Farrer Capital Management | Quantitative Developer

About Us Farrer Capital is a rapidly expanding global commodities hedge fund, dedicated to serving institutional clients by providing market leading results. Our goal is to produce exceptional returns facilitated by an investment research process that leverages our domain expertise across global commodity markets, supply and demand analysis, and a novel AI approach. At Farrer Capital, we foster a culture of learning and collaboration among the world's most talented investment professionals, researchers, and engineers. We're a fully distributed, remote-first company, with our growing team located across North and South America, Australia, and Europe. We empower our team to experiment with their ideas and create commercial solutions that propel their growth and make a real impact. Who We Are Looking For We are seeking an exceptional Quantitative Developer with a passion for building cutting-edge solutions to support our expanding quant business at Farrer Capital. In this role, you will collaborate closely with the Quantitative Team (PM, researchers, and engineers) to convert research ideas into production-ready trading strategies. You will be responsible for developing research infrastructure (including market data, backtesting, and compute) and enhancing our trading platform (covering position management, risk controls, strategy frameworks, deployment, visualization, and observability). Key Responsibilities Develop and implement solutions that convert research ideas into robust trading strategies. Build and enhance research infrastructure and trading platforms to support high-performance trading including alpha estimation, risk modeling, and backtesting components. Build tools for signal blending, simulation, portfolio construction, the research framework, and dashboards. Troubleshoot and resolve any systems-related issues and handle the release of code fixes and enhancements. Write clean, well-designed, and thoroughly tested code that meets high engineering standards. Ensure code reliability and performance in a high-stakes trading environment. Requirements About You MS in Financial Engineering or a related field. 2+ years of experience with Python. Strong software engineering fundamentals with a focus on writing clean, well-tested code. Excellent analytical abilities with a solid foundation in probability and statistics. Experience with mission-critical production code and meticulous attention to detail. Knowledge of FX, Futures, or Options trading is a plus, though not required. Experience with systematic trading strategies or trading platforms (systematic, HFT, or execution) is advantageous but not required. Experience in some of the following areas: Distributed Computing, Natural Language Processing, Machine Learning, Quantitative Finance, Data Mining, High-Performance Computing, or Time Series Analysis. You want to work in an environment that recognizes excellence. Opportunities available remotely or via our physical offices in New York, London, and Melbourne. Benefits Our commitment to high performance outcomes is reflected in competitive salary and performance structures. We're a fully distributed, remote-first, fast-growing company offering flexibility on location. We rely heavily on our written communication skills in order to make it work. You will be surrounded by exceptional colleagues who embody a culture of authenticity, humility, and excellence. We encourage you to make a lasting impact on our collective culture. We believe that diversity is critical to our success. We will not discriminate on the basis of race, religion, national origin, gender identity or expression, sexual orientation, age, or marital, veteran, or disability status.

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