Harrington Starr
Quantitative Developer
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Quantitative Developer
Location: London / Hybrid – flexible office attendance
Employment Type: Full-time, Permanent
About the Role
We are working with a leading market intelligence and financial data business that is looking to hire an experienced Quantitative Developer / Quantitative Researcher to build its first in-house quantitative capability.
The business provides market-relevant information and analysis to leading hedge funds, investment banks and financial institutions through proprietary data and API products.
This is a genuinely greenfield opportunity. You will work with a large historical dataset of unstructured and qualitative market information to identify relationships with asset prices, extract tradable signals, and help turn quantitative research into new commercial products for institutional clients.
As the first quantitative hire, you will have significant ownership over how this capability is built from the ground up.
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Key Responsibilities
- Analyse proprietary historical datasets to identify relationships with asset prices.
- Develop and test tradable signals using statistical and econometric techniques.
- Apply time-series analysis, regression, cointegration and statistical modelling.
- Use NLP, sentiment analysis and AI/LLM techniques to extract insights from unstructured data.
- Improve the machine-readability, structure and governance of qualitative datasets.
- Develop quantitative approaches that can be incorporated into commercial data products.
- Produce technical research and white papers for institutional hedge fund and bank clients.
- Engage directly with quantitative teams across the buy side and sell side, including presenting research to clients.
- Establish quantitative data and research standards for future hires.
Ideally, you will have:
- 5+ years' experience in quantitative research, quantitative development or systematic research.
- Experience within a hedge fund, investment bank, asset manager, fintech or similar environment.
- Strong experience working with financial markets data, ideally across macro, commodities, FX, rates or credit.
- Experience deriving actionable or tradable signals from unstructured, semi-structured or alternative data.
- Strong knowledge of statistical modelling, econometrics and time-series analysis.
- Experience with NLP, sentiment analysis, machine learning and/or LLMs applied to financial or market data.
- Strong Python and quantitative programming skills.
- A degree in Mathematics, Physics, Computer Science, Statistics or another quantitative discipline.
- Excellent communication skills and the ability to explain complex quantitative concepts to both technical and commercial audiences.
- An entrepreneurial mindset and the ability to work independently.
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