We are working with a leading systematic hedge fund looking for a Quant Developer to join a front-office systematic trading team.
This is a hands-on engineering role working directly with Quant Researchers and Strategists to build and support the technology behind live systematic trading strategies in production.
Please note: Experience building and supporting production systematic trading strategies is mandatory.
What you'll work on:
- Real-time market data and tick-data processing systems
- Alpha generation and feature engineering pipelines
- ML infrastructure and research-to-production frameworks
- Strategy execution platforms and OMS integrations
Requirements:
- Current experience at a systematic hedge fund, market maker, or quantitative trading firm
- Proven experience building and supporting production systems for live systematic trading strategies
- Strong Python development (NumPy, Pandas, and the wider data ecosystem)
- Background as a Software Engineer / Quant Developer, not a Quant Researcher
- Experience with market data engineering, ML pipelines, execution systems, and research infrastructure
- 5+ years of relevant industry experience
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Quant Developer (Systematic Trading) - Leading Hedge Fund employer: Selby Jennings
Join a leading global platform that offers an exceptional opportunity for growth and development in the real estate M&A sector. With a collaborative and entrepreneurial team culture, you will be exposed to landmark European transactions while enjoying competitive compensation and clear progression pathways. This role not only allows you to enhance your financial modelling and analytical skills but also provides the chance to mentor junior team members, making it a truly rewarding environment for ambitious professionals.
