Quantitative Developer - Python

Quant Developer – Python

London

Radley James is working with leading quantitative investment firms in London that are looking to hire experienced Python-focused Quant Developers to join their front-office technology and quantitative development teams.

These roles sit close to Portfolio Managers, traders and quantitative researchers, building production systems and analytics that directly support investment and trading decisions. The work can span research and trading workflows, portfolio analytics, risk, pricing, PnL attribution, market and position data, and quantitative tooling across multiple asset classes. This aligns with the attached role’s emphasis on Quant Developers working directly with researchers to build scalable software for research and trading across asset classes.

Key Responsibilities

• Design and develop high-quality Python applications and quantitative tools for front-office users.
• Work directly with PMs, traders and quantitative researchers to translate requirements into production systems.
• Build and enhance analytics covering areas such as portfolio risk, exposures, pricing, PnL attribution and trading performance.
• Develop scalable workflows and data pipelines for research, analytics and trading.
• Work with large financial and market datasets across a range of asset classes.
• Investigate and resolve issues across data, positions, valuations, risk and PnL.
• Take ownership of projects throughout the full engineering lifecycle.
• Improve the performance, reliability and scalability of existing systems.

Requirements

• 5 - 10 years strong professional Python development experience.
• Experience building robust, production-quality software.
• Strong quantitative and analytical problem-solving skills.
• Experience working with large and complex datasets.
• Knowledge of modern software engineering practices, testing and version control.
• Strong communication skills and ability to work closely with front-office or other business stakeholders.
• Experience within financial markets is essential.

Nice-To-Have Experience

• Quant Development, Quant Strategy or front-office technology.
• Risk, VaR, stress testing, pricing or PnL attribution.
• Portfolio analytics or trading systems.
• Derivatives or other financial products.
• Numerical optimisation, simulation or computational Python.
• SQL and database technologies.
• C++ or KDB+/q exposure.

If you're a strong Python engineer or Quant Developer interested in working directly with investment teams in a front-office environment, please apply or reach out to discuss further.