Quant Developer (Systematic Trading) - Leading Hedge Fund

Selby Jennings; Greater London; On-site; GBP 110,000 - 170,000; Full time

Job summary

Selby Jennings is partnering with a leading systematic hedge fund in London to hire a Quant Developer to join a front-office systematic trading team. This hands-on role collaborates with Quant Researchers and Strategists to build and support the technology behind live strategies in production.

The ideal candidate has 5+ years in quantitative trading, proven production experience, and strong Python skills (NumPy, Pandas) across market data engineering, ML pipelines, and execution systems.

Qualifications

• 5+ years of relevant industry experience.
• Experience building production systems for live systematic trading strategies.
• Strong Python development with NumPy and Pandas.

Responsibilities

• Build and maintain real-time data processing systems.
• Develop alpha generation pipelines and ML infrastructure.
• Support strategy execution platforms and trading tech stack.

Skills

Python (NumPy, Pandas)

Production systems

Real-time data processing

ML pipelines

Job description

We are working with a leading systematic hedge fund looking for a Quant Developer to join a front-office systematic trading team.

This is a hands-on engineering role working directly with Quant Researchers and Strategists to build and support the technology behind live systematic trading strategies in production.

Please note: Experience building and supporting production systematic trading strategies is mandatory.

What you'll work on:

• Real-time market data and tick-data processing systems
• Alpha generation and feature engineering pipelines
• ML infrastructure and research-to-production frameworks
• Strategy execution platforms and OMS integrations

Requirements:

• Current experience at a systematic hedge fund, market maker, or quantitative trading firm
• Proven experience building and supporting production systems for live systematic trading strategies
• Strong Python development (NumPy, Pandas, and the wider data ecosystem)
• Background as a Software Engineer / Quant Developer, not a Quant Researcher
• Experience with market data engineering, ML pipelines, execution systems, and research infrastructure
• 5+ years of relevant industry experience