Job Description

Role Overview: We are seeking a Software Engineer to join a Global Credit technology team within a Hedge Fund. This role involves supporting and enhancing their real-time market pricing data platform, which is built on a microservice architecture. The ideal candidate will have strong Python skills and experience with streaming or distributed systems.

Team & Culture: The team is currently made up of 10 Engineers globally, operating with a flat hierarchy focussing on collaboration and learning. If you are looking to be closer to the business, this is the place to be. The group cover the full trade lifecycle, including trade capture, pre-trade analysis, and post-trade processing. This role offers a unique opportunity to gain in-depth knowledge of the business and work closely with quant researchers.

Key Responsibilities:

• Support and enhance real-time market pricing data platforms using Python.
• Collaborate with quant researchers to understand trade lifecycle intricacies.
• Contribute to both post-trade processes (risk management & P&L) and pre-trade signal generation.
• Engage in Python development while interfacing with underlying quant libraries written in C++ (no C++ knowledge required).
• Work within microservice architecture frameworks.
• Utilize Kafka for streaming services within distributed systems.

Must-Have Technical/Business Skills:

• Proficiency in Python.
• Experience with streaming technologies.
• Familiarity with working on microservice architecture platforms.

Nice-to-Have Technical/Business Skills:

• Experience with Kafka or other streaming technologies is advantageous.
• Distributed concurrency experience is beneficial given our performance-driven approach.

Background Preferences:

• No preference on firms; candidates can come from different backgrounds and no domain knowledge is required.
• Hands-on experience is crucial; medium seniority (3 years onwards) is ideal.