Senior Quantitative Developer - Systematic Research
Job Description
[Up to c. $275k Base Salary + Discretionary Bonus | Office-Led Working]
Role Overview
We’re representing a global investment firm expanding the technology capability behind its systematic research platform. This team works directly with quantitative investment groups, creating the engineering infrastructure and applications researchers use to explore data, test investment ideas and develop systematic strategies.
The hire is fundamentally a senior software-engineering position within a quantitative environment. You’ll work closely with Portfolio Managers and Quantitative Researchers, taking loosely defined research problems and turning them into robust systems that can operate reliably at institutional scale. Python and C++ are both relevant, but the team is deliberately flexible on language background. The stronger differentiator is the calibre of engineering problems you have owned - particularly research platforms, quantitative systems, large-scale data processing or production trading technology...
Role Snapshot
- Bring 6+ years of professional software-development experience, with substantial ownership of production systems in technically demanding environments
- Demonstrate strong software-engineering fundamentals across architecture, debugging, testing, maintainability, performance and production operation
- Develop primarily across Python and C++, with depth in at least one and the ability to become productive across both where required
- Build and evolve technology supporting quantitative research, data-intensive analysis, model evaluation and the wider research-to-production lifecycle
- Work directly with Portfolio Managers and Quantitative Researchers to translate exploratory or ambiguous requirements into durable engineering solutions
- Own technical problems through design, implementation, deployment and ongoing operation rather than working only on isolated components
- Improve system reliability, observability, reproducibility and engineering quality across research and production workflows
- Show evidence of solving complex data-intensive, computationally demanding or performance-sensitive engineering problems rather than relying on framework-level experience
- (Strongly Preferred) Experience within a hedge fund, proprietary trading firm, systematic investment manager or comparable high-performance trading environment
- (Preferred) Exposure to systematic investing, financial markets, distributed systems, Linux, large-scale data platforms, numerical computing, GPUs, cloud infrastructure or low-latency systems
...
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