

Harrington Starr
Quantitative Developer
⭐ - Featured Role | Apply direct with Data Freelance Hub
This role is for a Quantitative Developer at a global hedge fund in London, offering competitive pay for a 5-day onsite contract. Key skills include Python, Linux, and financial market knowledge. A STEM degree and quantitative background are required.
🌎 - Country
United Kingdom
💱 - Currency
£ GBP
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💰 - Day rate
Unknown
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🗓️ - Date
November 14, 2025
🕒 - Duration
Unknown
-
🏝️ - Location
On-site
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📄 - Contract
Unknown
-
🔒 - Security
Unknown
-
📍 - Location detailed
London Area, United Kingdom
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🧠 - Skills detailed
#Libraries #ML (Machine Learning) #Java #Statistics #BitBucket #Jenkins #Ansible #NumPy #Airflow #OpenStack #Data Visualisation #Pandas #Kafka (Apache Kafka) #NLP (Natural Language Processing) #Kubernetes #Linux #Terraform #Agile #Docker #Prometheus #C++ #TensorFlow #Grafana #Automation #Python #SciPy #Code Reviews #Scala
Role description
Quantitative Developer – Systematic Trading
Global Hedge Fund - London based
Competitive Comp
5 days onsite
An elite global hedge fund is looking for a Quantitative Developer to join its systematic trading division, working on the technology behind equity market-neutral strategies.
You’ll sit at the crossroads of engineering and research, building trading models, analytics, and scalable systems in close collaboration with world-class quants.
The team:
Join a global group of 60+ engineers from diverse, high-calibre technical backgrounds.
Small, agile, and highly collaborative teams structured by asset class - with plenty of opportunity to rotate, cross-train, and expand your impact across the business.
Tech Environment
• Languages: Python (NumPy, SciPy, Pandas, scikit-learn); high-performance systems in Java/C++
• Tools: Airflow, Kafka, Bitbucket, Jenkins, Grafana, Prometheus, ELK
• Infra: Docker, Kubernetes, OpenStack, Ansible, Terraform
• Data: ArcticDB – the firm’s proprietary DataFrame database
What You’ll Do
• Partner with researchers to design and productionise new trading models and strategies
• Develop robust systems for research, analytics, and execution
• Contribute to shared frameworks and libraries supporting systematic trading globally
What You’ll Bring
• Strong Python engineering background, solid on Linux
• Proficiency with data libraries (NumPy, SciPy, Pandas) and workflow automation
• Familiarity with financial instruments and markets
• Clean coding habits – agile development, CI/CD, testing, and code reviews
• Strong quantitative foundation in statistics, optimisation, or asset pricing
Bonus Points
• Front-office quant dev experience in a hedge fund, asset manager, or bank
• Exposure to machine learning / NLP (TensorFlow, scikit-learn)
• Experience building data visualisation or analytical web tools
Who You Are
STEM graduate from a top-tier university, passionate about clean, scalable engineering.
Analytical, curious, and collaborative - you thrive on solving complex problems and building technology that moves markets.
Apply here or reach out to Lucia Paolinelli for a faster response.
Quantitative Developer – Systematic Trading
Global Hedge Fund - London based
Competitive Comp
5 days onsite
An elite global hedge fund is looking for a Quantitative Developer to join its systematic trading division, working on the technology behind equity market-neutral strategies.
You’ll sit at the crossroads of engineering and research, building trading models, analytics, and scalable systems in close collaboration with world-class quants.
The team:
Join a global group of 60+ engineers from diverse, high-calibre technical backgrounds.
Small, agile, and highly collaborative teams structured by asset class - with plenty of opportunity to rotate, cross-train, and expand your impact across the business.
Tech Environment
• Languages: Python (NumPy, SciPy, Pandas, scikit-learn); high-performance systems in Java/C++
• Tools: Airflow, Kafka, Bitbucket, Jenkins, Grafana, Prometheus, ELK
• Infra: Docker, Kubernetes, OpenStack, Ansible, Terraform
• Data: ArcticDB – the firm’s proprietary DataFrame database
What You’ll Do
• Partner with researchers to design and productionise new trading models and strategies
• Develop robust systems for research, analytics, and execution
• Contribute to shared frameworks and libraries supporting systematic trading globally
What You’ll Bring
• Strong Python engineering background, solid on Linux
• Proficiency with data libraries (NumPy, SciPy, Pandas) and workflow automation
• Familiarity with financial instruments and markets
• Clean coding habits – agile development, CI/CD, testing, and code reviews
• Strong quantitative foundation in statistics, optimisation, or asset pricing
Bonus Points
• Front-office quant dev experience in a hedge fund, asset manager, or bank
• Exposure to machine learning / NLP (TensorFlow, scikit-learn)
• Experience building data visualisation or analytical web tools
Who You Are
STEM graduate from a top-tier university, passionate about clean, scalable engineering.
Analytical, curious, and collaborative - you thrive on solving complex problems and building technology that moves markets.
Apply here or reach out to Lucia Paolinelli for a faster response.






