Vice President, Quantitative Engineer

Over the last 20 years, Ares’ success has been driven by our people and our culture. Today, our team is guided by our core values – Collaborative, Responsible, Entrepreneurial, Self-Aware, Trustworthy – and our purpose to be a catalyst for shared prosperity and a better future. Through our recruitment, career development and employee-focused programming, we are committed to fostering a welcoming and inclusive work environment where high-performance talent of diverse backgrounds, experiences, and perspectives can build careers within this exciting and growing industry.Job DescriptionSummary:We are looking for an Engineer with a passion for technology and significant breadth of fixed income product and systems experience to join the Systematic Credit Engineering team. This role is ideally suited to an individual with expert Python coding expertise who is eager to build tools and algorithms to support and enhance the research and trading processes at an early-stage tech-focused firm.The Role:You will be responsible for defining and owning end-to-end deliveries including model code and decision support tools to scale the firm, as well as tooling to support and enhance the research process. This will involve using your in-depth knowledge of fixed income instruments and breadth of knowledge of applied mathematical models and libraries to turn productive research insights into reliable and scalable code, as well as building new automation pipelines to automate business processes.In this varied role, you will also have the great opportunity to collaborate with colleagues across the firm, especially our team of Quantitative Researchers as well as within your team of Quantitative, Systems, and Platform Infrastructure Engineers. Strong stakeholder management skills are essential, as well as an understanding of products across the fixed income asset class (credit, interest rates, bonds, CDS, and related derivatives). Understanding of trade lifecycle, third party system integration, fixed income data, and operational processes will also be highly valued.Technical Responsibilities:Developing our software development toolkit, including source code control, CI/CD platform, test infrastructure, packaging, and deploymentEngaging and collaborating with teams outside of Quantitative Engineering, specifically Quantitative Research but also including Risk, Compliance and Portfolio ManagementProviding expert guidance for projects and meetings requiring engineering input, for example due diligence, client meetings and vendor selectionEvaluating data sources used in research and build-out parsers and processors for the sameImplementing the signals, optimizers, and other software required by our modelsImplementing tools to enable and accelerate the research processSupporting production modelsMentoring colleagues within the Engineering teamReviewing and testing code and systems, to the standards defined in the software development processAs a ‘code owner’ on parts of our repository, you will also be expected to maintain the codebase to the highest quality in terms of code reviews and contributions, as defined in the software development process.Essential Skills and Direct Experience with:10+ years of relevant experience in the following:Demonstrable Expert use of the scientific Python stack (numpy, pandas/polars) and familiarity with QuantLib or similar fixed income pricing libraries.Track record of building and operating production APIs and services.Hands-on knowledge of agent frameworks and LLM techniques such as MCP and RAG.Experience with lakehouse technologies, ETL pipelines and PostgreSQL.Depth of experience with the breadth of fixed income productsExperience at a fast-paced start-up, including open-source contributions, and/or a demonstrated ability to scale a codebase with 10-20+ full-time committersDesire to work as part of a team and strong communication skillsExpert domain and data knowledgeExperience in leading technical projectsExpert knowledge of Python, including commercial experience on either large or fast-growing codebasesStrong stakeholder management skills and related business analysisExpert knowledge of data platforms/providers and related technologies Experience working with mathematical models and librariesPrior experience mentoring/coaching engineers earlier in their careersAbility to parse problems and present solutionsOwnership for the code you write.Desired Skills and Direct Experience with:Other asset classes, such as equities.Reporting RelationshipsHead of Engineering, Systematic CreditThere is no set deadline to apply for this job opportunity. Applications will be accepted on an ongoing basis until the search is no longer active.SummaryLocation: London, UKType: Full time