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Selby Jennings is recruiting for a Quantitative Software Engineer / Quantitative Developer for a leading global hedge fund in London. The role is hands-on, building and scaling the technology platform underpinning systematic investment strategies, working with Quant Researchers, PMs and Strategists.
You will design and enhance the trading platform, develop back-testing and feature engineering tooling, build market data infrastructure for real-time and historical tick data, and productionise
Our client, a leading global hedge fund, is seeking a highly motivated Quantitative Software Engineer / Quantitative Developer to join their Systematic Strategies team in London. This is a hands‑on engineering role focused on building and scaling the technology platform that underpins the firm's systematic investment strategies.
Working directly alongside Quantitative Researchers, Portfolio Managers and Strategists, you will be responsible for developing the infrastructure, tooling and production systems that support the full life-cycle of systematic trading strategies. The ideal candidate will have a strong engineering mindset, a deep understanding of quantitative research workflows, and experience building robust, scalable systems used in systematic trading environments.
This role offers the opportunity to work on a broad range of challenges spanning quantitative research infrastructure, machine learning platforms, market data systems, backtesting frameworks, execution technology and real-time analytics.