Product Engineer (Quant)

Hedgineer is looking for a Product Engineer with strong backend, data, and financial engineering expertise to build products and infrastructure used by hedge funds, investment teams, and financial professionals. We are looking for engineers who have built trading platforms, investment platforms, portfolio management systems, market-data infrastructure, risk platforms, financial analytics products, or other complex financial systems. This is a high-ownership role where you will work across backend engineering, data, and product, taking problems from understanding the financial workflow, designing the system, building, deploying, monitoring, and continuously improving it.
We are looking for someone who has built financial products or infrastructure, understands how trading and investment workflows work, and can combine quantitative/financial understanding with strong software engineering. Someone who can take a problem such as an investment/trading problem and understand financial workflow design, data, and backend architecture. Build, deploy, and monitor: Improve strong quant developers, financial engineers, and backend/product engineers from trading, investment, portfolio management, hedge fund, or financial data environments.
Responsibilities:
Build scalable backend systems and data-intensive products for trading, investment, portfolio management, risk, and financial workflows.
Design and develop APIs, data pipelines, integrations, backend services, and financial data infrastructure.
Build systems handling market data, portfolio data, positions, orders, transactions, pricing, P& L, risk metrics, or investment analytics.
Work closely with investment, research, and business teams to understand complex financial workflows and convert them into reliable software products.
Own features end-to-end from problem definition and architecture to development, deployment, production monitoring, and iteration.
Design systems where data accuracy, consistency, performance, reliability, and auditability are critical.
Debug production issues and take complete ownership of technical and business outcomes.
Make pragmatic engineering decisions across the backend, databases, distributed systems, and data processing.
Continuously improve products based on feedback from real-world financial users.
Requirements:
The ideal candidate is not a generic backend or data engineer.
Good experience in backend engineering, product engineering, quant development, financial engineering, or a closely related role.
Strong proficiency in Python with hands-on experience building production backend systems.
Strong understanding of SQL, databases, data modeling, data pipelines, APIs, and distributed systems.
Strong experience working with financial/trading/investment data and complex data-intensive systems.
Experience building one or more of the following is highly preferred: Trading platforms/trading infrastructure; investment management platforms; portfolio management systems; portfolio analytics/performance systems; risk management platforms; market data systems; order/execution management systems; financial research platforms; P& L/pricing/valuation systems; and investment analytics or decision-support products.
Experience working with hedge funds, proprietary trading firms, asset managers, investment banks, fintechs, or financial-data companies is strongly preferred.
Candidates from Quant Developer / Quant Engineering / Financial Engineering backgrounds are particularly relevant if they have strong software engineering and product-building experience.
Experience working in a high-ownership startup or product environment.
Ability to independently understand ambiguous financial problems and translate them into robust technical solutions.
Strong communication skills and comfort working directly with investment, research, trading, or business users.

Skills
api, database, distributed, pipelines, python, quant, sql

Experience
4-8 yrs