Selby Jennings
Quant Developer (Systematic Trading) - Leading Hedge Fund
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We are working with a leading systematic hedge fund looking for a Quant Developer to join a front-office systematic trading team.
This is a hands-on engineering role working directly with Quant Researchers and Strategists to build and support the technology behind live systematic trading strategies in production.
Please note: Experience building and supporting production systematic trading strategies is mandatory.
What you'll work on:
- High-performance backtesting platforms
- Real-time market data and tick-data processing systems
- Alpha generation and feature engineering pipelines
- ML infrastructure and research-to-production frameworks
- Strategy execution platforms and OMS integrations
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Requirements:
- Current experience at a systematic hedge fund, market maker, or quantitative trading firm
- Proven experience building and supporting production systems for live systematic trading strategies
- Strong Python development (NumPy, Pandas, and the wider data ecosystem)
- Background as a Software Engineer / Quant Developer, not a Quant Researcher
- Experience with market data engineering, ML pipelines, execution systems, and research infrastructure
- 5+ years of relevant industry experience
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If you've built the production technology stack behind live systematic strategies, including backtesting, market data, feature engineering, ML pipelines, and execution systems, feel free to apply for a confidential chat.
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