You will work closely with quantitative analysts and researchers to implementing quantitative research frameworks in Python, including integrating models, algorithms, analytics, and research tools.  This is ideally suited to someone with a background in portfolio construction, who has strong Python development skills, and is highly numerate, so can work with quantitative research teams.

You should apply for this role if you are/have:

• 4-6 years total commercial/post-graduation experience, ideally in financial markets
• Strong Python skills including data analysis libraries and visualisation tools (Matplotlib, ploty, pandas, numpy)
• Buy-side background is preferred – ideally exposure to portfolio construction and related areas
• Strong understanding of software development lifecycle and practices including CI/CD
• Understanding of financial markets and products – ideally equities and derivatives
• Degree or Masters in Engineering, Computer Science, Mathematics or related

This is a £450-£500/day PAYE role which is initially a contract but may convert to permanent in the medium term.  Based London.