Python Quantitative Developer – Systematic Hedge Fund

Python Quant Developer with 2 years’ experience sought by a multi-award-winning Systematic Hedge Fund. The Firm Early innovators in the Quantitative Trading arena and today with a 20 year track-record of outsize returns to investors. Superb collegiate working culture with market-leading employee tenure and a focus on continuous learning. Based in Central West End, with a three-day-per-week in the office policy. The Role Quantitative Development working primarily Python and its various libraries (FastAPI, Pandas, NumPy, SciPy) Multi-strategy, Multi-asset class Systematic Investment team, with leadership/mentorship from a Senior Quant Engineer. Varied role, working across multiple Front Office systems such as Intraday Signal Generation and their Execution Engine. Highly collaborative and collegiate team, where you will have full access to PMs, QRs, Risk, Technology and Senior Management. The Person 2 years’ professional software engineering experience, ideally in a Quant Development capacity, and preferably as a Python specialist. Strong grounding in modern software development principles and best practices (i.e. Git, version control, DevOps). Excellent communication and interpersonal skills, eager to learn and develop, and open to context-switching across projects. Electronic / Quant Trading Technology experience strongly preferred, as are SQL, Linux, and Docker. The Remuneration Base salary of around £80-100K excellent Annual Bonus as part of an Investment team. 25 days annual leave, with option to buy/sell, and with allowance increasing with tenure. Full healthcare including spouse and dependents life insurance. Comprehensive social calendar including charity and sports. Applicants MUST be eligible to work in the UK without Sponsorship. Please apply below or contact AdamWinston-Fox.co.uk.