Caxton Associates, founded in 1983, is a global trading and investment firm with offices in New York, London, Singapore, Monaco and Dubai, and launching Bangalore in 2026. Caxton Associates' primary business is to manage client and proprietary capital through global macro hedge fund strategies. As part of our continued growth, we are establishing a new office in Bangalore, India. This office will play a critical role in supporting our trading, research, and operations globally.

We are seeking a Quantitative Developer to partner with our Portfolio Managers in building and maintaining trading infrastructure. You will develop systems that bridge PM strategies with firm-wide technology platforms, with a strong emphasis on code quality and maintainability.

Develop ETL pipelines for market data and alternative data sources

Integrate PM-specific tools with firm-wide systems and databases

Ensure data quality, system reliability, and performance optimization

Champion software engineering best practices, including code reviews, testing, and documentation

Experience:

Strong programming skills in Python. Exposure to other languages (C#/Rust) is a plus
5+ years of relevant experience and degree in quantitative field. Strong preference for computer science, engineering, or mathematics, or related field
Demonstrated commitment to writing clean, maintainable, and well-documented code
Experience refactoring legacy Python codebases into production-quality systems
Experience building ETL pipelines and working with large datasets
Working knowledge of SQL and database systems
Understanding of financial markets and trading systems
Experience with version control, testing frameworks, and code review processes
Experience with cloud platforms (AWS, GCP, Azure) is a plus
Exposure to DevOps practices and CI/CD pipelines is a plus

Trading Quantitative Developer

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