A hedge fund is building out their AI capability and have an opportunity for a quantitative developer to play a key role in building out MLOps workflows and pipelines for the trading desks. This role is ideally suited to a software engineer or quantitative developer with experience delivery solutions directly for trading desks, who has excellent Python skills, with a solid background in one of Java/C++/C#, who has experience building MLOPs pipelines for data scientists, AI engineers, quants, traders and leadership, to build strategic systems and enhance production systems. You should apply for this role if you are/have: 10 years software engineering / quantitative development within financial markets Excellent Python (NumPy, PyTorch, TensorFlow, Scikit) with solid OO background in C++, Java or C# Strong MLOps and AI/ML model lifecycle experience Strong financial product knowledge and experience delivering solutions for trading/pricing Degree educated or higher in a relevant discipline from a leading academic institution This is an £800-900/day PAYE role-based London initially for six months.