Quantitative Developer - Hedge Fund

Quantitative Developer - Python - Hedge Fund One of the world’s top systematic Hedge Funds is hiring a Quantitative Developer with exceptional Python and Software Engineering experience to build the technology behind a brand new trading strategy. This is an excellent opportunity for a Software Engineer with deep understanding of Python and computer science fundamentals to partner with a top Trading Strategy Manager and own the build of trading technology - as close as you can be as a Software Engineer to the PnL of a top Hedge Fund. Your key responsibilities in this role will be: End-to-end ownership of strategy-specific trading infrastructure built to take research models into live trading Building out the firm’s core trading platforms alongside an elite team of researchers and other software engineers to meet the desk’s specific requirements Building Python-based research tools, data pipelines and frameworks for data validation, monitoring and operational support Requirements Excellent Python software engineering experience (minimum 5 years’ experience) gained in the Front Office of a Hedge Fund, Trading or similar high performance environment supported by strong computer science fundamentals. Experience building and deploying highly performant and reliable end-to-end systems, ideally including data pipelines and production infrastructure. Experience with modern engineering technologies such as CI/CD, Kafka, Airflow, Docker, Kubernetes, AWS or parallel-processing tools such as Dask. If your experience is a strong fit for the above, please apply with an up to date copy of your CV in the first instance