Quant Dev - Fixed Income/Credit, Hedge Fund (London)

Quant Dev - Fixed Income/Credit, Hedge Fund (London)

London Full-Time 60000 - 80000 Β£ / year (est.) No working from home possible
Job Search Place Limited

At a Glance

  • Tasks: Join an elite Hedge Fund as a Quantitative Developer and work on innovative projects.
  • Company: Durlston Partners LLP, a leading firm in the finance sector.
  • Benefits: Competitive salary and a flat organisational culture that promotes innovation.
  • Other info: Opportunity for rapid career growth in a dynamic environment.
  • Why this job: Be part of a modern Python ecosystem and make a real impact in finance.
  • Qualifications: 2-8 years of experience in Quant Development, ideally in Hedge Funds or Investment Banks.

The predicted salary is between 60000 - 80000 Β£ per year.

Durlston Partners LLP is seeking a Quantitative Developer (Fixed Income/Credit) to join an elite Hedge Fund in London. The ideal candidate will have 2-8 years of experience in Quant Development, preferably in Hedge Funds or Tier-1 Investment Banks.

This role offers the opportunity to work on Greenfield projects within a modern Python ecosystem and a flat organizational culture that favors rapid innovation.

Quant Dev - Fixed Income/Credit, Hedge Fund (London) employer: Job Search Place Limited

Durlston Partners LLP is an exceptional employer, offering a dynamic work environment in the heart of London where innovation thrives. With a focus on employee growth and development, team members are encouraged to take on challenging Greenfield projects within a collaborative and flat organisational structure. The company values creativity and provides competitive benefits, making it an attractive place for those seeking meaningful and rewarding careers in the finance sector.

Job Search Place Limited

Contact Details:

Job Search Place Limited Recruitment Team

We think you need these skills to ace Quant Dev - Fixed Income/Credit, Hedge Fund (London)

Problem-Solving Skills
Communication Skills
Python
SQL
Attention to Detail
Data Engineering
ETL/ELT Processes