Quant Developer Engineering - Leading Systematic Equity Hedge Fund

eFinancialCareers; Greater London; On-site; GBP 120,000 - 190,000; Part time

Benefits offered by this job

Hybrid working in London

Initial contract opportunity

Job summary

PVH (Tommy Hilfiger/Calvin Klein) London seeks a quant developer with a strong software engineering background to join a leading systematic equity platform. The role focuses on Python services, ETL pipelines and cloud-based infrastructure in a hybrid, London-based environment.

You will work with portfolio managers and researchers to deliver scalable research tools, improve production quality and deployment practices, and enhance data-driven investment workflows.

Qualifications

• 5+ years in Quant Development, Software or Data Engineering.
• Excellent Python development skills for production systems.
• Experience building ETL pipelines and financial data platforms.
• Strong Azure experience with cloud-based infrastructure.
• Docker and Kubernetes proficiency; CI/CD with GitHub Actions.
• Experience delivering cloud-native research or production platforms.
• Familiarity with market data, data vendors and security master data.
• Background in systematic or quantitative equities.
• Ability to work closely with portfolio managers and researchers.
• Nice-to-have: Xpressfeed, Snowflake, Bloomberg, MSCI Barra, Databricks; LLMs.

Responsibilities

• Design and develop Python applications and services for front-office use.
• Build and maintain scalable ETL processes and data pipelines.
• Develop cloud-based quantitative research and production infrastructure.
• Integrate multiple financial data vendors and datasets.
• Create research-ready datasets for researchers and PMs.
• Support deployment, testing and engineering standards across the platform.
• Collaborate with investment professionals to deliver scalable tooling.

Skills

Quantitative Development

Software Engineering

Data Engineering

Python development

ETL processes

Cloud-native platforms

Production-grade systems

Collaboration with PMs/researchers

Financial data pipelines

Market data experience

Quant equities experience

Portfolio manager collaboration

Tools

Azure

Docker

Kubernetes

Apache Airflow

GitHub / CI/CD

GitHub Actions

Databricks

Snowflake

Bloomberg

MSCI Barra

Job description

London (Hybrid Working) | Initial Contract | Excellent Day Rate

We're partnering with one of the leading names in systematic equity investing to hire an experienced Quant Developer with a strong software engineering background.

This is an opportunity to join one of the industry's highest-performing systematic equity hedge funds, renowned for its sophisticated investment platform, collaborative culture and continued investment in technology. The firm is undertaking a significant evolution of its quantitative research and engineering platform, making this a genuinely exciting time to join.

The preference is to hire on an initial contract basis , although the fund would also consider a permanent appointment for someone who is able to start within the next six weeks.

Working directly with portfolio managers, quantitative researchers and senior technology professionals, you'll play a key role in building the engineering infrastructure that underpins the firm's systematic investment process.

The Role

This is a front-office engineering role with a strong emphasis on software development, data engineering and quantitative infrastructure.

Key responsibilities include:

• Designing and developing high-quality Python applications and services
• Building and maintaining scalable ETL processes and financial data pipelines
• Developing cloud-based quantitative research and production infrastructure
• Integrating and managing multiple financial data vendors
• Building research-ready datasets for quantitative researchers and portfolio managers
• Supporting the implementation of systematic equity signals into production
• Improving deployment, testing and engineering standards across the platform
• Working closely with investment professionals to deliver scalable research tools and infrastructure

Required Experience

We're looking for experienced engineers who have previously worked within a buy-side asset manager or hedge fund .

You'll ideally have:

• 5+ years' experience in Quantitative Development, Software Engineering or Data Engineering
• Excellent Python development skills
• A strong software engineering mindset and experience building production-grade systems
• Experience developing ETL processes and large-scale financial data pipelines
• Strong Azure experience
• Docker and Kubernetes
• Apache Airflow
• GitHub and CI/CD (GitHub Actions)
• Experience building cloud-native research or production platforms
• Experience working with market data, security master data and financial data vendors
• Previous experience within systematic or quantitative equities
• Experience working directly alongside portfolio managers or quantitative researchers

Experience with any of the following would be advantageous:

• S&P Xpressfeed
• Snowflake
• Bloomberg
• MSCI Barra
• Databricks
• Quantitative equity research platforms
• Large Language Models (OpenAI, Claude)

Additional Information

• Initial contract opportunity
• Excellent day rate
• Hybrid working in London
• Permanent opportunities may also be considered for candidates able to start within six weeks

Applicants must already have the unrestricted right to work in the UK . Unfortunately, sponsorship is not available.