Quantitative Developer (Data)

Systematic Hedge Fund | London (On-site)

They are a pioneering systematic hedge fund with decades of experience building data-driven investment strategies across global markets. Their Data Engineering team sits at the heart of the research infrastructure, partnering directly with quantitative researchers and portfolio managers to turn complex, large-scale data into production-ready signals.

This role is for exceptional individuals from top-tier quantitative firms who want ownership, intellectual depth, and real impact.

Responsibilities:

• Build and maintain robust pipelines for ingesting, cleaning, and integrating large-scale datasets
• Analyse new and existing data sources to identify patterns with investment relevance
• Develop automated, scalable data infrastructure to support systematic research
• Work closely with quantitative researchers to productionise data and research workflows

Requirements:

• 2+ years' experience in data engineering or a closely related discipline within top-tier systematic hedge funds or proprietary trading firms
• Background from top tier firms.
• Advanced Python and strong SQL
• Proven experience working with large, noisy, real-world datasets

Why Join:

• One of the most established systematic platforms globally, with a multi-decade track record
• Direct influence on live research infrastructure
• Highly competitive compensation and a genuinely collaborative research culture

Process note: If you don't hear back within 3 days, your application was unfortunately not successful.