Quantitative Software Engineer

Fractal Power • New York, NY

3d • $220,000 - $300,000

About The Position

This role involves owning the experimentation and data platform end-to-end, from the research UI to the data infrastructure, models, and compute. This platform is crucial for market operations, including battery optimization, DART/PTP, and CRR/FTR trading. The position requires taking full ownership of the platform, as there is no dedicated platform team. The team is lean with high individual responsibility, emphasizing direct building and shipping with end-users.

Requirements

• 5+ years building production systems, including experience taking a system from zero to running.
• End-to-end ownership experience, comfortable managing an experimentation platform from the UI through data infrastructure, compute orchestration, and backtesting engines.
• Strong product ownership skills, able to identify and address bottlenecks for researchers and quants.
• Ability to collaborate tightly with quants and traders, gathering requirements directly and delivering solutions quickly.
• Directness and an appetite for learning new domains quickly.
• Comfort with the full stack of an experimentation platform: data ingestion and storage at scale, reproducible research environments, versioning of strategies/models/data, and clear observability.
• An appetite for intensity and a genuine enjoyment of a fast-paced environment.

Nice To Haves

• Understanding of quantitative trading, backtesting methodology, or energy markets.

Responsibilities

• Owning the experimentation and data platform end-to-end.
• Building an experimentation platform to run thousands of backtests and simulations in parallel, ensuring point-in-time correctness, no look-ahead leakage, and full reproducibility.
• Developing a unified framework for battery, DART, PTP, and CRR/FTR strategies.
• Creating a fast and cost-effective platform for parameter, node, and historical period sweeps.
• Building a data platform with pipelines for market, weather, forecast, and asset data, including ingestion, versioning, backfilling, monitoring, and extensibility.
• Developing an access layer for quants and strategies to pull data efficiently.
• Creating a forecast platform for generating strategy forecasts, ensuring they are scheduled, versioned, and monitored.
• Providing strategy development support and management through shared tooling.
• Facilitating the path from experimentation to live trading with versioned strategies and CI/CD for routine and reversible shipping.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Education Level: No Education Listed