Quantitative developer jobs in LondonCrear alertas

Senior Python Quantitative Developer sought by a specialist and multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield centralised Python/SQL/Linux/Docker platform for Backtesting, Pricing, Risk and Performance to be used across all Funds and Inves

As a C# skilled Software Engineer/Quant Developer, you'll work closely with portfolio managers, researchers, and data scientists to build and maintain the systems that drive our alpha-generating strategies. Solid understanding of software engineering principles, design patterns, and performance tuni

Graduate Software Developer / Quantitative Developer / Quantitative Researcher.

The hire will inherit a legacy platform and will be instrumental in shaping the future of the platform, alongside the established Hiring Manager and a dedicated team of developers and software engineers. The platform will be used by front-office quantitative researchers, structurers, and traders; th

A world-leading global hedge fund is a world-leading global quantitative hedge fund, operating across all liquid asset classes with a strong, technology-driven and scientific approach to investing. Our client is looking for a Regulatory Technology Software Developer to join their growing Regulatory Reporting function within the Compliance team. This role sits at the intersection of technology, compliance, and the business, with a core focus on building and maintaining robust regulatory reporting systems. You will be responsible for developing and enhancing regulatory technology platforms, automating reporting workflows, and ensuring the integrity, accuracy, and timeliness of regulatory submissions across global jurisdictions. Stack: Python, SQL, Cloud platforms, RPA tools The firm offers a highly collaborative, intellectually curious environment with strong ownership, visibility, and the opportunity to work closely with compliance, IT, and business stakeholders on mission-critical systems. Please get in touch if this is of interest.

Quantitative Developer – C# / Python London | Full-time The mission Join a leading quantitative research and trading firm using heavy compute and modern engineering to tackle some of the hardest problems in systematic finance. You’ll sit close to the money, turning cutting‑edge research into production systems that run at scale in global markets. The role This is a hands‑on engineering role working side‑by‑side with quants. You’ll design, build and optimise trading, simulation and research systems in C# and Python, with huge emphasis on performance, reliability and clean architecture. What you’ll do • Build and evolve trading systems that run 24/6 with real capital at stake., • Develop modelling and simulation frameworks that quants use to test and refine strategies., • Improve research tooling and workflows so ideas move smoothly from prototype to production., • Push performance and scalability in core services, unlocking new research and trading capabilities., • Take end‑to‑end ownership of projects, from design through to deployment and iteration. What you bring • Strong software engineering fundamentals: algorithms, data structures, architecture., • Commercial experience in C# and/or Python, ideally on complex, high‑performance systems., • Interest in quantitative finance and how engineering accelerates research and trading., • Comfort working closely with stakeholders, prioritising impact and communicating clearly. Why you might care • Work at the intersection of advanced research, serious engineering and real‑world markets., • Industry‑leading compensation, deep technical culture, serious investment in tools, learning and long‑term career growth.

Title: C# Developer Rate: Up to £750/day Location: London (Hybrid) The Opportunity: I am working with a leading global investment bank seeking a C# Developer to join their high-performing FO Trading team. This is an exceptional opportunity to work alongside experienced technologists and investment professionals building mission-critical systems that drive trading, research, and risk management operations. What You Bring (Required): • Deep commercial experience engineering C# / .NET solutions within mission-critical financial services platforms, • Hands-on delivery of enterprise risk platforms (Market, Credit, Counterparty Risk, XVA) with solid understanding of rates, FX, equities, and derivatives, • Experience with distributed and message-driven architectures, including ActiveMQ, plus full-stack exposure with Angular, • High engineering standards, applying SOLID principles, proven design patterns, CI/CD, and building maintainable, cloud-ready services (OpenShift desirable), • Demonstrated ability to partner effectively with quantitative researchers, risk teams, and front-office stakeholders to deliver production-grade solutions Who You Are: • You thrive in fast-paced investment banking environments, • Designs and owns mission-critical systems where performance and correctness matter, • Makes strong architectural decisions under delivery pressure, • Trusted technical partner to front office, risk, and quants Apply now or reach out directly: for more details

Java Developer Join a high-impact Core Technology team at a leading hedge fund. About the Company This firm is a major player in the space, a multi-strategy hedge fund with a strong focus on systematic and quantitative trading. Founded by industry veterans, it combines deep financial expertise with advanced software engineering to manage institutional capital globally. What You’ll Do • Design and build high impact internal systems using Java, • Own projects end-to-end: from architecture to deployment, • Collaborate with analysts to solve real-world business problems, • Support and mentor junior team members on coding and data skills, • Deliver clean, maintainable, and scalable solutions Who They’re Looking For • 1-5 years of experience with Java (essential) and Python, • Familiarity with databases, (e.g. SQL Server, Postgres), • Experience with developing, testing, or deploying with cloud providers (e.g. AWS,, • GCP, Azure), • Excellent problem-solving skills and clean coding habits, • Prior experience in finance, or high-performance environments 📩 Apply now! If you don't hear back within three working days, unfortunately, your application has not been successful.

