Quantitative Developer / Researcher – Systematic Equities - London

Octavius Finance; Greater London; On-site; GBP 75,000 - 120,000; Full time

Job summary

Octavius Finance is seeking a Quantitative Developer/Researcher to own the technology and data infrastructure supporting a systematic equity strategy. The role combines platform development, data engineering and quantitative research, with responsibility extending beyond writing code.

You will own production and data-driven processes from development through deployment, monitoring and QA, building reliable data pipelines and research tools, deploying code through release cycles and ensuring live

Qualifications

• Proven experience building production-grade quantitative platforms.
• Experience with large financial datasets and data pipelines.
• Ability to own end-to-end production processes including deployment and QA.

Responsibilities

• Build and develop a scalable quantitative research platform.
• Create production-quality systems on large financial datasets.
• Develop and maintain data pipelines, research workflows and live processes.
• Deploy code and participate in structured release cycles.
• Monitor production systems and investigate data or performance issues.
• Improve the speed, reliability and reproducibility of the research process.
• Work closely with the Portfolio Manager to translate research requirements into robust technical solutions.

Skills

Quantitative development

Data pipelines

Kubernetes

GitHub

Cloud infrastructure

QA & testing

Tools

Python

SQL

Pandas

Spark

Job description

We are working with an established investment manager seeking a Quantitative Developer/Researcher to take ownership of the technology and data infrastructure supporting a systematic equity strategy.

Working directly with the Systematic Portfolio Manager and supported by a Software Engineer, you will build and develop the platform underpinning the team’s research and live investment process. This is a hands-on role combining platform development, data engineering and quantitative research, with responsibility extending well beyond writing code.

You will own production and data-driven processes from development through to deployment, monitoring and quality assurance. This includes building reliable data pipelines and research tools, deploying code through established release cycles and responding quickly when live systems or data processes are not operating as expected.

The role will include:

• Building and developing a stable, scalable quantitative research platform
• Creating production-quality systems and tools on top of large financial datasets
• Developing and maintaining data pipelines, research workflows and live processes
• Deploying code and contributing to structured release cycles
• Monitoring production systems and investigating data or performance issues
• Improving the speed, reliability and reproducibility of the research process
• Working closely with the Portfolio Manager to translate research requirements into robust technical solutions

We are looking for:

• Experience building and supporting stable, production-grade platforms
• Extensive experience working with large and complex datasets
• Ownership of production processes, including coding, deployment, monitoring and QA
• Experience with version control, testing and controlled software releases
• The ability to diagnose and respond to issues within live systems
• An understanding of quantitative investment research and how technology supports the investment process
• A proactive and accountable approach, with the ability to work directly with investment professionals

Experience within a hedge fund, asset manager, systematic investment team or trading environment would be highly advantageous. Familiarity with Kubernetes, GitHub, cloud infrastructure or AI-assisted development tools would also be useful.

This is an opportunity to take meaningful ownership of a growing quantitative platform and help shape the infrastructure supporting an evolving investment and research process.