Mondrian Alpha
Quantitative Developer (PM Facing) – Leading Systematic Hedge fund – Excellent Compensation + Benefits
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My client, a US-based systematic hedge fund, is looking to hire an experienced Quantitative Developer to join one of their investment teams in London, working closely with senior members of the investment function.
The successful candidate will work alongside Portfolio Managers and quantitative researchers, developing the technology and infrastructure required to support systematic investment strategies.
The role has a strong investment focus and will involve taking quantitative ideas from the research environment into robust, scalable production systems. You will have the opportunity to contribute across both the research and trading lifecycle, rather than operating as a standalone software developer.
In particular, you will help develop and improve the systems used by the investment team, work on data and research infrastructure, and support the implementation and monitoring of systematic strategies in a live environment.
You will be joining a sophisticated quantitative investment business where engineering, data and research are closely integrated with the investment process, giving you regular interaction with experienced investment professionals and technical specialists.
Requirements:
- Degree in Computer Science, Engineering, or another relevant technical discipline
- Excellent Python development skills, with experience writing maintainable and production-quality code
- Several years of professional software development experience within a technically demanding environment
- Experience designing and deploying production systems, applications or infrastructure where reliability and performance are important
- Strong experience working with large and complex datasets, including data ingestion, processing, transformation and validation
- Hands-on experience developing and maintaining data pipelines, with exposure to workflow orchestration technologies such as Airflow and event-streaming platforms such as Kafka
- Familiarity with modern software engineering practices, including CI/CD, automated testing, version control and deployment workflows
- Experience working across the software development lifecycle, from technical design and implementation through to deployment and ongoing optimisation
- Strong problem-solving ability, with the initiative to take ownership of technical projects and deliver solutions independently
- Excellent communication skills, with the ability to work effectively alongside both technical specialists and investment professionals
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Desirable Experience:
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- Previous experience within a hedge fund, proprietary trading firm or financial technology environment
- Experience developing technology used directly by investment, trading or quantitative research teams
- Exposure to financial markets, derivatives or systematic investment strategies
- Experience taking quantitative models, signals or research outputs from development into live production environments
- Understanding of statistical or quantitative modelling within a financial context
- Experience with parallel and concurrent computing, including frameworks such as Dask
- Experience developing and deploying applications using Docker and Kubernetes
- Familiarity with AWS or other cloud-based infrastructure and deployment environments
- Exposure to modern data engineering, distributed computing, or event-driven architectures
My client offers a highly competitive compensation package, alongside an extensive benefits offering and a strong focus on professional development. The firm also provides a high-quality working environment with a range of employee facilities and subsidised benefits.
To apply, either respond to this advert or send your CV directly to andy.yu@mondrian-alpha.com.
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