Quantitative Developer - London/Remote 40+ leading quant firms seeking top-tier developers. Multiple immediate openings. What you'll do: • Build low-latency trading systems and infrastructure, • Develop quantitative libraries and research platforms, • Optimize execution algorithms and risk systems Requirements: • 2+ years quant dev or HFT experience, • Expert C++/Python skills, • Financial markets and trading systems knowledge Our network: Pay: $180K-$2M+ based on experience Locations: London, Remote Focus: Ultra-low latency, systematic platforms, research infrastructure From prop trading tech to systematic fund platforms. Ready to build the future of trading? Apply now for confidential discussions.

Our client, a leading global hedge fund, is seeking an experienced Quantitative Developer to join their Fixed Income desk in London. This is a high-impact role where you will work at the intersection of technology, risk, and trading, contributing to the development of cutting-edge solutions that underpin the firm's risk and P&L infrastructure. The position offers exposure to complex financial instruments and the opportunity to collaborate with some of the most talented professionals in the industry. The ideal candidate will bring deep expertise in Fixed Income products within a risk environment, combined with strong quantitative and programming skills. You should have hands-on experience with risk metrics, margining, and optimisation techniques, as well as a solid understanding of risk, treasury, or trading functions. This is an excellent opportunity for someone who thrives in a fast-paced environment and wants to make a tangible impact on the performance and resilience of a world-class investment platform. Responsibilities: • Design and implement software solutions to support core risk and P&L systems, • Partner closely with Fixed Income Risk Managers, Traders, and Researchers to gather requirements and deliver tailored solutions, • Develop analytics and reporting frameworks to compute, aggregate, and visualise risk measures, • Build tools and processes to analyse large volumes of market and trade data across bonds, swaps, futures, and options, • Ensure consistency, transparency, and robustness within the Fixed Income risk infrastructure Key Requirements: • Proven experience with Risk Metrics, Margining, and Optimisation techniques, • Strong knowledge of Risk, Treasury, or Trading functions, • Solid mathematical background, • Proficiency in Python coding, • Minimum 5 years of hands-on Fixed Income experience within a risk department, • Excellent stakeholder management skills

About the Team: • A highly technical and innovative quantitative development group focused on driving automation in FX trading., • Part of a wider electronic trading technology function that also supports areas such as rates, credit, FX derivatives, equity derivatives, and cash equities., • Committed to enhancing automation and performance to strengthen electronic trading capabilities and revenue generation., • Works in an agile environment with frequent production releases, often multiple times per day., • Known for its collaborative and diverse culture, with a clear mission to deliver impactful and meaningful change. Required Expertise: • In-depth business knowledge of electronic trading systems, with a strong focus on eFX., • Demonstrated experience in designing and implementing low-latency, high-throughput, event-driven platforms for algorithmic trading., • Ability to collaborate closely with quantitative analysts to develop and integrate algorithmic trading models and associated controls., • Skilled in producing comprehensive model documentation and working with governance and risk oversight teams., • Advanced proficiency in Java, including techniques for low-latency development such as lock-free data structures and minimising garbage collection., • Familiarity with messaging libraries and protocols such as Aeron, Kafka, EMS, SBE, FIX, ITCH, and OUCH.

Quantitative Developer – Fixed Income (Risk) A leading global quantitative investment firm is seeking a Quantitative Developer to join its Fixed Income Risk function. The team builds the core risk and PnL infrastructure that supports multi-asset systematic and discretionary trading. This role sits at the intersection of engineering, quantitative research, and trading—ideal for someone who enjoys solving complex technical problems in a fast-paced front-office environment. Responsibilities • Build and enhance software solutions that power core risk and PnL systems., • Work closely with Fixed Income Risk Managers, Traders, and Quants to understand requirements and deliver high-impact tools., • Develop analytics and reporting frameworks to compute, aggregate, and visualize key risk measures., • Translate product-specific and trading requirements into scalable, automated software workflows., • Build systems to process and analyse large datasets across bonds, swaps, futures, options, and other FI derivatives., • Ensure robustness, transparency, and consistency across the firm’s Fixed Income risk infrastructure. What We’re Looking For • 5+ years of professional software development experience (strong Python preferred)., • Solid understanding of Fixed Income products—bonds, swaps, futures, options—and related risk measures., • Experience building or extending risk systems in a front-office or middle-office environment., • Ability to translate trading/risk requirements into clean technical specifications., • Familiarity with databases, APIs, microservices, and large-scale data processing., • Strong communication skills, able to partner effectively with both technical and trading teams., • Exposure to cloud environments and modern data engineering practices is a plus., • If you’re interested in contributing to a high-performance risk platform at a top-tier quantitative trading firm, feel free to reach out for more details.

