Senior Python Engineer

hace 1 semana

Mexico City Metropolitan Area Quant Firm A tiempo completo

Senior Python Engineer — Quant & Trading Infrastructure


Mexico City (in person, full-time)

About the Role

We're building a next-generation trading firm from the ground up — focused on systematic and data-driven strategies across global markets. As a founding engineer, you'll design and implement the core systems that power our research, backtesting, and live trading operations. This is a hands-on role for someone who thrives on solving hard technical problems, loves clean code, and wants to help shape the architecture of a trading platform from first principles.

You'll work closely with the founding partners — a mix of engineers, quants, and traders — to bring ideas from whiteboard to production, running experiments, stress-testing logic, and constantly iterating on performance and precision.

What You'll Do

  • Build the trading engine:
    Design Python-based infrastructure for strategy research, simulation, and execution.
  • Develop backtesting systems:
    Implement high-fidelity historical simulations with robust data handling and risk analytics.
  • Optimize performance:
    Profile, debug, and accelerate computation across tick-level datasets and multiple timeframes.
  • Collaborate with quants:
    Translate research hypotheses into production-ready code and reusable abstractions.
  • Poke holes in logic:
    Rigorously test and challenge existing models, assumptions, and execution logic to ensure robustness.
  • Experiment and iterate:
    Prototype new strategies and tools rapidly while maintaining long-term code quality and modularity.

Minimum Qualifications

  • 5+ years of experience in
    Python
    for data-intensive or trading-related systems.
  • Strong foundation in
    numerical computing
    (NumPy, Pandas, async I/O, multiprocessing).
  • Deep understanding of
    algorithmic design, performance tuning, and system architecture
    .
  • Comfortable designing and maintaining
    research → backtest → production
    pipelines.
  • Excellent debugging instincts and a bias for clean, well-documented, reusable code.
  • Fluent in
    English and Spanish
    ; able to work in-person with a small, fast-moving team in Mexico City.

Bonus Points

  • Experience in
    quantitative trading
    ,
    portfolio optimization
    , or
    data engineering for HFT
    .
  • Familiarity with
    Cython
    ,
    C++ extensions
    , or
    low-latency Python optimizations
    .
  • Knowledge of
    interactive brokers API
    ,
    Polygon
    ,
    QuantConnect
    , or similar data/execution platforms.
  • Interest in
    markets
    ,
    systematic trading
    , and
    strategy research
    .

What We Offer

  • Competitive salary + performance-based bonus.
  • Opportunity to shape the core infrastructure and architecture of a new trading firm.
  • Tight-knit, meritocratic environment — fast iteration, no bureaucracy.
  • Work directly with the founding partners on strategy research and live trading operations.
  • Beautiful workspace in Mexico City with top-end hardware and full autonomy.

Culture

We value
intellectual honesty
,
rigor
, and
velocity
. Everyone is expected to think critically, challenge assumptions (including their own), and pursue truth over ego. We iterate fast, learn from data, and constantly refine our edge.

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