Orbis Group
Quantitative Developer - Hedge Fund
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Quantitative Developer - Python - Hedge Fund
One of the world’s top systematic Hedge Funds is hiring a Quantitative Developer with exceptional Python and Software Engineering experience to build the technology behind a brand new trading strategy.
This is an excellent opportunity for a Software Engineer with a deep understanding of Python and computer science fundamentals to partner with a top Trading Strategy Manager and own the build of trading technology - as close as you can be as a Software Engineer to the PnL of a top Hedge Fund.
Your key responsibilities in this role will be:
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- End-to-end ownership of strategy-specific trading infrastructure built to take research models into live trading
- Building out the firm’s core trading platforms alongside an elite team of researchers and other software engineers to meet the desk’s specific requirements
- Building Python-based research tools, data pipelines and frameworks for data validation, monitoring, and operational support
Requirements
- Excellent Python software engineering experience (minimum 5 years’ experience) gained in the Front Office of a Hedge Fund, Trading, or similar high-performance environment supported by strong computer science fundamentals.
- Experience building and deploying highly performant and reliable end-to-end systems, ideally including data pipelines and production infrastructure.
- Experience with modern engineering technologies such as CI/CD, Kafka, Airflow, Docker, Kubernetes, AWS, or parallel-processing tools such as Dask.
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