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- Tasks: Develop Python tools for credit trading and enhance trading lifecycle support.
- Company: Leading multi-strategy hedge fund with a high-performance culture.
- Benefits: Strong compensation, growth potential, and direct exposure to PMs.
- Why this job: Take ownership of key systems and make impactful contributions in a collaborative team.
- Qualifications: 3-7 years as a Quant Developer with strong Python skills and credit product knowledge.
- Other info: Dynamic environment with opportunities for professional development and innovation.
The predicted salary is between 80000 - 100000 £ per year.
A leading multi-strategy hedge fund is looking to hire a Credit Strat Developer to join a high-performing team supporting credit-focused PMs across London and APAC. This is a front-office aligned role, working closely with a profitable desk to build and enhance tools across the full trading lifecycle — from research and analytics through to P&L, risk, and execution support.
What you’ll be doing:
- Develop and maintain Python-based tools and libraries for credit trading desks
- Build risk, P&L, and attribution frameworks used directly by PMs
- Create research toolkits, analytics dashboards, and automation utilities
- Work closely with traders and quants to translate ideas into robust production systems
- Contribute to data pipelines, time-series analysis, and monitoring tools
Requirements:
- 3–7 years’ experience as a Quant Developer / Strat / Python Engineer in a front-office environment
- Strong Python skills (Pandas, NumPy, SQL)
- Solid understanding of credit products (e.g. CDS, corporate/government bonds)
- Experience with risk, P&L, or attribution tooling
- Background in a buy-side firm preferred (sell-side credit desk also considered)
- Strong engineering fundamentals with experience delivering production-grade code
Nice to have:
- Experience with KDB, Kafka, Databricks, or similar data technologies
- Familiarity with market data, pricing, and credit analytics
- Exposure to dashboarding tools (e.g. Dash, Grafana)
- Understanding of derivatives and market conventions
Why apply?
- Direct exposure to PMs and trading decisions
- Opportunity to take ownership of key systems in a lean team
- Strong compensation and growth potential
- Collaborative, high-performance environment within a well-established hedge fund
Quantitative Developer (Multi Strat Hedge Fund) in London employer: Radley James
Contact Detail:
Radley James Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Developer (Multi Strat Hedge Fund) in London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and tech sectors. Attend industry events or webinars where you can meet people who work at hedge funds. A personal introduction can make all the difference when you're trying to land that Quant Developer role.
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your Python projects, especially those related to credit trading or risk analysis. This will give potential employers a taste of what you can do and how you can contribute to their team.
✨Tip Number 3
Prepare for technical interviews by brushing up on your coding skills and understanding of credit products. Practice common algorithms and data structures, and be ready to discuss your past projects in detail. We want you to shine during those interviews!
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we love seeing candidates who are proactive about their job search. Let’s get you that dream job together!
We think you need these skills to ace Quantitative Developer (Multi Strat Hedge Fund) in London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to highlight your experience as a Quant Developer. Focus on your Python skills and any relevant projects you've worked on that relate to credit products. We want to see how your background aligns with what we're looking for!
Showcase Your Projects: Include specific examples of tools or libraries you've developed, especially those used in trading environments. If you've built risk or P&L frameworks, let us know! This will help us understand your hands-on experience and technical capabilities.
Craft a Compelling Cover Letter: Your cover letter should tell us why you're excited about this role and how you can contribute to our team. Be genuine and express your passion for quantitative development and credit trading. We love seeing enthusiasm!
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures it gets into the right hands. Plus, it shows you're proactive and keen to join our team!
How to prepare for a job interview at Radley James
✨Know Your Python Inside Out
Make sure you brush up on your Python skills, especially with libraries like Pandas and NumPy. Be ready to discuss how you've used these tools in past projects, as well as any challenges you faced and how you overcame them.
✨Understand Credit Products Thoroughly
Since this role focuses on credit trading, it's crucial to have a solid grasp of credit products like CDS and bonds. Prepare to explain how these products work and their implications in trading strategies during the interview.
✨Showcase Your Engineering Fundamentals
Be prepared to discuss your experience delivering production-grade code. Highlight specific projects where you implemented robust systems, and be ready to dive into the engineering principles that guided your decisions.
✨Prepare for Technical Questions
Expect technical questions related to risk, P&L, and attribution tooling. Brush up on relevant concepts and be ready to solve problems on the spot, demonstrating your analytical thinking and problem-solving skills.