Systematic Asset Manager. 6 months, possible extension or permanent conversion.
A systematic asset manager is seeking a Python Quant Developer to help build out their core research platform — covering backtesting framework development, data pipeline architecture, and research tooling for a growing quantitative research team.
This role is for Python developers who have worked directly within a quantitative finance environment — at a systematic hedge fund, asset manager, or prop desk — building or maintaining infrastructure that researchers use to develop and validate live trading strategies. Strong Python from fintech, data engineering, or general tech is not sufficient for this role. If you have not previously worked inside a systematic investment process, this is not the right fit.
What they need:
→ 4+ years Python development within a quantitative finance environment — hedge fund, asset manager, or prop desk
→ Experience building backtesting or signal evaluation frameworks used in live strategy research, not just using libraries
→ Understanding of systematic research workflows — how data quality, execution assumptions, and factor construction affect strategy outputs
→ Strong Pandas, Polars, NumPy; Dask or Ray for large datasets
→ Experience with data pipeline tooling (Airflow, Prefect, or similar)
→ KDB+/q integration experience desirable
Duration: 6 months
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