Our client, a leading global hedge fund, is seeking a Quantitative Developer (Python) to join their Risk Technology team. This role offers the opportunity to work at the intersection of portfolio management, risk management, and quantitative research, building high-impact, data-driven solutions that shape risk analytics for equity derivatives businesses.
What You’ll Do
- Partner with risk managers and portfolio teams to design and deliver risk analytics solutions for equity derivatives.
- Build data ingestion pipelines and analytical tools to turn complex data into actionable insights.
- Develop cloud-native, data-intensive applications leveraging AWS and modern Python frameworks.
- Rapidly prototype and enhance risk metrics in close collaboration with stakeholders.
- Contribute to system design, architecture, and data modeling.
- Mentor junior developers and foster a culture of technical excellence and collaboration.
What We’re Looking For
- 5+ years’ experience in Python and its scientific libraries (e.g. pandas, NumPy, SciPy).
- Strong understanding of cloud infrastructure (AWS preferred; Azure/GCP also welcome).
- Proven experience in system design and data modelling for scalable applications.
- Solid grasp of relational databases and SQL optimisation.
- Comfort with Unix/Linux environments and command-line workflows.
- Exposure to quantitative finance or equity derivatives is a strong plus.
- Self-driven, detail-oriented, and able to thrive in a fast-paced environment.
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Information Technology, Engineering, and Finance