Scientech Research LLC seeks a Quantitative Engineer for a full-time onsite role in New Jersey. You will implement strategy models, enhance backtesting frameworks, build quantitative research toolchains, and deploy optimized execution while maintaining databases and risk analytics. Requirements include a bachelor’s degree or higher in computer science, financial engineering, or related fields, 1 to 3 years of programming experience in production environments, and proficiency in C++ or Python; familiarity with modern data engineering ecosystems and prior financial data or quantitative trading experience is a plus. To apply, tailor your resume to projects showing backtesting, data pipelines, and risk monitoring, include production code samples or links, and emphasize collaboration and the ability to thrive in a fast paced environment.
Job Responsibilities:
Implement and maintain strategy models, while improving strategy backtesting frameworks;
Develop quantitative research toolchains;
Maintain quantitative databases and develop strategy monitoring & risk analysis tools;
Deploy strategy code and optimize execution logic.
Qualifications:
Bachelor's degree or higher in Computer Science, Financial Engineering, or related technical fields;
1-3 years of professional programming experience in production environments;
Proficient in C++ or Python programming languages;
Familiarity with modern data engineering ecosystems is a plus;
Prior experience handling financial data preferred;
Quantitative research/trading experience preferred;
Ability to think critically, rapidly, and rigorously;
Effective communicator with strong teamwork mindset;
Self-motivated and thrives in fast-paced environments.