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Harrington Starr, a London-based hedge fund, is seeking a Quantitative Developer to bridge quant research and software engineering. You will help turn hypotheses into production trading systems while collaborating with senior researchers and investment professionals.
The role focuses on Python-based research, backtesting, large data handling, and building reusable pipelines in a hybrid London setting.
London | Hybrid | Python | Quant Research | Systematic Trading
I'm working with an established London-based hedge fund that is building a next-generation, AI-enabled quantitative equity investment platform.
They're looking for a Quantitative Developer to join the founding team, sitting directly between quantitative research and software engineering. You'll work closely with senior researchers and investment professionals, taking ideas from initial hypothesis through research, backtesting and ultimately into production trading systems.
Experience within a hedge fund, asset manager, prop trading or systematic investment environment is advantageous, as is exposure to cloud, Kubernetes, workflow orchestration, SQL, distributed data processing and AI/LLM tooling.
£120,000+ base + bonus | London
If you're a strong Python/Quant Developer who wants significant ownership and the opportunity to help build a quantitative investment platform from an early stage.