At a Glance
- Tasks: Join a dynamic team to design and implement a cutting-edge Python platform for investment strategies.
- Company: Award-winning Systematic Hedge Fund with a collaborative and innovative culture.
- Benefits: Competitive salary, professional development, and a supportive work environment.
- Other info: Opportunity for career growth in a world-class investment firm with a focus on collaboration.
- Why this job: Make a real impact in finance by developing critical tools for investment teams.
- Qualifications: 3+ years in Quant Development, strong Python skills, and a background in Financial Markets.
The predicted salary is between 60000 - 80000 £ per year.
Senior Python Quantitative Developer sought by a specialist and multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield centralised Python/SQL/Linux/Docker platform for Backtesting, Pricing, Risk and Performance to be used across all Funds and Investment teams.
Our client is an early Quantitative Investment Firm, managing around $10BN and with a focus on Scientific Investing and new ideas. They also boast a rare and highly reputable culture and working environment geared towards collaboration and communication, with zero siloes, and industry-leading tenure. The firm totals around 150 staff, all of whom are office-based three or more days per week.
This is a more technical Senior QD role which will involve collaborating with Quantitative Researchers and Portfolio Managers to architect, design and implement scalable solutions, addressing complex business needs. Primarily, you will be charged with delivering and maintaining critical components of the investment infrastructure, including the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks which will be a key tool for the Investment teams.
Essential Skills & Experience:
- Excellent Quant Development and Python skills, as per 3 years of professional experience in Financial Markets, ideally in a Systematic Hedge Fund and/or dealing with Futures.
- Quantitative Finance experience and knowledge, preferably with experience in developing financial Backtesting systems for Quantitative Strategies.
- Hands-on experience with continuous integration and delivery systems such as Jenkins and GitLab CI/CD and a strong understanding of Software Development Life Cycle (SDLC) best practices, with knowledge of SQL, Linux and ideally Docker.
- PhD/MSc level education in a numerate discipline from a top institution.
- MATLAB experience highly desirable.
This is an outstanding opportunity to join a world-class boutique Systematic Investment business, playing a key role in the delivery of a crucial core platform for use by cross-functional teams across multiple investment platforms.
Locations
Python Quantitative Developer - Systematic Hedge Fund in City of London, London employer: Winston Fox
Join a prestigious and innovative Systematic Hedge Fund that champions a collaborative and communicative work culture, where your contributions will directly impact the investment infrastructure. With a focus on scientific investing and a commitment to employee growth, this firm offers a unique opportunity to work alongside top-tier professionals in a dynamic environment, all while enjoying the benefits of a supportive office-based setting. Experience unparalleled career development in a company that values creativity and teamwork, making it an exceptional employer for those seeking meaningful and rewarding employment.
