Quantitative Developer - Risk Analytics - Hedge Fund - LondonAttribution Search • London, England, United Kingdom
Quantitative Developer - Risk Analytics - Hedge Fund - London
Attribution Search
- London, England, United Kingdom
- London, England, United Kingdom
À propos
Developing and maintaining Python-based tools supporting systematic trading strategies Supporting the full lifecycle of trading systems, from research and backtesting through to production deployment and monitoring Building and maintaining analytics systems covering P&L, VaR, scenarios, and exposure reporting Designing and optimising data ingestion, storage, and access layers for large-scale financial datasets Developing low-latency components in C# for performance-critical workflows Ensuring production systems are reliable, well-tested, and scalable Collaborating closely with stakeholders to translate business requirements into technical solutions
Qualifications
Degree in Computer Science, Mathematics, Engineering, or a related quantitative field 5+ years in quantitative development, systems or platform engineering roles Strong Python and hands on with SQL (DuckDB / Parquet) C# skills building low‑latency data services (async I/O, efficient collections/serialization, profiling) Time‑series and multi‑dimensional data modeling and access patterns Experience with in‑memory databases/caches for ultra‑low‑latency analytics Production experience on Linux and AWS (operability, monitoring, CI/CD) Full software lifecycle ownership; excellent analytical/problem‑solving and communication skills
Candidates with relevant experience are encouraged to apply to find out more. #J-18808-Ljbffr
Compétences linguistiques
- English
Avis aux utilisateurs
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