Quantitative Software Engineer/ Developer, Hedge Fund

We are working with a Macro Fixed Income Hedge Fund in London, looking to hire an experienced Quantitative Software Engineer/Developer. This is not a platform hedge fund, nor covered by several recruiters. They are a high performing group that enjoys a strong track record and low staff turnover. The fund takes a collaborative, research/analysis driven approach across the investment process making this a significant and highly prominent role for their growth and success. Their focus can be described as bottom-up macro, predominantly concentrated on interest rate markets as well as FX and Commodities. As part of their growth, they are seeking a front office Software Engineer/Developer to develop and optimize their IT infrastructure, which is essential for the research and trading teams. As part of the quant team, you will have a range of responsibilities. These will include, but not be limited to, implementing, and enhancing systems in areas such as data engineering, quantitative research, risk, and operations alongside systematizing macroeconomic models. This role is data- intensive and will involve working in an exciting and dynamic environment that requires adaptability and pragmatism. The ideal candidate will have a strong software engineering background, ideally (but not required) from within the Macro/Rates space, excellent programming skills, and experience in developing and implementing quantitative libraries and systems. This hire will involve working closely with portfolio managers, traders, and quants to develop and maintain IT systems that enhance trading strategies and decision-making processes. In terms of characteristics the fund hires are high performing self-starters with low ego and the ability to be pragmatic in their approach to work. This is an excellent opportunity to join a highly successful team with a collaborative culture in a role with significant exposure to the investment process. Requirements: Strong academics in Computer Science, Mathematics, or a related technical discipline. 2 years of experience in quantitative software development. Interest in finance and macroeconomics. Proficiency in Python and Python libraries such as Pandas and NumPy. Strong software engineering fundamentals with a focus on writing clean, well-tested code. Understanding of object-oriented programming, design patterns, and best practices like refactoring, unit testing, and CI/CD. Experience building data pipelines and orchestration frameworks such as Airflow. Knowledge of implementing REST APIs and visualization frameworks such as Dash. Experience with Unix-based systems. Experience with relational and time-series databases. Due to demand, we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV, please send a blank application to the role and someone will be in touch to discuss. We can only respond to highly qualified candidates.