Job Description:

Jain Global LLC seeks a Quantitative Developer in New York, NY to architect and develop robust data flows, APIs, and backend services powering risk management, investment research, trading analytics, and related domains. Requires a Master’s Degree in Financial Engineering, Data Science, or related field, or equivalent, and two (2) years of experience developing and maintaining Machine-Learning (ML) based back-testing systems to create and validate trading strategies; developing portfolio optimization systems to construct portfolios with maximized risk-adjusted, customizable risk factor and slippage constraints; optimizing performance of back-testing systems and web applications with multi-processing, multi-threading and NumPy vectorization; leveraging ML signals and risk factors to identify over and under performing stock data; architecting LLM systems to enhance the efficiency of parsing and extracting actionable insights from unstructured financial data; integrating Retrieval-Augmented Generation  into AI systems to incorporate financial data; designing web searching and web scraping tools using Playwright and Crawl4AI; designing high-performance, distributed RESTful applications using FastAPI and Pydantic with JWT authentication and user authorization; integrating observability programs and Slack for performance monitoring and real-time error detection; and optimizing application performance through multi-processing, async database connection pooling, parallelization, and Redis caching. Telecommuting and/or working from home may be permissible pursuant to company policies. Salary Range: $225,000.00–$250,000.00/year. M-F, 40 hours/week.