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Quantitative Developer/Researcher – Tier 1 Hedge Fund - Systematic Fixed Income Buildout – Disc[...]

Mondrian Alpha
London
1 month ago
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Quantitative Developer/Researcher – Tier 1 Hedge Fund - Systematic Fixed Income Buildout – Discrete search - Excellent Compensation + BenefitsQuantitative Developer/Researcher – Tier 1 Hedge Fund - Systematic Fixed Income Buildout – Discrete search - Excellent Compensation + Benefits

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My client, a Tier 1 multi-manager backed hedge fund, is looking to hire a Quantitative Developer/Researcher to join a newly formed pod trading systematic fixed income RV.

This is a rare opportunity to help build out a systematic platform from the ground up—everything from the architecture and infrastructure to research tooling and data engineering pipelines. The fund is discretionary in nature but deeply model-driven, and the Portfolio Manager is looking for a partner who combines deep software engineering skill with a strong understanding of systematic trading.

In the immediate term, you'll be the driving force behind the buildout of the systematic platform—designing the architecture, developing the infrastructure, and creating the data lakes necessary to support large-scale data mining and model development.

Longer term, this role evolves into something far more strategic: working directly with the PM to shape and implement new systematic strategies, particularly in macro and rates, as the fund expands its footprint. Your trading and research instincts will be critical in helping elevate the profile and breadth of strategies, especially within the PM’s core focus areas of fixed income relative value, auctions, and options.

Key Responsibilities:

  • Work directly with the Portfolio Manager to design and develop data engineering and predictive analytics tools for systematic fixed income trading.
  • Contribute to the design, build, and maintenance of the systematic trading platform, including scalable data pipelines and robust database architecture.
  • Create infrastructure to support large-scale computation, quantitative research, and live model deployment.
  • Design and implement rigorous processes for validating data and maintaining integrity across multiple vendor sources.
  • Proactively monitor production systems, resolving issues in real time to ensure seamless trading operations.

Requirements:

  • At least 2 years of experience developing algorithmic trading systems.
  • Strong programming skills in Python and KDB/Q.
  • Familiarity with parallel computing frameworks such as multiprocessing or multithreading.
  • Solid understanding of modern software development practices, including version control, unit testing, and debugging.
  • Strong foundation in quantitative analysis, statistics, mathematical modelling, and probability theory.
  • Excellent problem-solving and communication skills, with the ability to quickly understand and navigate complex systems.

To apply, either respond to this advert or send your CV directly to .

Seniority level

  • Seniority levelMid-Senior level

Employment type

  • Employment typeFull-time

Job function

  • Job functionFinance, Information Technology, and Engineering
  • IndustriesInvestment Management, Investment Banking, and Financial Services

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