Quant & Data Science

C# Developer - Systematic Hedge Fund

  • Location:

    City of London

  • Sector:

    Quant & Data Science

  • Job type:

    Permanent

  • Salary:

    £140000 - £180000 per annum + Bonus and Benefits

  • Contact email:

    hhorton@vertuspartners.com

  • Job ref:

    CS/HH/2609_1758878610

  • Startdate:

    ASAP

C# Developer - Systematic Hedge Fund

Location: Onsite - London Office

About Us:
We are working with a leading systematic hedge fund specialising in quantitative investment strategies across global markets. Their success is built on advanced research, rigorous risk management and cutting-edge technology. They are seeking a talented C# Developer to join their core engineering team and help design, build, and optimise the systems that power their trading and research operations.

Role Overview:
As a C# Developer, you will be responsible for developing and maintaining robust, high-performance systems that support systematic trading. You will collaborate closely with researchers, portfolio managers, and infrastructure teams to deliver reliable tools and platforms that handle real-time data, execution, and risk management at scale.

Key Responsibilities:

  • Design, develop, and optimise applications in C#/.NET to support systematic trading strategies.

  • Develop low-latency, high-throughput systems for data ingestion, processing, and execution.

  • Enhance existing codebases with a focus on performance, scalability, and maintainability.

  • Partner with DevOps/infrastructure teams to ensure stability, monitoring, and resiliency of core systems.

  • Contribute to code reviews, best practices, and continuous improvement within the development team.

Required Skills & Experience:

  • Strong proficiency in C#/.NET Core, with deep understanding of object-oriented design and software engineering principles.

  • Experience building high-performance, real-time systems (ideally within financial services or trading environments).

  • Solid understanding of multithreading, concurrency, and distributed systems.

  • Strong background in data structures, algorithms, and optimization.

  • Familiarity with SQL/NoSQL databases and working with large-scale datasets.

  • Excellent problem-solving skills and attention to detail.

Nice to Have:

  • Experience in systematic trading, market data, or electronic execution.

  • Knowledge of Python, C++, or other programming languages commonly used in quant finance.

  • Exposure to cloud platforms (AWS/Azure) or containerized environments (Docker/Kubernetes).

  • Understanding of market microstructure and exchange connectivity.

Why Join Us?

  • Opportunity to work in a technology-driven hedge fund where your work directly impacts trading performance.

  • Collaborative culture bringing together engineering, quantitative research, and trading.

  • Competitive compensation including base salary, performance-driven bonus, and benefits.