Senior Python Quantitative Developer - Central Risk & Backtesting Platform - Quant Hedge Fund in City of London, London
Senior Python Quantitative Developer - Central Risk & Backtesting Platform - Quant Hedge Fund

Senior Python Quantitative Developer - Central Risk & Backtesting Platform - Quant Hedge Fund in City of London, London

City of London +1 Full-Time 80000 - 100000 £ / year (est.) No home office possible
Winston Fox

At a Glance

  • Tasks: Design and implement a cutting-edge Python/SQL platform for Backtesting and Risk Management.
  • Company: Award-winning Quant Hedge Fund with a collaborative and innovative culture.
  • Benefits: Competitive salary, office-based teamwork, and opportunities for professional growth.
  • Why this job: Join a world-class team and make a real impact in the finance industry.
  • Qualifications: 3+ years in Quant Development, strong Python skills, and a numerate degree.
  • Other info: Dynamic environment with zero siloes and excellent career advancement opportunities.

The predicted salary is between 80000 - 100000 £ 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

City of London London

Senior Python Quantitative Developer - Central Risk & Backtesting Platform - Quant 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 directly impact the investment landscape. With a focus on scientific investing and cutting-edge technology, this firm offers exceptional growth opportunities and a supportive environment for professional development, all while being part of a close-knit team of around 150 dedicated professionals. Located in a vibrant city, this role not only promises meaningful work but also the chance to thrive in a dynamic and award-winning setting.
Winston Fox

Contact Detail:

Winston Fox Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Senior Python Quantitative Developer - Central Risk & Backtesting Platform - Quant Hedge Fund in City of London, London

✨Tip Number 1

Network like a pro! Reach out to your connections in the finance and tech sectors. Attend industry meetups or webinars, and don’t be shy about introducing yourself. You never know who might have the inside scoop on job openings or can put in a good word for you.

✨Tip Number 2

Show off your skills! Create a portfolio showcasing your Python projects, especially those related to quantitative finance. This could be anything from backtesting frameworks to risk calculations. Having tangible examples of your work can really set you apart during interviews.

✨Tip Number 3

Prepare for technical interviews by brushing up on your coding skills and understanding of financial concepts. Practice common algorithms and data structures, and be ready to discuss your past projects in detail. We recommend using platforms like LeetCode or HackerRank to sharpen your skills.

✨Tip Number 4

Don’t forget to apply through our website! We’ve got some fantastic opportunities that might just be the perfect fit 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 Senior Python Quantitative Developer - Central Risk & Backtesting Platform - Quant Hedge Fund in City of London, London

Python
SQL
Linux
Docker
Quant Development
Financial Markets Knowledge
Backtesting Systems Development
Continuous Integration and Delivery (CI/CD)
Jenkins
GitLab CI/CD
Software Development Life Cycle (SDLC)
Quantitative Finance
MATLAB
Collaboration Skills
Problem-Solving Skills

Some tips for your application 🫡

Show Off Your Python Skills: Make sure to highlight your Python expertise in your application. We want to see how you've used it in real-world scenarios, especially in financial markets. Don't just list your skills; give us examples of projects or systems you've developed.

Quantitative Finance Knowledge is Key: Since this role is all about quantitative finance, we recommend you showcase any relevant experience or knowledge you have in this area. Talk about your understanding of backtesting systems and how you've applied quantitative strategies in your previous roles.

Tailor Your Application: Take the time to tailor your application to our specific needs. Mention your experience with tools like SQL, Linux, and Docker, and how they relate to the role. We love seeing candidates who take the extra step to connect their background with what we're looking for.

Apply Through Our Website: We encourage you to apply through our website for a smoother process. It helps us keep track of applications and ensures you get the best chance to shine. Plus, it shows you're keen on joining our team!

How to prepare for a job interview at Winston Fox

✨Know Your Python Inside Out

Make sure you brush up on your Python skills before the interview. Be ready to discuss your past projects and how you've used Python in financial markets, especially in backtesting systems. They’ll want to see your technical prowess, so be prepared to solve coding problems on the spot.

✨Understand Quantitative Finance Concepts

Since this role is heavily focused on quantitative finance, it’s crucial to have a solid grasp of key concepts. Familiarise yourself with risk calculations, pricing models, and backtesting frameworks. Being able to articulate these concepts will show that you’re not just a coder but also understand the financial implications of your work.

✨Showcase Your Collaboration Skills

This firm values collaboration, so be ready to discuss how you’ve worked with cross-functional teams in the past. Share examples of how you’ve collaborated with quantitative researchers or portfolio managers to deliver scalable solutions. Highlighting your communication skills will set you apart.

✨Prepare for Technical Questions on CI/CD

Given the emphasis on continuous integration and delivery, brush up on your knowledge of tools like Jenkins and GitLab CI/CD. Be prepared to explain how you’ve implemented these in previous roles and how they fit into the Software Development Life Cycle. This will demonstrate your hands-on experience and understanding of best practices.

Senior Python Quantitative Developer - Central Risk & Backtesting Platform - Quant Hedge Fund in City of London, London
Winston Fox
Location: City of London

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