Job Title : Senior Python Quant Developer Location : London (On-site) Compensation : Highly competitive salary with significant bonus structure and generous sign-on incentives.
Job Description : A multi-billion dollar hedge fund, recognized as one of the industry's top performers, is seeking an experienced Senior Python Quant Developer to join one of its elite trading desks.
This role offers a unique opportunity to make a direct impact on the fund's trading operations, collaborating closely with some of the industrys leading trading professionals and engineers.
If you're passionate about Python development and have a deep understanding of latency-sensitive trading systems, this is your opportunity to excel in a highly collaborative, fast-paced environment.
Key Responsibilities: Develop and optimize latency-driven trading systems using Python, enhancing the desk's ability to react swiftly to market conditions.
Collaborate directly with traders, quantitative analysts, and other developers to understand complex trading strategies, identifying ways to implement these efficiently through technology.
Rapidly interpret trading desk requirements and deliver robust Python-based solutions that align with the team's quantitative and operational needs.
Lead and contribute to the entire development lifecycle, from designing to deploying and optimizing code in a Python-centric environment.
Implement advanced algorithms and data analysis techniques to improve trade execution and profitability while ensuring high levels of reliability.
Constantly refine and improve system performance, addressing and reducing latencies across all trading processes.
Utilize best practices in Python development and stay abreast of the latest advancements in Python libraries and technologies relevant to quantitative finance.
Key Qualifications: 7 years of experience as a Python developer in the financial industry, with a focus on quantitative development, ideally within a hedge fund or high-frequency trading environment.
Proven experience in latency-sensitive, high-performance trading system development , ideally using Python as the primary language.
Deep expertise in Python programming and a strong command of relevant Python libraries for scientific and financial computation (e.g., NumPy, pandas, SciPy).
Solid understanding of financial markets, trading systems, and quantitative finance principles.
Proficiency in data structures, algorithms, and optimization techniques for low-latency systems.
Strong communication skills, with the ability to work effectively alongside traders and quantitative professionals, translating their requirements into technical solutions.
Experience with multi-threading and concurrent programming, especially as it relates to Python, to optimize and enhance system performance.
Bachelor's or advanced degree in Computer Science, Engineering, Mathematics, or a related field.
Reasons to apply: Direct Impact : Be a core part of one of the hedge fund's most successful trading desks, directly influencing performance outcomes.
Collaborative Environment : Work side-by-side with some of the industry's brightest minds in both quantitative trading and software engineering.
Career Advancement : Joining this team will position you at the forefront of quantitative finance, providing significant opportunities for career growth and skill development.
Competitive Rewards : Highly competitive salary and bonuses, plus sign-on incentives that represent substantial increases on your current compensation.
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