Location: London

We are working with an established hedge fund platform seeking a Quantitative Developer/Researcher to develop the technology, research and data infrastructure supporting its systematic investment strategies.

Working directly with the lead quant researcher, you will build and develop the Python platform underpinning the team’s research and live investment process. This is a hands-on role combining quantitative development, platform engineering and research, with responsibility extending well beyond writing code.

You will take ownership of research and trading tools from development through to deployment and ongoing maintenance. This includes developing backtesting frameworks, signal-generation and portfolio-construction processes, database infrastructure and pre-trade and post-trade analytics.

The role will include:

1. Developing and improving the Python-based backtesting and quantitative research platform
2. Building frameworks covering signal generation, strategy validation and portfolio construction
3. Designing backend databases and front-end analytical tools using Dash
4. Validating signals and improving existing systematic strategies
5. Developing internal quantitative modelling and analytical libraries
6. Building portfolio optimisation, construction, performance-attribution and factor-analysis tools
7. Working closely with Portfolio Managers to improve the systematic research platform
8. Enhancing quantitative research workflows through the use of AI-assisted development tools
9. Developing research and hedging tools for the trading desks
10. Building pre-trade and post-trade analytics to improve trading performance and reduce slippage
11. Running and maintaining daily and end-of-day research pipelines within a cloud environment
12. Supporting structured testing, deployment and CI/CD processes

We are looking for:

1. Strong Python development skills
2. Experience building quantitative research platforms, backtesting frameworks or portfolio-construction tools
3. An understanding of systematic investment research and how technology supports the investment process
4. Experience working with large financial datasets, databases and quantitative data pipelines
5. Experience taking ownership of research tools from development through to production
6. Familiarity with software testing, version control and CI/CD processes
7. Experience operating within cloud-based environments
8. The ability to translate Portfolio Manager and researcher requirements into robust technical solutions
9. A proactive and accountable approach, with the ability to work directly with investment professionals

Experience within a hedge fund, asset manager, systematic investment team or trading environment would be highly advantageous.

This is an opportunity to take meaningful ownership of a growing quantitative platform and help shape the infrastructure supporting an evolving systematic investment and research process.

To apply, please send your CV to

mailto:quant@octaviusfinance.com