Senior Python Quantitative Developer - Core Investment Platform - Quant Hedge Fund

Winston Fox; England; On-site; GBP 80,000 - 120,000; Full time

Job summary

A leading quantitative investment firm in the United Kingdom seeks a Senior Python Quantitative Developer to join a new core team. This role involves collaborating with Quantitative Researchers and Portfolio Managers to build and maintain crucial investment infrastructure. Candidates should have excellent Python skills, experience in SQL and Linux, and ideally a PhD or MSc in a relevant discipline. This firm promotes a collaborative environment and offers a unique opportunity in systematic investing.

Qualifications

• 5+ years of professional experience in financial markets.
• Experience in developing financial backtesting systems for quantitative strategies.
• Knowledge of Futures and Systematic Trading.

Responsibilities

• Collaborate with Quantitative Researchers and Portfolio Managers.
• Architect, design, and implement scalable investment infrastructure.
• Deliver and maintain the Data Interface Layer and Central Risk Calculations.

Skills

Excellent Python skills

Continuous integration and delivery systems (Jenkins, GitLab CI/CD)

Knowledge of SQL

Proficiency in Linux and Docker

Education

PhD/MSc in a numerate discipline

Tools

Jenkins

GitLab CI/CD

MATLAB

Job description

Senior Python Quantitative Developer sought by a specialist and multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield centralised Python / SQL / Linux / Docker platform for Backtesting, Pricing, Risk and Performance to be used across all Funds and Investment teams.

Our client is an early Quantitative Investment Firm, managing around $10BN+ and with a focus on Scientific Investing and new ideas. They also boast a rare and highly reputable culture and working environment geared towards collaboration and communication, with zero siloes, and industry-leading tenure. The firm totals around 150 staff, all of whom are office-based three or more days per week.

This is a more technical Senior QD role which will involve collaborating with Quantitative Researchers and Portfolio Managers to architect, design and implement scalable solutions, addressing complex business needs. Primarily, you will be charged with delivering and maintaining critical components of the investment infrastructure, including the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks which will be a key tool for the Investment teams.

Essential Skills & Experience

• Excellent Python skills, as per 5+ years of professional experience in a technically and / or scientifically complex and competitive environment, especially in Financial Markets.
• Hands‑on experience with continuous integration and delivery systems such as Jenkins and GitLab CI / CD and a strong understanding of Software Development Life Cycle (SDLC) best practices.
• Knowledge of SQL for database management and query optimization.
• Proficiency in Linux and Docker, ideally including system administration and containerization for deployment and scaling.

Preferred Skills & Experience

• Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and Systematic Trading
• Experience in developing financial Backtesting systems for Quantitative Strategies.
• PhD / MSc level education in a numerate discipline from a top institution.
• MATLAB experience highly desirable.

This is an outstanding opportunity to join a world‑class boutique Systematic Investment business, playing a key role in the delivery of a crucial core platform for use by cross‑functional teams across multiple investment platforms.