Are you a quant developer who enjoys working directly with traders and shaping real models? Here you’ll join a leading energy trading business, where technical teams work closely with the desk and have a clear impact on how day-to-day decisions get made. You’ll get to build and improve the algorithms themselves, make sure data flows, and deploy models into production. You'll have interaction with traders and analysts on a daily basis, understanding what they need and turning those requirements into tools. The team is small, genuinely collaborative, where quants, developers and traders sit together and solve problems in real time. This role is a mix of maths, modelling and engineering - taking forecasting and optimisation ideas and turning them into tools that shape how the desk trades European power. The stack is mainly Python. SQL, Clickhouse or Azure are nice to know but not essential. What matters is a strong quantitative background and experience commodities being ideal, but anyone from a wider markets background will feel at home. If this is of interest, please apply or reach out via email: No up-to-date CV required.

We are partnering with one of London’s most selective and highest-performing quantitative investment funds to appoint a Quant Developer to their core systematic trading group. This is a confidential mandate for a team renowned for world-class engineering standards, scientific rigour, and a culture built around high impact and low ego. The successful candidate will work at the intersection of quantitative research, data engineering, and high-performance software development — with code that moves rapidly from prototype to production and directly influences trading performance. The Role As a Quant Developer, you will: • Collaborate closely with quant researchers to productionise models and design scalable research/tooling infrastructure, • Develop high-performance, robust code across Python and C++, • Build and maintain data pipelines, research platforms, and components of the live trading stack, • Optimise system performance, reliability, and throughput across large-scale datasets, • Contribute to architectural decisions across the full research-to-execution workflow What We’re Looking For • Exceptional programming skills in Python and/or C++, with a focus on writing clean, performant production code, • Strong understanding of core CS fundamentals (algorithms, distributed systems, profiling, testing), • Experience in a systematic trading environment or quantitative data domain is highly advantageous, though not essential, • A problem-solver with the ability to work collaboratively in a highly technical, research-driven environment, • Humility, curiosity, and a desire to build systems that have real, measurable impact, • Computer Science or STEM degree from a good university Why This Role Stands Out • Opportunity to join a top-performing fund with a deeply technical culture, • Work directly with elite researchers and developers on complex, meaningful problems, • Highly competitive compensation with significant performance-based upside, • Exposure to world-class infrastructure, datasets, and compute environments, • A role where strong engineering truly drives investment performance

As a C# skilled Software Engineer/Quant Developer, you'll work closely with portfolio managers, researchers, and data scientists to build and maintain the systems that drive our alpha-generating strategies. You’ll contribute to every part of the investment pipeline—from research tooling and data infrastructure to real-time trading systems. Key Responsibilities: • Design, develop, and optimize high-performance trading tools and data pipelines using C# and ideally Python, • Build research platforms that empower quantitative analysts and strategists, • Integrate and manage large, complex datasets from a variety of sources, • Collaborate with quants and PMs to implement and backtest trading models, • Ensure robustness and scalability in both real-time and batch environments What We’re Looking For: • Strong programming experience with C#, • Solid understanding of software engineering principles, design patterns, and performance tuning, • Experience in financial markets (equities, futures, FX, etc.) is a plus, but not required, • Familiarity with data science tools, APIs, and time-series databases is beneficial, • Self-starter attitude with a sharp eye for detail and a high level of ownership Why Join? • Competitive compensation + performance bonuses, • Direct impact on trading and research performance, • Flat, collaborative culture with exposure to senior stakeholders, • State-of-the-art technology stack and hardware, • Opportunity to work on greenfield projects in a fast-moving environment

We are partnering with one of London’s most selective and highest-performing quantitative investment funds to appoint a Quant Developer to their core systematic trading group. As a Quant Developer, you will:. Work directly with elite researchers and developers on complex, meaningful problems.

