Senior Quantitative Developer - Macro Hedge Fund

JR United Kingdom; London; On-site; GBP 70,000 - 110,000; Full time

Job summary

An established industry player seeks a Senior Quantitative Developer to join their dynamic Quant Development and Data team. This role offers the chance to work in a leading macro-focused hedge fund, contributing to the development of libraries and web services that enhance alpha generation and risk management. With a focus on Python programming, you'll engage in building scalable solutions while enjoying incredible career progression opportunities. The firm provides a market-leading compensation package, including a non-contributory pension and private healthcare, making this an exciting opportunity for talented individuals eager to make an impact.

Benefits

Non-contributory pension

Private healthcare

Life assurance

25 days of annual leave

Annual bonus

Qualifications

• 5+ years of experience in quantitative development.
• Strong architecture and design skills required.

Responsibilities

• Build and maintain quant libraries in Python.
• Implement pricing models into the core trading platform.
• Architect scalable web services for applications.

Skills

Python

Quantitative Development

Multi-threading

SQL

Data Engineering

Communication Skills

Education

STEM Degree

Tools

Excel

Web Services

Job description

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Client:

Location:

london, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

4

Posted:

28.04.2025

Expiry Date:

12.06.2025

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Job Description:

The Client

My client is a market leading macro focused hedge fund with offices across EMEA, USA, UAE, and APAC.

They are looking for a Senior Quantitative Developer to join their Quant Development and Data team.

What You'll Get

• An opportunity to work in one of the most exciting and successful buy-side businesses in the City.
• An opportunity to join a strong team with a very high talent density, presenting lots of opportunity for learning and development.
• Incredible career progression opportunities with potential access to all areas of the business.
• A market-leading compensation package including basic salary and annual bonus.
• Benefits including a non-contributory pension, private healthcare, life assurance, and 25 days of annual leave.

What You'll Do

The team is responsible for the architecture and development of libraries, web services, dashboards, and databases that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management. Your specific responsibilities will include:

• Building and maintaining quant libraries in Python.
• Implementing pricing models into the core trading platform using Python.
• Engineering large time-series and data solutions and ETLs for market data, quant analytics, and alpha generation.
• Architecting and building scalable web services for applications and front office users.
• Building front-end tools for market monitoring, trade screening, and risk management. Front-end tools can be either web dashboards or Excel tools backed by robust libraries or web services.

What You'll Need

• Strong academic background in STEM disciplines.
• 5+ years of relevant experience in a quantitative development role.
• Demonstrated experience with high-efficiency programming and multi-threading.
• Strong architecture and design skills.
• Clear grasp of SQL and relational database fundamentals.
• Ability to multitask and produce high-quality code.
• Strong verbal and written communication skills.