Senior Quant Developer (Python) - Equities StatArb - London - Up to £500k+ TCCustom-built, high-performance Python DAG framework powering everything from research to live execution. Same codebase, same infrastructure, zero friction between backtesting and production P&L.A global systematic investment manager ($6bn+ AUM) is expanding their Equities StatArb platform. Live since 2021, trading 24/6 globally.Unified graph-based framework (DAG) across research, production, analytics, risk, and P&L. Deep Numpy/Numba work, processing vast historical datasets and real-time tick data. You\'ll contribute to shared tooling that researchers actually rely on.You\'ll sit between researchers and the live trading desk, designing and owning critical pieces: portfolio construction, execution optimisation, transaction cost analysis. Direct line of sight to P&L.What you\'ll need:5+ years as a Quant Dev in a systematic hedge fund (StatArb/equities experience ideal)Strong grasp of statistical methods, numerical optimisation, and equity market microstructureExperience with Unix internals and graph-based data processing frameworksWhat you\'ll be doing:Building and supporting complex StatArb strategies across large-scale data processing, modelling, portfolio construction, and executionContributing to the design of the DAG framework used across the entire stackWorking closely with researchers to build tooling, shared libraries, and frameworks that they actually rely onTaking ownership of system components in a fast-paced, agile setupCompensation is genuinely uncapped, this could go north of £500k TC for the right person. No fixed budget, just a question of fit and impact. #J-18808-Ljbffr