Quantitative Software Engineer

About Rozario Global Management LLC Rozario Global Management is a SEC-ERA elite, emerging quantitative investment management and trading firm. We apply a rigorous scientific approach to investing, combining cutting-edge technology, machine learning, data science, and quantitative research with human inquiry to capitalize on market opportunities and deliver absolute alpha for our investors.

Our core engineering pod looks beyond the traditional to test hypotheses and develop creative solutions to complex economic problems. Our mission is to build and scale the Similize® engine—creating cutting-edge tools that advance AI/ML capabilities for our investment management business. This work spans from large-scale distributed model training (via Ray) to signal scoring across a wide array of high-frequency techniques.

The Role We are seeking a Quantitative Software Engineer in India to contribute to our core engineering efforts. Your goal will be to deliver world-class AI/ML capabilities and seamlessly integrate new, evolving technologies into our proprietary ecosystem (DAL 2.0).

You will take on the following responsibilities:

• Domain Authority: Become an authority for the systems underpinning our research areas (Machine Learning, Finance, and quantitative algorithms) and help evolve these components from local development to institutional scale.
• Model Development: Prototype, test, and implement machine learning models utilized across the Rozario Global trading ecosystem.
• Quantitative Systems: Design new architectures and develop the low-latency systems (Python, MinIO/S3, IBKR APIs) that power research and live trading activities.
• Quantitative Tooling: Develop and scale the tools, frameworks, and libraries used by our firm to conduct research and build models—focusing intensely on performance optimization and the scalability of these capabilities.

Qualifications:

• Education: BS or MS in Computer Science, Applied Mathematics, Physics, or a related highly technical field from a top-tier university.
• Experience: Minimum 1 year of experience required; 3–10 years of professional experience strongly preferred.
• Domain Expertise: Professional experience building quantitative software across at least one of the following areas: quantitative finance, math/stats/numeric methods, or machine learning/deep learning.
• Technical Mastery: Deep knowledge of Python scripting and hands-on experience applying scientific computing libraries such as NumPy, SciPy, Pandas, or scikit-learn.
• Systems Architecture: A background in building large-scale, real-time, and distributed applications is highly desired.
• Industry Background: While we analyze the data-rich domain of global finance, prior financial experience is not a requirement. We are looking for raw computational and engineering talent.

Compensation & Compliance:Base Salary Range: Competitive (Commensurate with experience, technical proficiency, and geographic location).

Why Join Us This is a ground-floor opportunity to join a highly sophisticated quantitative fund. You will be exposed to Tier-1 institutional trading strategies, machine learning models, and complex financial architecture. We offer highly competitive compensation, remote flexibility, and the opportunity to grow alongside the fund's Assets Under Management (AUM).