Quantitative Developer - Python

Our client, a leading global hedge fund, is seeking a Quantitative Developer (Python) to join their Risk Technology team. This role offers the opportunity to work at the intersection of portfolio management, risk management, and quantitative research, building high-impact, data-driven solutions that shape risk analytics for equity derivatives businesses.

What You’ll Do

• Partner with risk managers and portfolio teams to design and deliver risk analytics solutions for equity derivatives.
• Build data ingestion pipelines and analytical tools to turn complex data into actionable insights.
• Develop cloud-native, data-intensive applications leveraging AWS and modern Python frameworks.
• Rapidly prototype and enhance risk metrics in close collaboration with stakeholders.
• Contribute to system design, architecture, and data modeling.
• Mentor junior developers and foster a culture of technical excellence and collaboration.

What We’re Looking For

• 5+ years’ experience in Python and its scientific libraries (e.g. pandas, NumPy, SciPy).
• Strong understanding of cloud infrastructure (AWS preferred; Azure/GCP also welcome).
• Proven experience in system design and data modelling for scalable applications.
• Solid grasp of relational databases and SQL optimisation.
• Comfort with Unix/Linux environments and command-line workflows.
• Exposure to quantitative finance or equity derivatives is a strong plus.
• Self-driven, detail-oriented, and able to thrive in a fast-paced environment.

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Information Technology, Engineering, and Finance

• 5+ years’ experience in Python and its scientific libraries (e.g. pandas, NumPy, SciPy).
• Strong understanding of cloud infrastructure (AWS preferred; Azure/GCP also welcome).
• Proven experience in system design and data modelling for scalable applications.
• Solid grasp of relational databases and SQL optimisation.
• Comfort with Unix/Linux environments and command-line workflows.
• Exposure to quantitative finance or equity derivatives is a strong plus.
• Self-driven, detail-oriented, and able to thrive in a fast-paced environment.