Quantitative Developer
🎯 Senior Quantitative Developer - Equities StatArb 📍 London
Systematic Hedge Fund
Our client is looking for a Quantitative Developer to join their Equities Stat Arb team based here in London.
You'll work on high-performance Python graph (DAG) frameworks powering everything from research to live trading - handling diversified equity portfolios with sophisticated statistical models and optimized execution.
What you'll do:
- Develop complex StatArb strategies with large-scale data processing
- Build systems for high-turnover equity trading and portfolio construction
- Work on custom DAG framework enabling concurrent data processing
- Monitor execution quality, transaction costs, and market microstructure
- Collaborate with quant researchers on tooling and feature libraries
- Support live trading (FCA certification required - includes broker interaction)
You have:
✅ 5-6+ years as Quantitative Developer in hedge fund/systematic trading
✅ Strong Python (in-depth NumPy/Numba expertise essential)
✅ Deep Unix systems knowledge (processes, memory, I/O)
✅ Statistical methods, numerical optimization & equity market microstructure
✅ Degree in Mathematics/Physics (or strong STEM background)
Highly valued:
- Graph-based (DAG) data processing frameworks
- Equity trading mechanics (order books, execution algos, tick data, borrow/locates)
- Supporting both research platforms AND production trading systems
- Experience with high-frequency/high-turnover strategies
The environment: This is a front-line tech role in systematic trading - you'll take ownership in a fast-paced, agile setting working across research, development, and live trading platforms.
Ready to work on cutting-edge quant infrastructure? DM me for details 👇
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