A global leading asset manager that manages over $1+ trillion in AUM is looking for a Python Quant Developer with banking/financial services experience; specifically coming from a Front Office, quantitative background with a working knowledge of Fixed Income markets, securities, and analytics. The successful candidate will help expand the team in London to support the development and delivery of quantitative research and models in partnership with their Fixed Income Quantitative Researchers.

This is a hands-on, full development lifecycle role – from gathering requirements to proposing and delivering solutions – which provides an opportunity to solve complex business, logic, data, and technical challenges. This is a unique role where you can leverage both your exceptional technical skills and your financial knowledge.

Requirements: 

• Graduated from a Top 25 UK University (or equivalent) in a STEM-based subject.
• Development experience with Python.
• Financial Experience within Asset Management, Hedge funds, Investment Bank or FinTech.

Responsibilities:

• Partnering with Quants to deliver models to inform the investment decision-making process.
• Innovate and improve proprietary models and algorithms; design and deliver in terms of high reliability, resiliency, and scalability.
• Solves unique problems that have a broad impact and delivery of business value.
• Build large-scale distributed computing programs to generate insightful analytics and present results in user-friendly visualization.
• Operates as a hands-on technologist and delivers within a team as an individual developer.

If you are curious about this opportunity, but not sure if it’s the perfect match, please reach out to me on LinkedIn or via email (shoibe@durlstonpartners.com) and we can have a chat.

We will respond to all successful candidates shortlisted for this opportunity within 3 days and would advise all candidates to follow our company page for all the latest opportunities.