Senior Quantitative Developer

Quantitative Developer - Python - Hedge Fund One of the world's top systematic Hedge Funds is hiring a Senior Quantitative Developer with exceptional Python, Options and volatility expertise to help build the volatility capabilities of a brand-new systematic trading platform. This is an excellent opportunity for an engineering-first Quant Developer with deep Options and Volatility knowledge to join a small, highly successful team of engineers and researchers, sitting between the quants and the infrastructure covering a variety of asset classes including equities, rates, FX and commodities in a highly successful team. Your key responsibilities in this role will be: Building and scaling the infrastructure for volatility-surface fitting and storage within the firm's new systematic trading platformDeveloping the simulation and backtesting pipelines to model the option trade lifecycle Taking quant researchers' models into production, and contributing to the ongoing build of the trading environment across asset classes To be successful in this role, you will need: Exceptional Python experience (including Pandas and Numpy) with a deep understanding of computer science fundamentals, including memory and runtime optimisationGenuine volatility expertise, with an in-depth understanding of volatility-surface fitting and the end-to-end trade lifecycle of optionsExperience with high-performance and numerical computing, and with large-scale time-series databasesHands-on experience with orchestration and platform technologies such as Airflow and KubernetesA strong background in observability and reliability for production trading systems If your experience is a good fit with the above, please apply with an up to date CV in the first instance