Quant Developer (Systematic Trading) - Leading Hedge Fund
Posted Updated
We are working with a leading systematic hedge fund looking for a Quant Developer to join a front-office systematic trading team.
This is a hands-on engineering role working directly with Quant Researchers and Strategists to build and support the technology behind live systematic trading strategies in production.
Please note: Experience building and supporting production systematic trading strategies is mandatory.
What you'll work on:
- High-performance backtesting platforms
- Real-time market data and tick-data processing systems
- Alpha generation and feature engineering pipelines
- ML infrastructure and research-to-production frameworks
- Strategy execution platforms and OMS integrations
Requirements:
- Current experience at a systematic hedge fund, market maker, or quantitative trading firm
- Proven experience building and supporting production systems for live systematic trading strategies
- Strong Python development (NumPy, Pandas, and the wider data ecosystem)
- Background as a Software Engineer / Quant Developer, not a Quant Researcher
- Experience with market data engineering, ML pipelines, execution systems, and research infrastructure
- 5+ years of relevant industry experience
If you've built the production technology stack behind live systematic strategies, including backtesting, market data, feature engineering, ML pipelines, and execution systems, feel free to apply for a confidential chat.