Senior Python Quantitative Developer - Central Risk & Backtesting Platform - Quant Hedge Fund

• Excellent Quant Development and Python skills, as per 3+ years of professional experience in Financial Markets, ideally in a Systematic Hedge Fund and/or dealing with Futures.
• Quantitative Finance experience and knowledge, preferably with experience in developing financial Backtesting systems for Quantitative Strategies.
• Hands-on experience with continuous integration and delivery systems such as Jenkins and GitLab CI/CD and a strong understanding of Software Development Life Cycle (SDLC) best practices, with knowledge of SQL, Linux and ideally Docker.
• PhD/MSc level education in a numerate discipline from a top institution.
• MATLAB experience highly desirable.

This is an outstanding opportunity to join a world-class boutique Systematic Investment business, playing a key role in the delivery of a crucial core platform for use by cross-functional teams across multiple investment platforms.

Senior Python Quantitative Developer sought by a specialist and multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield centralised Python/SQL/Linux/Docker platform for Backtesting, Pricing, Risk and Performance to be used across all Funds and Investment teams.

Our client is an early Quantitative Investment Firm, managing around $10BN+ and with a focus on Scientific Investing and new ideas. They also boast a rare and highly reputable culture and working environment geared towards collaboration and communication, with zero siloes, and industry-leading tenure. The firm totals around 150 staff, all of whom are office-based three or more days per week.