Quantitative Developer – Alpha Research & Systems Engineering (Python)

Quantitative Developer – Alpha Research & Systems Engineering (Python)

Company:

Valbonne Capital LLC

Location:

Remote (Global applications welcome)

About the Role:

world-class Quantitative Developer

visionary

Who You Are:

• You live and breathe markets, not just technicals or code, but

  actual market structure

  .
• You’re fluent in

  options, payoffs, arbitrage, order books

  , and

  alpha hypothesis testing

  .
• You’re equally comfortable

  writing research backtests

  and

  deploying multithreaded Python systems

  that move real capital.
• You don’t wait for instructions,you bring bold ideas, test them fast, and iterate.
• You’ve probably been called the “smartest person in the room” more than once.

Requirements:

• Strong capital markets knowledge

  : Equities, options, arbitrage mechanics, and structured payoffs

• Python engineering expertise

  : multithreading/async, low-latency data handling, Redis integration. C++ is a PLUS!
• Ability to

  design and run custom backtests

  (vectorized and event-driven)
• Solid experience with

  external APIs

  , including trading/broker/data APIs
• Comfort working in fast-paced, self-directed environments

Bonus Points For:

• Prior alpha generation or profitable live deployments
• Experience with statistical modeling or ML in a quant context
• Experience at a prop firm, quant hedge fund, or crypto-native trading firm
• Deep experience with event-driven systems or order book simulation

Why Valbonne Capital?

asymmetric, underexploited trading strategies

Apply if you’re ready to operate at the edge of alpha, execution, and creativity.