Senior Python Developer

Senior Python Engineer – Systematic Trading & Market Data London | Systematic Hedge Fund | AWS, Kafka, Kubernetes The Client A leading quantitative investment firm is hiring a Senior Python Engineer to help scale the data platform powering systematic research and trading across global markets. This is a front-office engineering role focused on building high-performance data infrastructure used directly by quant researchers and trading teams. The Role The successful candidate will work on large-scale market data systems, real-time pipelines, cloud-native infrastructure, and research tooling that supports alpha generation across systematic equities strategies. What you’ll build: • Real-time and historical market data platforms • Python-based APIs and data services for quant research • Scalable time-series storage and retrieval systems • Streaming and event-driven data architecture • Distributed compute and research infrastructure • Cloud-native tooling and platform automation Tech environment: Python | AWS | Kafka | Kubernetes | Docker | Airflow | SQL | Linux | Time-Series Data | Distributed Systems Depending on experience, you may also work with: Spark, Dask, Redshift, Snowflake, KDB, OneTick, Prometheus, Grafana, CI/CD tooling, and low-latency data workflows. What they’re looking for: • Strong Python engineering experience in production environments • Experience building scalable backend or data-intensive systems • Strong understanding of system design, performance, and architecture • Experience working with cloud infrastructure and modern engineering tooling • Solid SQL and data engineering fundamentals • Linux and automation/scripting experience • Ability to work closely with technical stakeholders in fast-moving environments Previous experience in systematic trading, hedge funds, electronic trading, market data, or quantitative research environments is highly beneficial. Strong engineers from adjacent high-scale environments are also encouraged to apply. Why this role stands out: • Direct impact on trading and research outcomes • Highly technical engineering culture • Greenfield platform and scaling challenges • Close collaboration with quant researchers and portfolio teams • Strong compensation and long-term growth potential • Opportunity to work on genuinely complex distributed data problems Ideal backgrounds may include: Systematic Hedge Funds | HFT | Prop Trading | Investment Banking | Market Data Platforms | Big Tech Infrastructure | Large-Scale Data Engineering For a confidential discussion, apply directly or contact us via LinkedIn.