A leading hedge fund based in London is seeking a Quantitative Developer to bridge software engineering with trading. The role involves developing robust pricing and risk management tools while collaborating closely with Portfolio Managers. The ideal candidate will possess strong Python skills and experience in a fast-paced, front-office environment, with total compensation up to £200,000 plus bonuses.
Qualifications
Strong proficiency in Python; experience in a front-office environment is highly preferred.
Experience with deployment tools such as Jenkins, Docker, and Kubernetes or equivalent.
Background from buy-side firms, hedge funds, asset managers, or fintech/vendor environments is ideal.
Ability to thrive in fast-paced environments and work with Portfolio Managers in a lean team.
Responsibilities
Bridge software engineering and quantitative development to create tools for trading desks.
Collaborate with equities Portfolio Managers to design and implement performance-driving tools.
Build pricing, market analysis, and risk management tools for production use.
Ensure models are robust, scalable, and integrated into front-office workflows.
Work autonomously using Python and deployment tools to deliver solutions.
Skills
Python
Deployment tools (Jenkins, Docker, Kubernetes)
Autonomous work
Collaboration with Portfolio Managers
Tools
Jenkins
Docker
Kubernetes
Job description
A leading hedge fund based in London is seeking a Quantitative Developer to bridge software engineering with trading. The role involves developing robust pricing and risk management tools while collaborating closely with Portfolio Managers. The ideal candidate will possess strong Python skills and experience in a fast-paced, front-office environment, with total compensation up to £200,000 plus bonuses.