Quant Developer (Engineering) – Leading Systematic Equity Hedge Fund

London (Hybrid Working) | Initial Contract | Excellent Day Rate

We're partnering with one of the leading names in systematic equity investing to hire an experienced Quant Developer with a strong software engineering background.

This is an opportunity to join one of the industry's highest-performing systematic equity hedge funds, renowned for its sophisticated investment platform, collaborative culture and continued investment in technology. The firm is undertaking a significant evolution of its quantitative research and engineering platform, making this a genuinely exciting time to join.

The preference is to hire on an initial contract basis, although the fund would also consider a permanent appointment for someone who is able to start within the next six weeks.

Working directly with portfolio managers, quantitative researchers and senior technology professionals, you'll play a key role in building the engineering infrastructure that underpins the firm's systematic investment process.

The Role

This is a front-office engineering role with a strong emphasis on software development, data engineering and quantitative infrastructure.

You'll help modernise and enhance the firm's research platform, building scalable systems capable of supporting large volumes of financial data and systematic investment research.

• Designing and developing high-quality Python applications and services

• Building and maintaining scalable ETL processes and financial data pipelines

• Developing cloud-based quantitative research and production infrastructure

• Integrating and managing multiple financial data vendors

• Building research-ready datasets for quantitative researchers and portfolio managers

• Supporting the implementation of systematic equity signals into production

• Improving deployment, testing and engineering standards across the platform

• Working closely with investment professionals to deliver scalable research tools and infrastructure

Required Experience

We're looking for experienced engineers who have previously worked within a buy-side asset manager or hedge fund.

You'll ideally have:

• 5+ years' experience in Quantitative Development, Software Engineering or Data Engineering

• Excellent Python development skills

• A strong software engineering mindset and experience building production-grade systems

• Experience developing ETL processes and large-scale financial data pipelines

• Strong Azure experience

• Docker and Kubernetes

• Apache Airflow

• GitHub and CI/CD (GitHub Actions)

• Experience building cloud-native research or production platforms

• Experience working with market data, security master data and financial data vendors

• Previous experience within systematic or quantitative equities

• Experience working directly alongside portfolio managers or quantitative researchers

Experience with any of the following would be advantageous:

• S&P Xpressfeed

• Snowflake

• Bloomberg

• MSCI Barra

• Databricks

• Quantitative equity research platforms

• Large Language Models (OpenAI, Claude)

Additional Information

• Initial contract opportunity

• Excellent day rate

• Hybrid working in London

• Permanent opportunities may also be considered for candidates able to start within six weeks

• Applicants must already have the unrestricted right to work in the UK. Unfortunately, sponsorship is not available.

To apply, please send your CV to quant@octaviusfinance.com