Hedge Fund/Equities/Long Short/Azure/Finance/Quantitative Research/Python/London

London, UK

We are currently working with a market neutral long/short equities hedge fund who have seen tremendous returns over the last 12 months. They're currently looking to expand their Quantitative Research team by bringing in an experienced Software Engineer. They person will play a key part in building CI/CD pipelines in multiple development environments for execution, as well creating innovation around new and existing tools.
Requirements :

• A minimum of 5+ year's experience building and maintaining CI/CD pipelines.
• A minimum of 5+ year's experience operating across an Azure, AWS or GCP platform. (Azure is preferred)
• A minimum of 5+ year's experience using Python to help support the Data Engineers in running ETL pipelines.
• Extensive experience of Kubernetes or any container orchestration software.
• Experience with Airflow.
• Hands-on experience administering SQL relational databases. (PostgreSQL preferred)

Nice to have :

• Financial background

This is an excellent opportunity to join one of the fastest growing hedge funds in the market. You will be working with some of the highest calibre technical and investment professionals in the market, where your work will be having real life impact on the business.

To apply please send your CV to quantresearch@octaviusfinance.com