Quantitative Model Developer – Research Technology - Multi-Strategy Hedge Fund - London - Up to £400k TC
A well-established hedge fund with a strong track record is seeking to expand its Research Technology team. The group supports the in-house research function by developing scalable applications, data infrastructure, and modelling platforms to deliver high-quality insights for investment decision-making.
The Role
As a member of the Research Technology team, you will:
* Develop model code to transform research models into scalable, production-ready applications.
* Maintain and enhance the research modelling platform to support faster testing of new ideas.
* Build scalable data pipelines and integrate data from relevant systems.
* Work with Risk Managers, Portfolio Managers, and the Investment Committee to ensure effective application of research outputs.
Key Responsibilities
* Design, build, and maintain efficient and reliable Python code and infrastructure.
* Develop and maintain the risk modelling, pricing, and analytics suite.
* Partner with business users to deliver new tools, troubleshoot existing solutions, and provide guidance on best practices.
* Explore and implement new approaches to analytics and data handling across multiple asset classes (Equities, Fixed Income, Credit, FX).
Candidate Profile
* Strong programming skills in Python (Pandas, NumPy), with MATLAB experience required.
* Familiarity with other data analysis tools (R, Eviews) is an advantage.
* Experience managing projects from requirements gathering through to testing and release.
* Strong communication, problem-solving, and organisational skills.
* Prior front-office or risk technology experience within a bank, asset manager, or hedge fund is desirable.
Academic Qualifications
* A-Levels at grades A*/A/B (or international equivalent).
* First-class degree in a STEM subject or related field from a Russell Group university (or international equivalent).
Additional Information
* The fund operates across a broad range of complex instruments, including rates, FX, equity derivatives, commodities, and credit.
* The environment is fast-paced and detail-oriented, requiring strong technical skills and adaptability.
* Compensation is competitive, with the potential for performance-related bonuses.