Quantitative Developer

JR United Kingdom; Slough; On-site; GBP 50,000 - 70,000; Full time

Job summary

A leading financial technology firm in the UK is seeking a talented Quantitative Developer to enhance portfolio management systems. The role involves developing quant models, collaborating closely with portfolio managers, and optimizing data workflows. Candidates should have a strong foundation in Python, experience with data libraries, and a solid grasp of financial markets. This is an exceptional opportunity to apply your skills in a dynamic environment.

Qualifications

• Bachelor’s or Master’s degree in Computer Science, Engineering, Mathematics, Physics, Finance, or a related field.
• Strong proficiency in Python, with a deep understanding of libraries like Pandas, NumPy, and others.
• Solid understanding of financial markets, particularly equities.

Responsibilities

• Collaborate with portfolio managers to develop software solutions for portfolio analysis.
• Design and optimize quantitative models for large datasets.
• Build and maintain data pipelines to ensure data accuracy.

Skills

Proficient in Python

Experience with Pandas

Strong problem-solving skills

Knowledge of financial markets

Education

Bachelor’s or Master’s degree in relevant field

Tools

Pandas

NumPy

SQL

NoSQL

Job description

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We are seeking a talented and driven Quantitative Developer to join our team, working directly with Equity Portfolio Managers. This role will focus on developing and optimizing quantitative models, tools, and data pipelines to assist portfolio managers in making informed investment decisions.

The ideal candidate will be proficient in Python and have experience working with data structures like Pandas to build scalable and efficient solutions in a fast-paced, dynamic environment.

Responsibilities

• Collaborate closely with equity portfolio managers to understand their needs and develop software solutions to enhance portfolio analysis, risk management, and trading strategies.
• Design, implement, and optimize quantitative models to analyze large datasets and derive actionable insights for equity portfolios.
• Build and maintain data pipelines, ensuring data accuracy, reliability, and scalability.
• Use Python (and related libraries such as Pandas, NumPy, etc.) to develop and automate tasks, backtest strategies, and optimize performance.
• Work with portfolio managers to create tools for portfolio construction, risk analysis, and scenario modeling.
• Ensure seamless integration of various data sources, both internal and external, into the development environment.
• Troubleshoot and resolve technical issues as they arise, ensuring that code is clean, well-documented, and performs efficiently.
• Contribute to continuous improvement and innovation in quantitative models and portfolio management systems.

Qualifications

• Bachelor’s or Master’s degree in Computer Science, Engineering, Mathematics, Physics, Finance, or a related field.
• Strong proficiency in Python, with a deep understanding of libraries like Pandas, NumPy, and others for data manipulation and analysis.
• Solid understanding of financial markets, particularly equities, and portfolio management concepts.
• Knowledge of databases (SQL, NoSQL) and experience in working with large datasets.
• Experience in developing, optimizing, and deploying quantitative models in a production environment.
• Strong problem-solving skills and ability to think critically in a fast-paced, team-oriented setting.