Quantitative Developer - Trading - MLOps/Python
Posted 3 days ago by Alexander Ash Consulting Ltd
£900 Per day
Inside
Undetermined
City of London, UK
Summary: The role of Quantitative Developer at a hedge fund involves developing MLOps workflows and pipelines for trading desks, requiring a strong background in software engineering and quantitative development. The ideal candidate will have extensive experience in financial markets and proficiency in Python, along with knowledge of Java, C++, or C#. This position is pivotal in enhancing production systems and building strategic solutions for trading operations.
Key Responsibilities:
- Develop MLOps workflows and pipelines for trading desks.
- Deliver solutions directly for trading desks, enhancing production systems.
- Collaborate with data scientists, AI engineers, quants, traders, and leadership.
- Utilize Python and other programming languages to build strategic systems.
- Apply strong financial product knowledge to deliver effective solutions.
Key Skills:
- 10+ years software engineering/quantitative development within financial markets.
- Excellent Python (NumPy, PyTorch, TensorFlow, Scikit) with solid OO background in C++, Java or C#.
- Strong MLOps and AI/ML model lifecycle experience.
- Strong financial product knowledge and experience delivering solutions for trading/pricing.
- Degree educated or higher in a relevant discipline from a leading academic institution.
Salary (Rate): £900 per day
City: City of London
Country: UK
Working Arrangements: undetermined
IR35 Status: inside IR35
Seniority Level: Senior
Industry: IT
Quantitative Developer - Trading - MLOps/Python
A hedge fund is building out their AI capability and have an opportunity for a quantitative developer to play a key role in building out MLOps workflows and pipelines for the trading desks.
This role is ideally suited to a software engineer or quantitative developer with experience delivery solutions directly for trading desks, who has excellent Python skills, with a solid background in one of Java/C++/C#, who has experience building MLOPs pipelines for data scientists, AI engineers, quants, traders and leadership, to build strategic systems and enhance production systems.
You should apply for this role if you are/have:
- 10+ years software engineering/quantitative development within financial markets
- Excellent Python (NumPy, PyTorch, TensorFlow, Scikit) with solid OO background in C++, Java or C#
- Strong MLOps and AI/ML model lifecycle experience
- Strong financial product knowledge and experience delivering solutions for trading/pricing
- Degree educated or higher in a relevant discipline from a leading academic institution
This is an £800-900/day PAYE role-based London initially for six months.