Company Batonics builds high-throughput quantitative trading and research platforms and AI agents for leading funds and institutions across Asia, the U.S., and Europe. Our products deliver advanced market-microstructure analytics, backtesting, portfolio and risk tools, and formal verification for low-latency systems merging high-performance computing, AI, and frontier quantitative research. We have been almost doubling revenue every quarter, and need help on this exponential journey. We’re looking for a part-time engineer to help develop end-to-end quantitative trading and research systems including high-frequency trading (HFT) platforms. Details: Part-time (with transition to fulltime) - flexible hours Remote work with occasional in-person meetings Competitive hourly pay initially, scaling with workload and contribution to full time, revenue share possible from day 1, equity options on the table to capitalize on growth Your initial work will be on quant.batonics.com but feel free to explore loha.batonics.com Process: • Interview., • Task(s) (1-2hrs), • (Optional) Go head-to-head with me where we both tackle a multi-tier coding challenge (AI tools allowed)., • Follow-up chat., • Decision. Any of the below is a plus but not neccessary: • High-performance database systems & transactional correctness (isolation/serializability), • Real-time data pipelines & market-data processing (ultra-low latency, burst tolerance), • Performance/latency optimization to sub-millisecond: CPU cache/NUMA, SIMD, vectorization, I/O tuning, • Concurrency & memory models: lock-free/atomics, race detection (TSAN), contention profiling, • Backend/platform architecture & multi-region reliability (failover, disaster recovery), • SRE/reliability engineering: SLOs, load shedding, autoscaling, chaos testing, tracing, • GPU compute & numerical methods, plus floating-point stability and mixed precision, • Formal methods & rigorous testing: model checking, property-based testing, fuzzing, • Security: applied crypto (use of vetted libs), web/appsec, sandboxing (seccomp/AppArmor), secrets/keys, • Distributed systems & consensus (Raft/Paxos), consistency models, backpressure, idempotency, • Build systems & developer tooling: Bazel/CMake, reproducible builds, hermetic CI, static analysis, • Supply-chain hygiene: dependency pinning/lockfiles, SBOMs, provenance/attestations, • Infrastructure as Code: Kubernetes/Terraform with policy as code (OPA/Kyverno), • Experience in an HFT firm

🚀 Job Opportunity: Senior C# Quantitative Developer | Capital Markets Technology Location: London Type: Full-time / Contract Rate: £800 p/d (Outside IR35) Client: Leading Global Investment Bank Hybrid: 1 day per week in the office Are you ready to be at the forefront of technology and finance? Our client, a top-tier investment bank, is looking for a Senior C# Quantitative Developer to join their high-impact Capital Markets Technology team in London. This is a unique opportunity to bridge the worlds of quantitative analysis and software engineering—delivering cutting-edge solutions to drive pricing, risk management, and liquidity strategies in real-time trading environments. 🔍 About the Role As a Senior Quantitative Developer, you’ll collaborate closely with quantitative analysts, traders, and fellow technologists to develop and optimize core components of the bank’s pricing and risk infrastructure. You'll be responsible for translating complex financial models into high-performance, production-ready systems—driving both innovation and stability in capital markets technology. 💼 Key Responsibilities 1. Development & Optimization • Implement decomposition logic for structured products including funding, fees, and charges., • Integrate and refine pricing and risk models for real-time trading environments., • Develop rules-based liquidity management for quoted underlyings., • Enhance back testing, data analytics, and regression infrastructure., • Build and maintain low-latency, high-throughput systems. 2. Cross-functional Collaboration • Work side-by-side with quants and traders to productionize mathematical algorithms., • Partner with infrastructure and DevOps teams to scale and deploy applications effectively. 3. System Monitoring & Support • Ensure reliability and performance of live systems through proactive monitoring., • Provide occasional on-call support to maintain system uptime and stability. 🎓 Qualifications Required: • Degree in Computer Science, Engineering, Mathematics, Physics, or similar., • 10+ years of hands-on development experience in C# / .NET., • Solid grasp of financial instruments (equities, derivatives, fixed income, FX, commodities)., • Proven experience building scalable, multi-threaded systems., • Proficiency with SQL Server, MongoDB, and Git., • Background in front-office environments within an investment bank, hedge fund, or fintech firm. Preferred: • MSc or PhD in a quantitative discipline., • Experience with structured products, particularly structured notes. 🌟 What We’re Looking For • A critical thinker with outstanding analytical and problem-solving abilities., • A team player who thrives in high-pressure, dynamic environments., • Excellent communicator with a proactive, collaborative mindset., • A self-starter who takes ownership and consistently drives results. This is a highly visible role with significant impact, offering the chance to work on complex financial instruments and contribute directly to the bank’s trading strategies and platform evolution. If you're passionate about finance and engineering and want to work alongside some of the best minds in the industry—we want to hear from you. Apply now to learn more.

Technical Quantitative Developer / Software Engineer with deep Computer Science expertise applied to Python, its libraries and ecosystem as well as professional experience with SDLC tooling, Linux, Docker, and SQL sought to join a specialist London Headquartered Quantitative Hedge Fund. You will join as a more junior member, as part of a small team designing and implementing a central platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio Managers to design and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks, to be used by diverse Investment teams as part of their daily work. The target architecture will be written in pure Python, with SQL RDBMS, a Dockerised On-Prem RedHat Linux platform. Python is the primarily required skill, however solid professional profiency of building and shipping software in Linux/Docker environments as well as SDLC tooling such as GitLab CI/CD are also required. In return for your Computer Science and Engineer nous, full training on the Quantitative Finance, Hedge Funds and Systematic Investing will be provided. Essential Skills & Experience: • Undergraduate degree in Computer Science, Computing, Software Engineering or similar with top grades from a reputable institution. MSc or possibly PhD level academics in said subject(s) preferred., • Strong Python skills, as per 3+ years of professional experience in a technically and/or scientifically complex and competitive environment., • Proficiency in Linux and Docker including system administration and containerization for deployment and scaling., • Hands-on experience with continuous integration and delivery systems such as Jenkins and GitLab CI/CD and a strong understanding of Software Development Life Cycle (SDLC) best practices., • Knowledge of SQL for database management and query optimization. This is an outstanding opportunity to join a world-class boutique Systematic Investment business, playing a key role in the delivery of a crucial core platform for use by cross-functional teams across multiple investment platforms.

About the Role Join a pioneering team that’s redefining how AI and cloud-native platforms power front-office trading. We’re hiring a hands-on engineering leader to shape the future of our Dart platform, a critical infrastructure that supports Quantitative and Strat developers in building next-generation trading solutions. This is not just another engineering role. You’ll work side-by-side with front-office traders and quants, creating bespoke GenAI tools that directly impact trading performance. If you’re passionate about building something unique, ahead of the curve, and never done before, this is your chance to make it happen. What You’ll Do You’ll lead and innovate across both cloud and on-prem environments, scaling platform capabilities and driving AI adoption: • Architect and develop cutting-edge platform services for AI-driven trading., • Potentially lead a small team of engineers, driving technical excellence while staying hands-on., • Collaborate with internal infra/platform teams to align capabilities and avoid duplication., • Design and implement secure, cost-aware, scalable systems using AWS services and Kubernetes., • Mentor junior engineers and set best practices for AI/ML infrastructure., • Influence across organisational boundaries and champion modern engineering trends., • Stay ahead of the curve in Generative AI, ML infrastructure, and cloud-native tooling. Tech Stack • Programming: Python (Java familiarity is a plus)., • AWS: S3, Kinesis, Glue, Lambda, Step Functions, SageMaker, and more., • On-Prem: Managed Kubernetes Platform and Hadoop ecosystem. Why This Role is Different • Direct Impact: Build AI tools that traders and quants use daily to optimise strategies., • Creative Freedom: Open collaboration and the chance to bring your ideas to life., • Visibility: Be a big player in a small, high-impact team with exposure across the organisation. What We’re Looking For • 10 + years of extensive experience in software/data engineering, ideally in platform or infra roles., • Strong programming skills in Python; passion for code quality and testing., • Demonstrable experience applying GenAI concepts to front-office/capital markets environments., • Deep experience with AWS services (S3, Glue, Kinesis, Lambda, ECS, IAM, KMS, API Gateway, Step Functions, MSK, CloudFormation)., • Passion for being hands-on while enabling and growing a small engineering team. Nice to Have • Experience with on-prem Hadoop and Kubernetes., • Familiarity with AWS cost management and optimisation tools., • Knowledge of front-office developer workflows in financial services.

About the Role Join a pioneering team that’s redefining how AI and cloud-native platforms power front-office trading. We’re hiring a hands-on AI Engineer (AVP level) to help shape the future of our Dart platform, a critical infrastructure that supports Quantitative and Strat developers in building next-generation trading solutions. This is not just another engineering role. You’ll work side-by-side with front-office traders and quants, creating bespoke Generative AI tools that directly impact trading performance. If you’re passionate about building something unique, ahead of the curve, and never done before, this is your chance to make it happen. What You’ll Do You’ll design, build, and innovate across both cloud and on-prem environments, scaling platform capabilities and driving AI adoption: • Architect and develop cutting-edge platform services for AI-driven trading., • Collaborate with internal infra/platform teams to align capabilities and avoid duplication., • Design and implement secure, cost-aware, scalable systems using AWS services and Kubernetes., • Contribute to best practices for AI/ML infrastructure and mentor junior engineers when needed., • Work across organisational boundaries and champion modern engineering trends., • Stay ahead of the curve in Generative AI, ML infrastructure, and cloud-native tooling. Tech Stack • Programming: Python (Java familiarity is a plus)., • AWS: S3, Kinesis, Glue, Lambda, Step Functions, SageMaker, and more., • On-Prem: Managed Kubernetes Platform and Hadoop ecosystem. Why This Role is Different • Direct Impact: Build AI tools that traders and quants use daily to optimise strategies., • Creative Freedom: Open collaboration and the chance to bring your ideas to life., • Visibility: Be a big player in a small, high-impact team with exposure across the organisation. What We’re Looking For • 5 – 10 years of experience in software/data engineering, ideally in platform or infra roles., • Strong programming skills in Python; passion for code quality and testing., • Demonstrable experience applying Generative AI concepts (ideally in a front-office/capital market environment), • Experience with AWS services (S3, Glue, Kinesis, Lambda, ECS, IAM, KMS, API Gateway, Step, • Functions, MSK, CloudFormation)., • Experience working in a fast-paced front-office environment in either engineering or analytical roles., • Passion for being hands-on and contributing to a collaborative engineering culture. Nice to Have • Experience with on-prem Hadoop and Kubernetes., • Familiarity with AWS cost management and optimisation tools., • Knowledge of front-office developer workflows in financial services.

I'm working with a hedge fund famous for macro trading strategies, who have an opening in a Rates trading team for a Lead Quantitative Developer to come on board. The role would be leading a small team of Quant Developers, and focusing on pricing algorithms, model development, and partnering with the CTO to steer this technical solution in the right direction for multiple PMs. Stack: Python, AWS, SQL This role offers the chance to partner with a leading PM and the CTO of a household name hedge fund, and help develop technical solutions to enhance PnL. If this sounds of interest, please do apply to find out more.

Quantitative Developer About the Role A technology-led brokerage in London is looking for a Quantitative Developer with strong C++ skills to join their front-office quant tech team. You’ll be working on high-performance systems that power real trading — collaborating directly with quants, traders, and engineers. What You’ll Do • Build and optimise C++ trading, pricing, and risk components, • Work with quants to implement and enhance models & algorithms, • Improve latency, performance, and scalability across key systems, • Support research with clean, testable, production-ready code, • Contribute to architecture and technical strategy What We’re Looking For • Strong experience with modern C++ (17/20), • Excellent understanding of algorithms, data structures & optimisation, • Experience in trading, brokerage, hedge fund, or financial markets environment, • Knowledge of numerical methods or quantitative modelling, • Comfortable in Linux and Git-based workflows, • Strong communication and problem-solving skills Nice to Have • Python for tooling/prototyping, • Market microstructure, real-time data, or low-latency experience, • STEM degree (Maths, Physics, CS, Engineering, etc. Why Join? • Work directly with front-office stakeholders, • High-impact role in a collaborative, engineering-driven culture, • Hybrid setup + modern tech stack, • Genuine career growth and ownership of key systems Please note this role is 4 days a week onsite in London with 1 day a week WFH.

A leading global investment bank is seeking a Java Developer / eTrading Strategist to join its London Rates eTrading team. This front-office role sits at the intersection of quantitative research, trading, and technology, focused on delivering high-performance Java systems for pricing and electronic execution across the bank's global Rates business. The Role You will design, build, and optimise low-latency Java components supporting real-time pricing, algorithmic execution, and market connectivity. Working closely with quants and traders, you'll transform quantitative models and execution logic into robust, production-grade trading applications. The role requires deep technical expertise and an interest in market microstructure and electronic execution dynamics. Key Responsibilities * Engineer low-latency, multithreaded Java applications powering Rates pricing and execution. * Partner with quants to integrate and enhance pricing models and execution algorithms. * Develop and tune smart order routers, auto-quoting, and market-making components. * Profile and optimise Java systems for throughput, GC efficiency, and predictable latency. * Implement real-time monitoring, logging, and performance diagnostics. * Collaborate across technology and trading teams to continuously refine execution performance and market response. Candidate Profile * Degree in Computer Science, Engineering, Mathematics, or a related quantitative field. * 10+ years' experience in Java development for low-latency or electronic trading systems. * Deep expertise in Java concurrency, GC tuning, memory management, and NIO. * Strong grasp of market microstructure, FIX protocols, and order handling. * Proven record of delivering production-grade Java trading platforms in front-office environments. * Experience in Rates eTrading (cash or derivatives) strongly preferred although open to other asset classes such as Equities and FX. Preferred Technical Skills * Core Java 11+, multithreading, lock-free programming. * Low-latency messaging (Aeron, Chronicle Queue, Kafka). * Market-making and execution algo frameworks. * Familiarity with distributed architectures and cloud-native Java. What's on Offer * Direct front-office impact on the Rates eTrading desk. * Close collaboration with quants and traders on model integration and execution logic. * Work on cutting-edge low-latency and algo engineering challenges. * Hybrid setup - around 2 days per month in the London office. * Competitive compensation and clear progression opportunities. If you are passionate about Java, pricing, execution, and low-latency trading, we'd love to hear from you. Desired Skills and Experience Computer Science Degree Java Rates algo Front Office Quant Trading McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

Quant Developer/Analyst - Equity Algo London based I am currently recruiting for a Quant Developer/Analyst in the Equity Algo team in one of my Trading Technology clients. The role would involve analysing market microstructure and the effects it has on algorithmic trading including researching trading outcomes and designing more effective models for trading tactics whilst also working closely with clients. Requirements: -Java or Python specialist -Strong interest in data -Experience implementing electronic trading strategies would be beneficial -Knowledge on distributed systems Does this sound like an opportunity that might be of interest to you? Apply, and I’ll give you a call to discuss it in more detail.

Senior Data Developer – Hedge Fund | London (Hybrid) Are you an experienced data developer who loves building fast, reliable systems that fuel quantitative trading and risk management? A global multi-strategy fund is expanding its London data team to build the next generation of its market data platform, working directly with quants, PMs, and traders to power insights that drive investment returns. You’ll: • Develop scalable ETL pipelines in Python for high-volume financial data., • Build cloud-based data lake environments (AWS / Databricks)., • Implement robust data validation and quality checks., • Work with researchers to design pipelines for modeling and back-testing., • Document and maintain the firm’s core data architecture. Requirements: • 5+ years of Python development (Pandas, SQL, Linux environment)., • Hands-on experience building data solutions for trading, research, or risk., • Deep technical curiosity and strong problem-solving skills., • Strong knowledge of market data and financial time-series., • Bachelor’s or higher in a quantitative or technical discipline., • Experience with Kafka or other streaming technologies. (nice to have), • Understanding of financial market data, symbology, and reference data across equities, futures, credit, indices, and OTC asset classes.(nice to have) Preferred: Kafka or streaming systems, AWS cloud architecture, experience in hedge-fund or prop-trading environments.

Junior Rust Developer – Crypto Market Maker Location: London A leading global crypto market maker operating across major digital asset exchanges is searching for strong junior Rust engineers to join their trading desk. The firm provides deep liquidity and efficient pricing through cutting-edge technology in a fast-moving, highly quantitative environment. We're seeking a Junior Rust Developer to join its front-office technology team in London. The successful candidate will work on low-latency, high-performance systems that directly support 24/7 trading operations, collaborating closely with senior engineers and trading stakeholders. Key Responsibilities • Maintain and enhance peripheral applications and user interfaces using Rust and .NET, • Contribute to end-to-end application development from requirements to production support, • Collaborate within an international, agile team to design and implement system improvements, • Investigate and apply new technologies and industry best practices, • Provide production support for critical trading systems Required Skillset • 1–3 years of relevant development experience in a Linux environment, • Strong working knowledge of Rust (essential), • Proven interest in low-latency systems and performance optimisation, • Degree in Computer Science, Software Engineering, or a related discipline, • Strong interest in financial markets and blockchain technologies This position offers a competitive compensation package and hybrid working model.

Our client is a leading Global Hedge Fund who are looking to hire a Quantitative Developer to join their growing Quantitative Pricing team in their London Office. You will work closely with both investment and business teams, assisting in the rollout and maintenance of a new pricing engine and the creation of new models. Job Responsibilities: • Design and develop a new derivatives pricing library., • Design and implement new models, • Assess model risk, • Assist traders and QR's in providing valuations. Requirements: • Competent coding skills in C++ and Python, • Working knowledge of either Equities, Options, FX, IR, Volatility or Strat Arb, • 1+ yrs of professional experience within a fund or Investment Bank, • A desire to specialise as a developer

