

• Candidates must be local NO RELOCATION
• Candidates must have good tenure and/or long projects
• Candidates with very recent local projects are highly needed
• Interview Type: Video

Job Description:
***** WE HAVE AN EXCLUSIVE ON TEN QUANTITATIVE DEVELOPER POSITIONS FOR RBCS EQUITY TRADING DIVISION. WE ALSO HAVE EQUITY TRADING DEVELOPER POSITIONS SO PLEASE SEND ANY SENIOR CANDIDATES WITH RECENT EQUITY TRADING EXPERIENCE.

RBC is seeking a Quantitative Developer to join its Equities technology team in Jersey City responsible for designing and delivering scalable high-performance quantitative solutions that support trading analytics and research functions; this role requires strong subject matter expertise in equities along with hands-on quant development experience including building and optimizing models developing data pipelines and partnering closely with traders quants and technology stakeholders to translate complex business requirements into robust technical solutions; the ideal candidate will have 10 years of experience (flexible across levels) with strong proficiency in Python (3 years) deep experience with SQL databases such as PostgreSQL and MySQL and a solid background in RESTful API design and microservices architecture along with exposure to modern development practices including LLM-assisted development and will demonstrate the ability to work in fast-paced data-driven environments while contributing to the evolution of RBCs quantitative platforms and engineering standards. ***** CANDIDATES MUST HAVE RECENT AND EXTENSIVE EXPERIENCE DEVELOPING EQUITY TRADING MODELS. THIS POSITION IS FOR A QUANTITATIVE DEVELOPER (PYTHON C JAVA) - NOT A QUANTITATIVE ANALYST (MATLAB R) NO RELOCATION

EQUITY TRADING

*** All submittals must Include:

1. Drivers license or State ID
2. Link to the candidates LinkedIn account.
3. Below submittal Format

*** Experience required on a resume and for submittal:

1. How many years working with: Quantitative Developer

2. How many years working with: EQUITY TRADING MODELS

3. How many years working with: Python

4. How many years working with: Equities markets instruments and trading workflows

5. How many years working with: Capital Markets

Job Description:

RBC is seeking a Quantitative Developer to join its Equities technology team in Jersey City responsible for designing and delivering scalable high-performance quantitative solutions that support trading analytics and research functions; this role requires strong subject matter expertise in equities along with hands-on quant development experience including building and optimizing models developing data pipelines and partnering closely with traders quants and technology stakeholders to translate complex business requirements into robust technical solutions; the ideal candidate will have 10 years of experience (flexible across levels) with strong proficiency in Python (3 years) deep experience with SQL databases such as PostgreSQL and MySQL and a solid background in RESTful API design and microservices architecture along with exposure to modern development practices including LLM-assisted development and will demonstrate the ability to work in fast-paced data-driven environments while contributing to the evolution of RBCs quantitative platforms and engineering standards.

Must be a quat developer - they convert Trading Quat Models into applications that the business can use.

Quantitative Developer Equities (Python Focus)

Location: Jersey City NJ
Team: Equities Technology

We are seeking a Quantitative Developer to join our Equities Technology team responsible for designing and delivering scalable high-performance quantitative solutions that support trading analytics and research functions. This role sits at the intersection of quantitative research trading and engineering translating advanced equity trading models into production-grade applications used by the business.

You will work closely with PhD-level quantitative researchers traders and technology stakeholders to implement optimize and scale equity trading models in a fast-paced data-driven environment.

Key Responsibilities

• Partner with quantitative researchers to translate equity trading models into robust production-ready applications
• Design and build scalable high-performance systems supporting trading analytics and research workflows
• Develop and optimize quantitative models and libraries in Python
• Build and maintain data pipelines for large-scale financial datasets
• Design and implement RESTful APIs and microservices to expose model outputs and analytics
• Collaborate with traders and business stakeholders to gather requirements and deliver technical solutions
• Improve system performance reliability and scalability across the equities platform
• Contribute to engineering best practices including testing CI/CD and modern development workflows (including LLM-assisted development)

Required Qualifications

• 10 years of experience in quantitative development or related field (flexible across levels for strong candidates)
• Strong experience as a Quantitative Developer specifically working with equity trading models
• Proven ability to convert quantitative models into production applications
• Advanced proficiency in Python (3 years required more preferred)
• Strong experience with SQL databases (PostgreSQL MySQL)
• Experience designing and building RESTful APIs and microservices architectures
• Solid understanding of equities markets instruments and trading workflows
• Experience working with PhD-level quants and complex mathematical models
• Strong problem-solving skills and ability to work in fast-paced trading environments

Preferred Qualifications

• Experience with performance optimization and low-latency systems
• Familiarity with distributed systems and cloud platforms
• Exposure to modern development practices including LLM-assisted coding tools
• Background in financial engineering mathematics or related quantitative field

What Youll Bring

• Ability to bridge the gap between quant research and production engineering
• Strong communication skills to work effectively across quants traders and engineers
• A mindset focused on scalability performance and reliability
• Comfort operating in a high-impact front-office environment

Additional Context

• Multiple openings (10) with a strong emphasis on Python-based development
• Core focus: building applications from trading models not just model research
• Opportunity to influence the evolution of the firms quantitative platforms and engineering standards