Quantitative Platform Engineer

Role Title Core Strat Quantitative Platform Engineer

About the Role:-

The Core Strat will be a member of Arrows Quantitative Strategies Team, reporting to the Lead Strat. The Core Strat will be responsible for building and evolving the backbone of Arrows analytics and risk infrastructure for Structured Investments and other defined outcome products.

The Core Strat’s mandate is to develop, enhance, and constantly improve Arrow’s quantitative platform. This includes unifying structured products, market data, and pricing models into a single system, and ensuring that new products and risk methodologies can be modeled, tested, and deployed rapidly and reliably.

By bridging infrastructure engineering and quantitative modeling, Core Strats design deployment pipelines, implement monitoring and scheduling frameworks, and establish robust testing that safeguards data integrity and model accuracy. In doing so, they make Arrow’s analytics scalable, reliable, and production-ready — enabling the firm to innovate quickly while maintaining the highest standards of risk and performance.

What You’ll Do

• Build and maintain Arrow quantitative platform integrating securities database, mar ket data, and pricing models

• Design, implement, and support infrastructure to ensure new products and risk methodologies can be modeled, validated, and deployed quickly.

• Develop robust job scheduling, monitoring, and alerting frameworks to ensure timely and reliable production runs.

• Establish and maintain automated testing and QA frameworks to guarantee data integrity, model accuracy, and workflow stability before deployment.

• Maintain high standards of reliability, scalability, and performance for Arrow quantitative infrastructure.

Qualifications

Degree in Computer Science, Engineering, Mathematics, Physics, or a related technical field.

3-5 years of experience in building quantitative platforms, trading infrastructure, or financial data systems.

Strong software engineering skills, with proficiency in Scala and/or Rust; experience with distributed systems a plus.

Proficiency in Scala and/or C++ for quantitative analysis and modeling

Preferred Requirements

Experience with building graph-based (e.g., DAG) pricing frameworks for quantitative models.

Exposure to modern DevOps practices (CI/CD pipelines, containerization, cloud deployment).

Experience with equity exotic derivatives and/or structured investments.