Quant Developer (Python)- Tech-Driven Global Hedge Fund
Oxford Knight
Application
Details
Posted: 19-Jun-24
Location: London, United Kingdom
Type: Full-time
Internal Number: 20421331
The Client
One of the world's largest hedge funds, this is an excellent opportunity to join one of the most prestigious technology teams in systematic trading in a wide-ranging development role. With a flat-structured, 'no-attitude' working environment, this is a great time to join as engineering is currently undergoing significant investment.
The Role
Working in small, diverse, cross-functional teams, Quant Developers collaborate closely with Quant Researchers on a varied project portfolio. You'll cover everything from implementing new trading strategies, building new research frameworks and quant libraries, to prototyping new data feeds or building risk analysis tools.
The majority of the company's systems run on Linux and most code is written in Python, including extensive use of numpy, scipy, pandas, scikit-learn, etc. But they're also constantly evaluating new technologies, tools and libraries.
If you have a demonstrable passion for technology (personal projects, open-source involvement) and writing high-quality code, this role would be perfect for you.
Key Skills
Expert development knowledge of Python
Experience of data analysis techniques, plus numpy, scipy, pandas, etc.
Solid Linux platforms experience with various scripting languages
Proponent of strong software engineering techniques and agile methods
Degree with high mathematical and computing content - Computer Science, Mathematics, Engineering, Physics, etc. - from a top-tier university
Keen interest & understanding of financial markets
Benefits
Competitive salary + generous bonuses
Extra perks including a personal development allowance and sponsorship
Central London office with a very smart, friendly tech team
Flat-structured, transparent and collaborative environment, 'no-attitude' culture
Regular social events, plus annual company trips and team offsites
Contact To apply for this role, or for further information, please contact:
