Systematic Trading Technologist
Job description
About the role
Neptune North has established a dedicated Systematic Tech function to build and maintain the firmwide platform that underpins systematic research, trading, and production operations for macro and equities. This role owns the full lifecycle from market data intake to live deployment, shaping tools that translate complex quantitative ideas into reliable production systems. You will work hand in hand with traders and engineers, ensuring delivery remains fast while communication stays clear and precise.
You will be a hands-on individual contributor responsible for writing code, designing pipelines, and shipping features personally. Your work will directly support systematic equities strategies, integrating with existing execution and operational frameworks. You will contribute to a single shared codebase used across asset classes, maintaining production standards that emphasize resilience, observability, and reliability.
Key facts
What you'll do
Design intake pipelines that bring clean market and reference data into analysis and production workflows.
Build and extend resilient storage and compute foundations capable of handling large historical and live datasets with high integrity.
Refactor alerting and observability so operations teams can understand system behavior and respond quickly to issues.
Ship performance focused features that reduce latency and improve backtesting accuracy across systematic equity strategies.
Partner closely with quantitative researchers to translate research ideas into stable, maintainable production services.
Automate deployment pipelines so experiments can move safely from notebook environments to live production systems.
Guard data integrity across storage, caching, and transfer layers, even under heavy concurrency and complex workflows.
Support traders and researchers during live sessions, keeping systems reliable and driving issues to root cause during incidents.
Responsibilities
Hands-on Engineering
You will build and maintain the infrastructure that powers large-scale systematic equities trading. This includes data flow, backtesting frameworks, signal generation pipelines, model and result registries, execution, and post-trade operations. You will maintain and extend safe, low-touch execution systems capable of trading large volumes with minimal manual intervention, integrating with the firm's OMS, EMS, and broker algorithms. Design for resilience and supportability by building alerting, observability, and operational runbooks alongside the infrastructure itself. Provide live production support to drive issues to root cause and ensure systems remain reliable in the face of third-party failures. You will also focus on performance engineering for data and compute, including storage, caching, and data-transfer infrastructure to support large-scale backtesting and live trading, with ambition to scale to intraday signal generation. You will maintain the development, research and machine-learning platform, covering IDE access, version control, notebooks, compute environments, and deployment pipelines used by researchers and engineers.
Systematic Equities Investment Team
You will work directly with the investment team to translate their requirements into scalable, well-engineered tooling. You will deliver a mix of short-term tooling and long-term infrastructure projects in step with their evolving priorities. You will build deep familiarity with internal tools, teams, and systems across the broader Neptune North environment, leveraging existing frameworks and standards to ensure consistency and reliability.
Requirements
You must have hands-on experience building and maintaining large-scale systematic equities infrastructure.
You must be fluent in production engineering for data and compute, including storage, caching, and pipelines.
You must demonstrate a delivery mindset, moving features from prototype to live trading with reliable operations.
You must hold 3 to 5 years of professional coding experience in relevant technology stacks.
You must work closely with quantitative researchers, traders, and cross-functional technology partners.
Nice to have
Experience with OMS, EMS, broker algorithms, and execution systems for systematic equities.
Skills and tools
Python, C++, SQL, Linux, Git, Kubernetes, AWS, pandas, numpy, zipline, backtesting frameworks, and observability tools.
Practical notes
This role is based in Newcastle upon Tyne, UK, with hybrid arrangements requiring office days. Compensation is fixed at 100000 GBP per year. Neptune North operates across an international office network, expanding rapidly to stay close to clients and talent. The working environment is founded on trust, collaboration, and shared purpose, with autonomy to grow and thrive.