Quantitative Developer (Data)

Systematic Hedge Fund | London (On-site) They are a pioneering systematic hedge fund with decades of experience building data-driven investment strategies across global markets. Their Data Engineering team sits at the heart of the research infrastructure, partnering directly with quantitative researchers and portfolio managers to turn complex, large-scale data into production-ready signals. This role is for exceptional individuals from top-tier quantitative firms who want ownership, intellectual depth, and real impact.

Responsibilities: Build and maintain robust pipelines for ingesting, cleaning, and integrating large-scale datasets Analyse new and existing data sources to identify patterns with investment relevance Develop automated, scalable data infrastructure to support systematic research Work closely with quantitative researchers to productionise data and research workflows Requirements: 2+ years' experience in data engineering or a closely related discipline within top-tier systematic hedge funds or proprietary trading firms Background from top tier firms. Advanced Python and strong SQL Proven experience working with large, noisy, real-world datasets Why Join: One of the most established systematic platforms globally, with a multi-decade track record Direct influence on live research infrastructure Highly competitive compensation and a genuinely collaborative research culture Process note: If you don't hear back within 3 days, your application was unfortunately not successful.