Quantitative Model Developer - Research Technology

Multi-strategy Hedge Fund
Charing Cross, United Kingdom
2 days ago

Role details

Contract type
Permanent contract
Employment type
Full-time (> 32 hours)
Working hours
Regular working hours
Languages
English

Job location

Charing Cross, United Kingdom

Tech stack

Data analysis
Computer Programming
Data Infrastructure
EViews
Python
NumPy
Data Processing
Pandas
Data Pipelines

Job description

Quantitative Model Developer - Research Technology - Multi-Strategy Hedge Fund - London - Up to £400k TC

A well-established hedge fund with a strong track record is seeking to expand its Research Technology team. The group supports the in-house research function by developing scalable applications, data infrastructure, and modelling platforms to deliver high-quality insights for investment decision-making.

The Role

As a member of the Research Technology team, you will:

  • Develop model code to transform research models into scalable, production-ready applications.
  • Maintain and enhance the research modelling platform to support faster testing of new ideas.
  • Build scalable data pipelines and integrate data from relevant systems.
  • Work with Risk Managers, Portfolio Managers, and the Investment Committee to ensure effective application of research outputs., * Design, build, and maintain efficient and reliable Python code and infrastructure.
  • Develop and maintain the risk modelling, pricing, and analytics suite.
  • Partner with business users to deliver new tools, troubleshoot existing solutions, and provide guidance on best practices.
  • Explore and implement new approaches to analytics and data handling across multiple asset classes (Equities, Fixed Income, Credit, FX).

Requirements

  • Strong programming skills in Python (Pandas, NumPy), with MATLAB experience required.
  • Familiarity with other data analysis tools (R, Eviews) is an advantage.
  • Experience managing projects from requirements gathering through to testing and release.
  • Strong communication, problem-solving, and organisational skills.
  • Prior front-office or risk technology experience within a bank, asset manager, or hedge fund is desirable.

Academic Qualifications

  • A-Levels at grades A*/A/B (or international equivalent).
  • First-class degree in a STEM subject or related field from a Russell Group university (or international equivalent)., * The fund operates across a broad range of complex instruments, including rates, FX, equity derivatives, commodities, and credit.
  • The environment is fast-paced and detail-oriented, requiring strong technical skills and adaptability.

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