Quantitative Developer

A premier global hedge fund is looking for a high-calibre Quantitative Developer to join its Systematic Trading division. This role places you at the epicentre of a sophisticated quant environment, where you will partner closely with Portfolio Managers, researchers, and traders to transform alpha-driven concepts into live production reality.

The Role

• Architect and manage high-performance systems that power systematic strategies across various asset classes.
• Bridge the gap between theory and execution by converting quantitative models into scalable, production-grade code.
• Work hand-in-hand with investment teams to speed up strategy deployment and troubleshoot live trading issues in high-pressure scenarios.
• Maintain and evolve a complex codebase, taking full responsibility for the stability and integrity of the firm’s trading software.
• Implement elite engineering practices to enhance development speed and consistency across the organization.

Requirements

• Expert-level coding skills in C++, Python, Java or MATLAB.
• A deep understanding of linear algebra, probability, statistics, and optimization.
• A solid grasp of financial market mechanics and instruments.
• The ability to act as a linguistic bridge between the research and engineering teams, translating complex technical requirements for diverse stakeholders.