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Numba is a game-changing compiler for high-performance computing with Python. It produces machine code that runs outside of the single-threaded Python interpreter and that fully utilizes the resources of modern CPUs. This means support for parallel multithreading and auto-vectorization if available, as with compiled languages such as C++ or Fortran. In this article we document our experience developing PyExaFMM, a multithreaded Numba implementation of the Fast Multipole Method, an algorithm with a non-linear data structure and a large amount of data organization. We find that designing performant Numba code for complex algorithms can be as challenging as writing in a compiled language.