Platinum & Partners is retained by a top-tier global hedge fund to identify a Quantitative Developer/Researcher for a small, collaborative and entrepreneurial systematic investment team in London focused on credit and macro strategies. You will work directly alongside the Senior Portfolio Manager, owning the critical technical infrastructure that underpins the team's research and trading process.
This is a hands-on role at the intersection of technology, research and trading — you will lead core technical projects end-to-end while partnering closely with the SPM on live trading monitoring and production support. Crucially, there is significant room to grow: the right candidate will have the opportunity to expand into alpha research and portfolio construction over time, and the team will actively create space for that. Prior experience in credit or macro is useful but not required — strong engineering judgement, intellectual rigour and the ability to build robust systems in a fast-paced environment are the priorities.
The firm will consider candidates with start dates up to twelve months away.
THE ROLE
- Lead core technical projects end-to-end: venue connectivity, distributed compute infrastructure and automated reconciliation systems
- Assist the Senior Portfolio Manager with data quality monitoring and trading anomaly detection — building tools that surface issues quickly and reliably
- Drive performance improvements across production computing infrastructure
- Collaborate on the team's shared research platform: testing frameworks, platform robustness and overall system integrity
- Write clean, well-tested, production-grade code as part of a shared team codebase
- Present technical and research findings clearly to the PM and wider team; iterate quickly on feedback
- As capacity and interest develop: contribute directly to alpha research, signal development and portfolio construction alongside the PM
WHAT THEY ARE LOOKING FOR
- Bachelor's, Master's or PhD in a quantitative or technical field — Computer Science, Engineering, Mathematics, Physics, Financial Engineering or related discipline
- 2+ years of relevant experience in a software or quantitative development role, ideally in a trading, buy-side or similarly rigour-demanding environment
- Strong software engineering fundamentals and professional Python proficiency — Pandas, NumPy and related libraries
- Strong written and verbal communication skills: able to understand complex tasks quickly and explain technical trade-offs clearly to non-technical stakeholders
- Demonstrated intellectual curiosity and a track record of independent, rigorous problem-solving — publications, competition results or complex personal/professional projects all count
Particularly valued:
- Experience with distributed computing systems, venue/exchange connectivity or schedule orchestration tools
- Experience building automated reconciliation or data quality monitoring tools
- Familiarity with backtesting frameworks and systematic strategy development
WHY THIS ROLE
- A top-tier global hedge fund with the infrastructure, data and capital to support serious quantitative work
- Small, entrepreneurial team: direct access to the Senior Portfolio Manager, real ownership of what you build, no bureaucracy
- Explicit growth path into alpha research and portfolio construction — the team will create that space for the right person
- Prior credit or macro experience is not required — engineering excellence and intellectual rigour are the entry criteria
- Hands-on, varied mandate: venue connectivity, distributed compute, data quality, research platform, and live trading support all in one role
- London base — one of the world's deepest markets for systematic credit and macro talent
- Firm will accommodate notice periods and start dates of up to twelve months