Full job descriptionAbout the Role We are looking for a talented Quantitative Developer to join our Investment Technology team, working at the intersection of software engineering, quantitative finance, and portfolio management. You’ll play a key role in building, enhancing, and maintaining the systems that power investment decision-making, risk management, and portfolio construction across the firm.
This is an excellent opportunity for someone who enjoys solving complex technical problems in a fast-paced asset management environment, working closely with portfolio managers, quantitative researchers, risk teams, and traders.
Key Responsibilities *Design, develop, and maintain core components of our Portfolio Management System (PMS), including order management, position keeping, risk analytics, and performance attribution modules
*Collaborate with portfolio managers and quant researchers to translate investment strategies and models into robust, production-grade code
*Build and optimise pricing, risk, and analytics libraries across asset classes (equities, fixed income, derivatives, multi-asset)
*Integrate the PMS with internal and external systems (market data feeds, execution management systems, custodians, compliance platforms)
*Improve system performance, scalability, and data integrity across the investment technology stack
*Automate workflows for rebalancing, trade generation, compliance checks, and reporting
*Support the migration/enhancement of legacy systems and contribute to architecture decisions
*Provide production support and troubleshoot issues affecting portfolio managers and traders in real time
*Write clean, well-tested, and well-documented code following best engineering practices
What We’re Looking For Essential:
*Strong programming skills in Python, C#, C++, or Java (please specify your primary stack)
*Solid understanding of financial instruments (equities, fixed income, derivatives) and portfolio management concepts (NAV, P&L, risk metrics, performance attribution)
*Experience working with or building portfolio/order management systems (e.g., Aladdin, Charles River, Bloomberg AIM, SimCorp Dimension, Enfusion, or proprietary systems)
*Strong SQL and experience working with large financial datasets
*Solid grasp of software engineering fundamentals: version control (Git), testing, CI/CD, design patterns
*Excellent problem-solving skills and attention to detail
*Strong communication skills, with the ability to work closely with both technical and investment teams
Desirable:
*Experience with market data providers (Bloomberg, Refinitiv, FactSet)
*Familiarity with risk and analytics libraries (e.g., QuantLib) or vendor risk systems (Barra, Axioma, MSCI)
*Exposure to cloud infrastructure (AWS/Azure) and containerisation (Docker/Kubernetes)
*Knowledge of FIX protocol and trade execution workflows
*Degree in Computer Science, Mathematics, Engineering, Financial Engineering, or a related quantitative field