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DATE ADDED: Sat 09/05/2020

Fixed Income Quantitative Developer, Data Driven Hedge Fund, London

London, UK


JOB TYPE: Permanent, FullTime

SALARY: Competitive base, Strong Bonus potential

This position is with a high performing fixed income, data driven, fund in London. They are looking to grow their development team including hiring a quant developer. The catalyst for the hire is growth due to consistent strong performance. They are a discretionary fund who have been becoming more systematic in their business and the quant dev team are integral to this initative. The development team support the entire business allowing for a wide range of projects.

The role will involve working independently and directly with end users to develop requirements and deliver accordingly. Realistically, the successful candidate will have at least 4-5 years’ software engineering experience. Due to the quantitative nature of the work it is important for the candidate to have a good understanding of fixed income derivative products. Due to the plans for growth, there are a range of projects to be worked on, so there is a degree of flexibility to nuances of the hire.

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. There is significant exposure to working with a range of stakeholders across the business (including PMs), so strong communication skills are essential.

This is an excellent opportunity to join a highly successful and very collegiate fund with a progressive and positive working culture. The role involves highly interesting work as part of a team that is pioneering a data driven, semi systematic approach to fixed income investing.


  • At least 5 years in software development
  • In depth knowledge of recent C# version (6.0 >)
  • A good working knowledge of Microsoft SQL Server (2017 >)
  • Experience in event-driven architectures, multi-threading and asynchronous pattern.
  • Experience in building internal libraries.
  • The ability to work on both ‘framework’ focused systems and user focused systems.
  • Positive, can-do pragmatic attitude
  • Knowledge and working experience with fixed income derivatives
  • Strong academic background in Computational Focused subjects, ideally to master’s level.
  • Experience in greenfield buildouts and prior buyside exposure would be advantageous
  • Positive, can-do pragmatic attitude

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.