James Davis

📍 Associate Quant Researcher | Our Client: AFBI LP Location: Miami HQ We’re partnered with a high-performing multi-manager hedge fund backed by a leading institutional allocator, to help build their next wave of Quantitative Research talent. With ≈$1B+ in AUM and a core focus on systematic macro, AFBI is quietly assembling one of the most technically sophisticated platforms in the space—blending discretionary insight with automated alpha generation across global rates, FX, commodities, and credit. As part of their buildout, they’re hiring an Associate Quant Researcher to work directly with the Head of Systematic Execution, helping design and deploy cross-asset trading signals and alpha models from scratch. The RoleResearch, prototype, and productionize short- to medium-horizon trading signalsEngineer clean, robust data pipelines (Python, SQL, AWS)Work cross-functionally with portfolio managers and execution teamsBacktest ideas, calibrate risk, and get real-time feedback in a live trading environmentYou’ll NeedA strong academic background (Master’s or PhD in STEM)1–3 years’ quant research experience in a hedge fund, prop shop or elite labFluency in Python (Pandas, NumPy, scikit-learn); familiarity with C++ a plusDemonstrable experience converting noisy data into real alphaWhy AFBI?Direct access to decision-makers and low bureaucracyP&L-linked compensation and performance ownershipRelocation to Miami or NYC support + hybrid flexibilityTech-first, research-led culture—zero red tape💬 Interested? Drop your resume and availability to chat next week. We’ll arrange a confidential intro call with the team. This is a high-impact role at a stealthy but well-capitalized fund—ideal for someone ready to move fast, think independently, and see their work live in production.

🔹 Mid-to-Senior C++ Developer | NYC | Front Office HPC 📍 Location: On-site – New York City 📈 Industry: Quantitative Trading | High-Performance Systems 💼 Level: 5–10 years’ experience 🚀 About the Role Our client, a leading global quantitative hedge fund, is seeking a Mid-to-Senior C++ Developer to join their Front Office HPC team. This is a high-impact role where you’ll engineer performance-critical systems that directly support research and live-trading operations. You’ll work alongside world-class engineers and quants to design and build scalable, low-latency infrastructure. Finance experience is not required — intellectual curiosity and a passion for building high-performance systems is. 🔧 What You’ll Be Working OnCore Systems Development: Build ultra-fast C++ applications for order management, market data ingestion, and exchange connectivity.Performance Tuning: Drive latency reduction, throughput gains, and system scalability in a real-time trading environment.Architecture & Design: Collaborate on system design and architecture across distributed and high-performance compute environments.🎯 What We're Looking For5–10 years’ hands-on C++ development experience in performance-critical environments (e.g. trading, gaming, networking, HPC).Strong grasp of algorithms, data structures, memory management, and concurrency.Experience with Linux internals and performance profiling tools.Degree in Computer Science, Computer Engineering, or related field (Bachelor’s or Master’s).Excellent communication skills and the ability to thrive in a fast-moving, collaborative team environment.A self-starter mindset — proactive, curious, and eager to make a real impact.💡 Why Join?Work with cutting-edge technology in a true performance-first environment.Own projects that directly impact trading outcomes.Collaborate with some of the brightest minds in engineering and quantitative research.📩 Apply Now If you're an elite C++ engineer who thrives on solving complex technical challenges at scale — we’d love to hear from you.