Quantitative Developer (Python) – Systematic Hedge Fund in Central London

We’re partnering with a high performing Systematic Hedge Fund in Central London, known for its strong and consistent returns, to hire a Python Quantitative Developer into their core Quant Development team.

This team sits at the heart of the business, working closely with researchers, traders, and portfolio managers to turn ideas into production-ready strategies. If you’re motivated by real ownership, direct PnL impact, and a genuinely collaborative environment, this is a role worth exploring.

Why this role stands out

• Direct exposure to live trading strategies and PnL
• Flat, transparent structure with high visibility across the firm
• Strong emphasis on clean engineering, performance, and innovation
• Real scope to influence tooling, frameworks, and technical direction

What you’ll be doing

• Implementing and optimising trading signals and systematic strategies
• Building robust tools for signal generation and research workflows
• Partnering closely with quants and traders to deploy and support strategies in production
• Designing and enhancing the firm’s quantitative trading framework
• Writing clean, scalable code and leveraging modern tools and technologies
• Experimenting with new ideas and approaches to improve performance and efficiency

What they’re looking for

• Strong Python engineering skills, including performance optimisation
• Solid understanding of data structures and algorithms
• Experience working in a front-office environment alongside quants and traders
• Clear communicator who thrives in collaborative teams
• Strong academic background in a STEM discipline

Process note: We aim to respond to all shortlisted candidates within 48 hours.

If you’re interested in building systematic strategies that genuinely move the needle, this is a great opportunity to do so in a high-impact environment.