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
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🏝️ - Location
On-site
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📄 - Contract
Unknown
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🔒 - Security
Unknown
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📍 - 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.