Quantitative Developer - Python

LGBT Great; City of London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading hedge fund in London is seeking a skilled Quantitative Developer to enhance its investment infrastructure. This role involves collaboration with quantitative researchers to create scalable solutions for financial data management and risk assessment. Ideal candidates have 3-8 years of experience, specializing in Python, along with proficiency in CI/CD and database management. Competitive compensation and dynamic work environment provided.

Qualifications

• 3-8 years of software development experience, specializing in Python.
• Strong understanding of SDLC best practices.
• Hands-on experience with database management.

Responsibilities

• Develop and maintain investment infrastructure components.
• Collaborate with researchers and traders for robust solutions.
• Provide support to ensure system reliability.

Skills

Professional experience in software development

Expertise in Python

Experience with CI/CD systems

Knowledge of SQL

Proficiency in Linux

Experience with Docker

Tools

Jenkins

GitLab CI/CD

Matlab

Job description

APPLY VIA THIS LINK (DO NOT USE THE BLUE APPLY BUTTON)

Aspect Capital is an award-winning systematic hedge fund based in London that manages over $8 billon of client assets, where technology is an integral part of our business. We are seeking a highly skilled Quantitative Developer to join our team, contributing to the development and maintenance of key investment infrastructure and analytics. This role involves collaborating with quantitative researchers and traders to design and implement scalable solutions, addressing complex business needs related to loading financial data, risk management, and backtesting. You will be working within a dynamic, fast-paced environment, supporting cross-functional teams across multiple investment platforms.

Essential Skills & Experience

• 3-8 years of professional experience in software development, specializing in Python.
• Hands-on experience with continuous integration and delivery systems (e.g., Jenkins, GitLab CI/CD) and a strong understanding of Software Development Life Cycle (SDLC) best practices.
• Knowledge of SQL for database management and query optimization.
• Proficiency in Linux and Docker, including system administration and containerization for deployment and scaling.

Preferred Skills & Experience

• Deep understanding of futures asset classesand their application in systematic trading.
• Experience in developing financial backtesting systems for quantitative strategies.
• Matlab experience is a plus.

Job Responsibilities

• Develop and maintain critical components of the investment infrastructure, including the data interface layer, central risk calculations, and backtesting frameworks utilized by diverse investment teams.
• Work closely with quantitative researchers and traders to engineer robust solutions for business challenges.
• Provide production-level support to key systems, ensuring their continued functionality and reliability.

If this role sound of interest we would love to hear from you.

APPLY VIA THIS LINK (DO NOT USE THE BLUE APPLY BUTTON)

Agency Name: LGBT Great

Agency contact first name: LGBT

Agency contact last name: Great

Agency contact email: [e-mail]

Candidate reference ID: This is your name