Quantitative Developer – Hedge Fund
A small but rapidly growing hedge fund are expanding their quantitative development team and are looking for an experienced Quantitative Developer to play a key role in building out risk and middle office systems.
You will have a strong understanding of risk management, portfolio management, and market data systems, as well as traded financial products, and initially help build out the fund’s data platform, then supporting trading and risk workflows.
Significant progression for the successful candidate is expected. This is a highly business-visible role within a smaller company with significant investment and aspiration, and as such this person is expected to provide leadership from a sole contributor perspective, but later progress to a broader leadership position.
You should apply for this role if you are/have:
10+ years software engineering and/or quantitative development experience Significant hedge fund, asset management, and/or sales/trading environment experience Proven experience building production systems form scratch in Python and SQLSignificant experience implementing CI/CD, orchestration, and observability solutions Understanding of traded financial products (equities, fixed income, FX) Degree educated or higher form a leading academic institution
This is a permanent role with a base salary + bonus compensation structure. Package dependent on experience.