Share this job
Quantitative Developer, Systematic Equities
London, ENG
Apply for this job

Quantitative Developer, Systematic Equities

Location: London


Company Overview:

A leading global hedge fund dedicated to leveraging cutting-edge technology and data-driven strategies to deliver superior investment performance.


Role Summary:

A dynamic and entrepreneurial systematic investment team is seeking an experienced Quantitative Developer/Engineer to build and optimize critical trading infrastructure. This role offers a fast-paced, collaborative environment with significant opportunities for professional growth.


Key Responsibilities:

  • Partner with the Portfolio Manager to develop data engineering and prediction tools for systematic equities trading.
  • Design, code, and maintain high-performance trading infrastructure to support quantitative research and execution.
  • Build and optimize scalable data pipelines for ingesting, processing, and validating large financial datasets.
  • Implement and maintain real-time systems for quantitative research, including large-scale computation and serialization frameworks.
  • Monitor production systems, proactively identifying and resolving issues to ensure reliability.
  • Stay updated on emerging technologies (e.g., technical libraries, cloud computing, academic research) to enhance system performance.
  • Collaborate closely with researchers and traders in a transparent, team-oriented environment.

Technical Requirements:

  • Master’s or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics, or a related computational field.
  • Expert in C++ and advanced Python programming.
  • Strong Linux-based development experience.
  • Experience with DevOps tools (e.g., Google Cloud, Airflow, InfluxDB, Grafana) is a plus.
  • Knowledge of machine learning, statistical techniques, and financial data is highly valued.

Preferred Experience:

  • 3+ years in a computer science/computational role, preferably in finance or tech.
  • Experience building front-office systems for quantitative trading.
  • Background in high-frequency or intraday trading systems is a strong plus.
  • Prior work at top tech firms (Google/Meta) or financial institutions is advantageous.

Ideal Candidate Attributes:

  • Strong problem-solving skills and ability to work in a fast-paced, iterative environment.
  • Proactive mindset with a focus on scalability, efficiency, and reliability.
  • Passion for technology, quantitative finance, and systematic trading.
  • Excellent collaboration and communication skills.


Target Start Date:

Immediate / As soon as possible.


How to Apply:

Please submit your resume via the provided application link or email michael@zensho.co

Apply for this job
Powered by