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Quantitative developer

Slough
Global TechForce
Quantitative developer
Posted: 5h ago
Offer description

Senior Quantitative Developer


Location: London, UK (Full-time, In-office)

Experience: 5–8 Years

Compensation: Circa £160,000 Base + Performance-Linked Bonus


The Role


Are you ready to architect the next generation of autonomous trading? We are representing a top-tier London Hedge Fund looking for a Senior Quantitative Developer to build a fully automated, AI-driven systematic trading system.


This role is for a specialist who doesn't just use tools but masters the underlying architecture. You will be responsible for integrating Claude (Anthropic) and advanced AI frameworks into a live production environment to generate alpha in the Equity Options markets.


The Technical Challenge: Data at Scale


You will be the custodian of a massive, high-fidelity data library. We aren't looking for \"standard\" Python users; we need an engineer who can optimize at the edge of performance:


* Massive Throughput: Design scalable infrastructure to handle massive data loads, ensuring sub-millisecond processing times for large-scale financial datasets.
* Historical Depth: Processing per-minute data points spanning 24 years of market history.
* Vectorized Performance: Moving beyond Pandas—leveraging Polars for multi-threaded, Rust-backed data manipulation and Dask for distributed compute across clusters.
* Execution Engine: Native integration with SpiderRock for complex Equity Options execution and automated risk-routing.


Key Responsibilities


* System Architecture: Build an end-to-end automated trading system from scratch using a modern, AI-first stack.
* AI Integration: Leverage Claude and LLMs for signal extraction, code optimization, and autonomous strategy refinement.
* High-Performance Computing: Implement predicate pushdown and efficient Parquet/Arrow storage to ensure backtests on decades of data run in minutes, not days.
* Options Logic: Programmatically handle Greeks, volatility surfaces, and risk management through the SpiderRock API.


What We’re Looking For


* Experience: 5–8 years in a Quant Dev or Systematic Trading environment at a top fund or bank.
* Coding Mastery: Expert proficiency in Python (Polars/Dask/FastAPI) and/or C++.
* AI Native: Proven ability to use LLMs and Machine Learning to solve complex financial time-series problems.
* Industry Standard Experience: You have worked with industry-standard large data before and understand the nuances of point-in-time integrity.
* Equity Options Knowledge: Specific experience with options Greeks and execution platforms (SpiderRock is highly preferred).


Why Join Us?


* Total Rewards: A highly competitive base salary of £160k with a significant bonus structure that rewards PnL contribution.
* Elite Environment: Work alongside the best minds in London in a high-conviction, low-bureaucracy trading floor.
* Tech Freedom: You will have the mandate to use the best emerging tech (Claude, Rust-based tools) to win.

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