Quantitative Developer - Equity Volatility- Hedge Fund - London in Slough

Quantitative Developer - Equity Volatility- Hedge Fund - London in Slough

Slough Full-Time 80000 - 100000 £ / year (est.) No working from home possible
Attribution Search

At a Glance

  • Tasks: Build and maintain trading tools for equity volatility strategies in a collaborative environment.
  • Company: Leading global hedge fund with a focus on innovation and teamwork.
  • Benefits: Competitive salary, dynamic work culture, and opportunities for professional growth.
  • Other info: Work with advanced technologies and gain exposure to trading and research.
  • Why this job: Join a cutting-edge team and make an impact in the finance world.
  • Qualifications: Degree in a quantitative field and 5+ years of relevant experience.

The predicted salary is between 80000 - 100000 £ per year.

Attribution Search is partnered with a leading global hedge fund looking to hire a Quantitative Developer with experience building trading infrastructure for Equity Volatility strategies. This is an exciting opportunity to work closely with traders and quantitative researchers, building technology that supports systematic and discretionary equity volatility trading strategies across the full investment lifecycle. The role sits within a highly collaborative front-office environment and offers direct exposure to research, trading, and production systems.

Responsibilities:

  • Python quantitative developer responsible for building and maintaining tools supporting equity volatility and derivatives trading strategies.
  • Supporting all stages of the trading strategy lifecycle, including research, backtesting, production rollout, operational readiness testing, and ongoing optimisation.
  • Working closely with traders and quantitative researchers to enhance trading workflows, analytics, and infrastructure.
  • Developing and maintaining scalable data pipelines and quantitative tooling across large financial datasets.
  • Contributing to cloud-based and containerised research and production environments.
  • Collaborating across trading, technology, and quantitative teams to deliver robust and reliable solutions.

Requirements:

  • Degree educated in a quantitative subject such as Mathematics, Computer Science, Physics, Engineering, or similar.
  • 5+ years’ experience within quantitative development or systematic trading environments.
  • Prior experience supporting equity volatility, equity derivatives, or options-based trading strategies.
  • Strong ability to communicate clearly with traders and business stakeholders.
  • Strong Python development experience is essential.
  • Experience with Pandas and quantitative development libraries.
  • Commercial experience with at least one additional language such as C#, Java, or C++.
  • Strong relational database knowledge and experience working with large financial datasets.

Nice to have:

  • Experience with Docker and containerised environments.
  • Familiarity with AWS and Kubernetes.
  • Exposure to messaging systems such as RabbitMQ or Kafka is desirable.
  • Strong attention to detail.
  • Effective communicator, including within highly technical discussions.
  • Ability to influence and collaborate across technology and trading teams.

Candidates with relevant experience are encouraged to apply to learn more.

Quantitative Developer - Equity Volatility- Hedge Fund - London in Slough employer: Attribution Search

Attribution Search offers an exceptional work environment for a Quantitative Developer in London, where innovation meets collaboration. Employees benefit from a dynamic culture that encourages professional growth through direct engagement with traders and researchers, as well as access to cutting-edge technology in a fast-paced hedge fund setting. With a focus on equity volatility strategies, this role provides unique opportunities to contribute to impactful projects while enjoying the vibrant atmosphere of one of the world's leading financial hubs.

Attribution Search

Contact Details:

Attribution Search Recruitment Team

StudySmarter Expert Advice🤫

We think this is how you could land Quantitative Developer - Equity Volatility- Hedge Fund - London in Slough

Tip Number 1

Network like a pro! Reach out to your connections in the finance and tech sectors. Attend meetups, webinars, or even casual coffee chats. You never know who might have the inside scoop on job openings or can refer you directly.

Tip Number 2

Show off your skills! Create a portfolio showcasing your projects, especially those related to equity volatility or trading strategies. This is your chance to demonstrate your Python prowess and any other languages you’re comfortable with. Make it easy for potential employers to see what you can do!

Tip Number 3

Prepare for interviews by brushing up on your technical knowledge and problem-solving skills. Practice coding challenges and be ready to discuss your past experiences in quantitative development. Remember, they want to see how you think and approach problems!

Tip Number 4

Don’t forget to apply through our website! We’ve got some fantastic opportunities waiting for you. Plus, applying directly can sometimes give you an edge over other candidates. So, get your application in and let’s get you that dream job!

We think you need these skills to ace Quantitative Developer - Equity Volatility- Hedge Fund - London in Slough

Python Development
Quantitative Development
Equity Volatility Strategies
Backtesting
Data Pipeline Development
Cloud-based Environments
Containerisation (Docker)

Some tips for your application 🫡

Tailor Your CV:Make sure your CV is tailored to the Quantitative Developer role. Highlight your experience with Python and any relevant trading strategies you've worked on. We want to see how your skills align with what we're looking for!

Showcase Your Projects:Include specific projects or tools you've developed that relate to equity volatility or derivatives trading. This gives us a clear picture of your hands-on experience and how you can contribute to our team.

Be Clear and Concise:When writing your cover letter, keep it clear and to the point. We appreciate straightforward communication, especially when it comes to technical discussions. Let us know why you're excited about this opportunity!

Apply Through Our Website:Don't forget to apply through our website! It’s the best way for us to receive your application and ensures you’re considered for the role. We can't wait to hear from you!

How to prepare for a job interview at Attribution Search

Know Your Tech Stack

Make sure you’re well-versed in Python and any other languages mentioned in the job description, like C# or Java. Brush up on your knowledge of libraries like Pandas, as you might be asked to demonstrate your coding skills during the interview.

Understand the Trading Lifecycle

Familiarise yourself with the entire trading strategy lifecycle, from research to production rollout. Be prepared to discuss how you’ve contributed to each stage in your previous roles, as this will show your comprehensive understanding of the process.

Communicate Clearly

Since the role involves collaboration with traders and quantitative researchers, practice explaining complex technical concepts in simple terms. This will help you demonstrate your ability to communicate effectively with non-technical stakeholders.

Showcase Your Problem-Solving Skills

Be ready to discuss specific challenges you've faced in previous projects and how you overcame them. Highlight your experience with optimising trading workflows and maintaining scalable data pipelines, as these are crucial for the role.