Quantitative Developer - London Work model: Hybrid (4 days in office) Level: 3 years' experienceWe are working with a technology-led hedge fund spin-out building a next-generation portfolio management and analytics platform used across multiple asset classes. The role sits within a Cross-Asset Development team focused on building and enhancing a scalable front-office platform supporting trading, risk, and analytics functions. This is a highly engineering-focused Quant Developer position, combining software development with exposure to financial markets and derivatives. Role Summary You will be responsible for developing and maintaining core components of a production trading and analytics platform, working closely with quants, traders, and product stakeholders. The role is primarily focused on platform engineering rather than quantitative research or model development. Key ResponsibilitiesDevelop and enhance core platform services in C#Implement analytics and model components into production systemsSupport and extend a proprietary analytics library in C Build supporting tools and scripts in PythonWork across distributed, cloud-based infrastructureProvide production support across multiple asset classes, with a focus on ratesTechnology EnvironmentC (primary platform language)C (quant analytics library)Python (calibration, tooling, automation)SQL / data toolsCloud-based distributed computing (AWS-style environment)CI/CD and version control toolingMarket data / trade ingestion systemsEssential:3 years' experience in front-office or trading-focused developmentStrong coding ability in C# and/or PythonSolid software engineering fundamentals (data structures, algorithms, design principles)Exposure to interest rate derivatives or broader fixed income marketsStrong analytical mindset and problem-solving abilityDegree in a technical or quantitative disciplineDesirable:C experienceExposure to FX, Credit, Equities or Commodities derivativesExperience working directly with traders or portfolio managers