Senior Quant Developer (Risk & Data) - Systematic Hedge Fund

Key Responsibilities: Productionise quantitative research models and integrate them into the firm's risk engine. Design and develop new risk models, analytics, and functionality for the risk and scenario engines. Enhance research tools and quantitative libraries, including backtesting frameworks, option pricing models, and analytics platforms. Build APIs and services that deliver customised analytics to internal stakeholders and external clients. Maintain, optimise, and support the firm's risk and scenario engines. Contribute to the development of core data platforms, including position aggregation, pricing infrastructure, and reference data services.

Qualifications: Bachelor's degree or higher in Computer Science, Mathematics, or related technical field 8+ years of quantitative software engineering or quantitative development experience within leading financial institutions, hedge funds, or proprietary trading firms. Expert-level Python development skills. Proven experience designing and building large-scale, high-performance systems. Strong understanding of risk, prime brokerage, treasury, or related front-office technology functions. This opportunity offers a highly competitive compensation package and hybrid working model.