Platinum & Partners is retained by a top-tier global hedge fund to identify a Senior Quantitative Engineer for a small, collaborative systematic trading team in London with a focus on cross-commodity strategies. This is a senior engineering mandate — you will play a pivotal role in the implementation and continued development of the team's core software and technical infrastructure, spanning sophisticated alpha research tooling through to real-time production trading systems.
The ideal candidate is an expert engineer with deep theoretical foundations, extensive systems design experience and significant expertise in both high-level and systems programming. Beyond technical excellence, the team values exceptional attention to detail, strong pragmatism-robustness instincts and someone who thrives in a close-knit, start-up-style environment. The firm wants someone who can start as soon as possible.
THE ROLE
- Develop sophisticated research tooling to enable and accelerate alpha discovery
- Develop real-time, event-driven systems for signal computation, trade decision-making and execution
- Design, implement and maintain core systems and services for real-time data ingestion, retrieval and distributed compute across research and production
- Oversee the ongoing operation of all components within the systems landscape — ensuring resilience and detecting defects as they arise
- Work across the full technical stack from research infrastructure through to live trading systems
WHAT THEY ARE LOOKING FOR
- 5+ years of extremely strong computer science or engineering experience
- Exceptional programming skills in both Python and C++ (or similar high-level and low-level languages)
- Experience designing and implementing distributed systems, real-time event-driven systems and large-scale time-series data ingestion, storage and processing
- Experience with the architectural design of large-scale software systems
- Familiarity with modern distributed computing platforms: Docker, Kubernetes, Ceph, MongoDB and Kafka
- Theoretical proficiency in numerical computing, online algorithms, data structures, networking, databases and operating systems
- Familiarity with quantitative research toolchains: NumPy, Polars, scikit-learn, PyTorch
- Strong DevOps fundamentals: version control, testing frameworks, release processes, build systems
- Experience with CICD-style implementation and release methodologies across a large, complex codebase
- Master's or PhD in Computer Science, Physics, Engineering, Statistics, Applied Mathematics or a related technical field preferred
Particularly valued:
- Prior experience as a quantitative developer supporting a multi-asset systematic trading business
- Experience with systematic futures trading
- Exposure to a broad spectrum of finance-relevant data sources: tick data, fundamental data and alternative data
- Functional understanding of foundational trading and risk management concepts
WHY THIS ROLE
- A top-tier global hedge fund — the resources, data and infrastructure of a global institution with the pace and culture of a small team
- Pivotal engineering role: you are shaping the technical foundation the team's trading depends on, not working within a large, siloed technology organisation
- Full-stack mandate: research tooling, signal computation, data infrastructure and live production systems — varied and technically demanding work
- Small, high-trust team where strong engineering judgement and pragmatism are as valued as raw technical ability
- London base in a systematic cross-commodity environment — a specialist and intellectually rich area of systematic trading
- Highly competitive total compensation reflecting the seniority and breadth of this profile