Quantitative Developer

Durlston Partners
London
3 weeks ago
Applications closed

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🎯 Senior Quantitative Developer - Equities StatArb 📍 London

Systematic Hedge Fund


Our client is looking for a Quantitative Developer to join their Equities Stat Arb team based here in London.


You'll work on high-performance Python graph (DAG) frameworks powering everything from research to live trading - handling diversified equity portfolios with sophisticated statistical models and optimized execution.


What you'll do:

  • Develop complex StatArb strategies with large-scale data processing
  • Build systems for high-turnover equity trading and portfolio construction
  • Work on custom DAG framework enabling concurrent data processing
  • Monitor execution quality, transaction costs, and market microstructure
  • Collaborate with quant researchers on tooling and feature libraries
  • Support live trading (FCA certification required - includes broker interaction)


You have:

✅ 5-6+ years as Quantitative Developer in hedge fund/systematic trading

✅ Strong Python (in-depth NumPy/Numba expertise essential)

✅ Deep Unix systems knowledge (processes, memory, I/O)

✅ Statistical methods, numerical optimization & equity market microstructure

✅ Degree in Mathematics/Physics (or strong STEM background)


Highly valued:

  • Graph-based (DAG) data processing frameworks
  • Equity trading mechanics (order books, execution algos, tick data, borrow/locates)
  • Supporting both research platforms AND production trading systems
  • Experience with high-frequency/high-turnover strategies


The environment: This is a front-line tech role in systematic trading - you'll take ownership in a fast-paced, agile setting working across research, development, and live trading platforms.

Ready to work on cutting-edge quant infrastructure? DM me for details 👇


#QuantDev #SystematicTrading #StatArb #Python #HedgeFund #EquitiesTrading #AlgoTrading #QuantitativeFinance #TechJobs

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