Tempest Vane Partners
Senior Python Developer
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Senior Python Engineer – Systematic Trading & Market Data
London | Systematic Hedge Fund | AWS, Kafka, Kubernetes
The Client
A leading quantitative investment firm is hiring a Senior Python Engineer to help scale the data platform powering systematic research and trading across global markets.
This is a front-office engineering role focused on building high-performance data infrastructure used directly by quant researchers and trading teams.
The Role
The successful candidate will work on large-scale market data systems, real-time pipelines, cloud-native infrastructure, and research tooling that supports alpha generation across systematic equities strategies.
What you’ll build:
- Real-time and historical market data platforms
- Python-based APIs and data services for quant research
- Scalable time-series storage and retrieval systems
- Streaming and event-driven data architecture
- Distributed compute and research infrastructure
- Cloud-native tooling and platform automation
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Tech environment:
Python | AWS | Kafka | Kubernetes | Docker | Airflow | SQL | Linux | Time-Series Data | Distributed Systems
Depending on experience, you may also work with:
Spark, Dask, Redshift, Snowflake, KDB, OneTick, Prometheus, Grafana, CI/CD tooling, and low-latency data workflows.
What they’re looking for:
- Strong Python engineering experience in production environments
- Experience building scalable backend or data-intensive systems
- Strong understanding of system design, performance, and architecture
- Experience working with cloud infrastructure and modern engineering tooling
- Solid SQL and data engineering fundamentals
- Linux and automation/scripting experience
- Ability to work closely with technical stakeholders in fast-moving environments
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Previous experience in systematic trading, hedge funds, electronic trading, market data, or quantitative research environments is highly beneficial. Strong engineers from adjacent high-scale environments are also encouraged to apply.
Why this role stands out:
- Direct impact on trading and research outcomes
- Highly technical engineering culture
- Greenfield platform and scaling challenges
- Close collaboration with quant researchers and portfolio teams
- Strong compensation and long-term growth potential
- Opportunity to work on genuinely complex distributed data problems
Ideal backgrounds may include:
Systematic Hedge Funds | HFT | Prop Trading | Investment Banking | Market Data Platforms | Big Tech Infrastructure | Large-Scale Data Engineering
For a confidential discussion, apply directly or contact us via LinkedIn.
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