Quant Developer

Glocomms; City Of London; Hybrid; GBP 70,000 - 120,000; Full time

Job summary

A leading hedge fund in London is seeking a Quant Developer to join a groundbreaking AI/ML initiative. This role offers the chance to shape the architecture and develop systems that will impact trading strategies and risk management. Candidates should have strong programming skills in Python, experience with ML workflows, and familiarity with cloud services.

Qualifications

• Strong programming skills in Python.
• Solid understanding of machine learning workflows.
• Experience with quantitative finance topics.

Responsibilities

• Design and develop systems for AI/ML model development.
• Collaborate with quantitative researchers to produce code.
• Build and maintain data pipelines.

Skills

Python

Machine learning workflows

Data engineering tools

Tools

AWS

GCP

Docker

Kubernetes

Job description

Glocomms City Of London, England, United Kingdom

Glocomms City Of London, England, United Kingdom

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Quant Developer - AI/ML Greenfield Project

Location: London, UK (Hybrid)
Contract Type: 12-Month Contract (Inside IR35)
Start Date: July 2025

About the Role

We are partnering with a leading hedge fund embarking on a cutting-edge greenfield initiative to build a next-generation AI/ML-driven investment platform. This is a rare opportunity to join at inception and shape the architecture, tooling, and models that will drive alpha generation and risk management for years to come.

As a Quant Developer, you will work at the intersection of quantitative research, machine learning, and software engineering. You'll collaborate with quants, data scientists, and portfolio managers to design and implement scalable systems for data ingestion, model training, and real-time signal deployment.

Key Responsibilities

• Design and develop robust, high-performance systems for AI/ML model development and deployment.
• Collaborate with quantitative researchers to translate trading strategies into production-ready code.
• Build and maintain data pipelines for structured and unstructured financial data.
• Implement backtesting frameworks and simulation environments.
• Optimise model inference and execution latency for real-time trading.
• Contribute to architectural decisions and technology stack selection for the greenfield platform.
  
  

Required Skills & Experience

• Strong programming skills in Python, with experience in production-grade systems.
• Solid understanding of machine learning workflows, including model training, validation, and deployment.
• Experience with quantitative finance, including time series analysis, alpha modelling, or risk analytics.
• Familiarity with cloud infrastructure (e.g., AWS, GCP) and containerisation (Docker, Kubernetes).
• Proficiency with data engineering tools
• Experience working in fast-paced, collaborative environments with agile methodologies.
  
  

Nice to Have

• Prior experience in a hedge fund, prop trading firm, or investment bank.
• Exposure to reinforcement learning, deep learning, or LLMs in financial contexts.
• Knowledge of market microstructure and execution algorithms.
  
  

Contract Details

• Duration: 12 months
• Start Date: July 2025
• Location: London (Hybrid working model)
• IR35 Status: Inside IR35
• Day Rate: Competitive, based on experience

If this could be interesting for you, please apply at your earliest convenience. We look forward to hearing from you.

Seniority level

• Seniority level

  Entry level

Employment type

• Employment type

  Contract

Job function

• Job function

  Finance

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