Front-Office Quant Engineer: Live Trading Systems

Selby Jennings is partnering with a leading systematic hedge fund in London to hire a Quant Developer to join a front-office systematic trading team. This hands-on role collaborates with Quant Researchers and Strategists to build and support the technology behind live strategies in production.

The ideal candidate has 5+ years in quantitative trading, proven production experience, and strong Python skills (NumPy, Pandas) across market data engineering, ML pipelines, and execution systems.

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