Quantitative Developer Systematic Hedge Fund London ~150,000 base + bonus

There are many quant developer roles, and then there are the ones where you can point to something and say: I built that.

This is one of the most respected names in systematic investment management a firm that has consistently operated at the leading edge of quantitative research. Developers sit inside the research process, work directly with portfolio managers, and are trusted to take real ownership of what they build.

The Commodities team is led by a Portfolio Manager and senior quant researcher who have worked together for several years. That kind of continuity is rare, and it shows in how the team operates collaborative, focused, and clear on where it is going. They are live and systematic in markets today, with active plans to diversify into additional commodity sectors. This hire is the priority before that expansion accelerates, which means you are arriving at exactly the right moment: early enough to shape the infrastructure, senior enough to own it.

The team sits within the firms centralised research function, not a closed pod, not a siloed platform. Weekly developer sessions across the broader quant group mean you will be working alongside peers from across the business.

Why this role stands out

Working for a firm of this calibre carries real weight in conversations, in interviews, and on a CV. Beyond the name, you would be joining a stable environment where people tend to stay, taking on standalone ownership of a strategy that is actively scaling, and doing so with direct access to the people making the decisions. 

What youll be doing

You will be the sole developer supporting the strategys buildout designing and implementing trading systems and data infrastructure that take research from concept to live trading. That means building and deploying robust data pipelines, optimising the path from research into production, and working closely with the Portfolio Manager to develop frameworks for data validation and monitoring. This is a hands-on role with real accountability from day one.

What theyre looking for

Five to ten years of commercial development experience, with Python as your primary language and solid hands-on experience building and deploying data pipelines. A systematic or buy-side background is strongly preferred. Commodities experience is not required, but strong financial markets knowledge across other asset classes is essential.

Statistical understanding matters. The interview process includes stats-based questions the team wants developers who can sense-check what a strategy is actually doing, not just implement it. 

To apply or find out more: josh@durlstonpartners.com

If this isnt quite right for you but you know someone it could be, we run a generous referral scheme for successful introductions.