C++ Developer We are a fast-growing, technology-driven brokerage specialising in high-performance trading systems and low-latency market connectivity. Our team builds robust, scalable, mission-critical software that powers real-time trading across global markets. We are looking for a talented C++ Developer to join our engineering group and help enhance the core systems that keep our business at the forefront of the industry. The Role As a C++ Developer, you will play a key role in the design, development, and optimisation of our trading and market-data platforms. You’ll work closely with traders, quantitative analysts, and other engineers to build highly performant solutions that operate at scale. This position requires strong problem-solving abilities, a deep understanding of modern C++, and a passion for writing clean, efficient code. Key Responsibilities • Develop and enhance low-latency C++ applications for trading, market data, and connectivity, • Work with cross-functional teams to design and implement new system features, • Profile, debug, and optimise code to ensure maximum performance and reliability, • Contribute to architectural decisions and technical strategy, • Maintain high coding standards and best practices across the codebase Required Skills & Experience • Strong commercial experience with modern C++ (C++17/20 desirable), • Solid understanding of multithreading, concurrency, and performance optimisation, • Experience with Linux systems and network programming, • Knowledge of STL, templates, and low-level programming concepts, • Ability to work in a fast-paced, collaborative environment, • Excellent communication and problem-solving skills Nice-to-Have • Experience in financial markets, trading systems, or brokerage platforms, • Familiarity with scripting languages (Python, Bash), • Exposure to market data protocols (FIX, FAST, ITCH/OUCH) What We Offer • Competitive compensation package, • 4-day on-site working week in our central London office, • Opportunity to work on high-impact, mission-critical systems, • Collaborative culture where engineering excellence is valued, • Professional growth and continuous learning opportunities

Full stack Python Developer – Sports betting Hedge fund – London Option to work from home up to 4 days a week or fully remote. Full stack Python Developer is required for a leading provider of sports betting brokerage software worldwide based in London. The successful Full stack Python/TypeScript Developer will be to joining a small, tight-knit team, working closely with the quantitative researchers and alongside other extremely talented and driven engineers to build and support systematic trading models. The successful fullstack python/typescript developer will write high-quality asynchronous Python code to interact with external websites and APIs, build responsive, data-rich frontend features using React and TypeScript, participate in architectural discussions and propose platform improvements, work in a Linux environment using Docker and Kubernetes and follow Agile practices using Scrum, GitLab, and Jira. Essential Skills: • 2+ years of Python experience in a commercial environment, with strong asynchronous programming skills, • 2+ years of frontend development experience with React and modern JavaScript/TypeScript, • Demonstrated ability to build and maintain polished, responsive user interfaces, • Experience with REST APIs and modern web frameworks, such as FastAPI, • Practical experience with PostgreSQL or similar relational databases, • Proficiency with HTML5, CSS3, and modern frontend build tools, • Strong Linux and Git skills Desirable skills: • AWS or cloud platform experience, • WebSocket and real-time data handling, • DevOps tooling (Docker, Kubernetes, Ansible), • Data science packages (pandas, numpy, matplotlib), • Modern C++ knowledge (C++17 and later), • Interest in sports betting, financial services or trading platforms Benefits: • Working alongside other extremely talented and driven engineers, • Extremely lucrative salary, bonus and benefits, • Greenfield C++/Python work, both challenging and rewarding, • Option to work from home up to 4 days a week or fully remote.

Data Developer – Fixed Income Electronic Trading About the Role We are seeking a Data Developer to join a Fixed Income technology team, supporting electronic trading and market-making operations. This hybrid role combines software engineering with data science, building analytical tools, machine learning models, and data products that directly inform trading decisions and improve execution performance. You will work on the trading floor alongside traders, quants, and technologists to develop insights from market and transaction data, automate analytical workflows, and deploy models into production environments. This is a hands-on role for someone who enjoys both building robust systems and extracting value from complex datasets. Responsibilities • You will design and build data pipelines ingesting real-time and historical data from electronic trading platforms including MarketAxess, Tradeweb, and Bloomberg, as well as internal order management and execution systems., • The role involves developing machine learning models for applications such as trade flow prediction, execution quality analysis, client behaviour segmentation, and market pattern recognition., • You will create interactive dashboards and analytical tools for trading desk consumption, translating complex data into actionable insights., • Working with quantitative researchers, you will productionise models and ensure they integrate seamlessly with trading infrastructure., • The position requires automating analytical workflows, maintaining data quality and governance, and contributing to the team's broader data platform strategy., • You will collaborate across functions to identify opportunities where data science can add value, communicating findings to both technical and non-technical stakeholders. Requirements • Programming Skills: Strong programming ability in Python is essential, including proficiency with data science libraries such as pandas, NumPy, scikit-learn, and visualisation tools., • Experience building production-quality code and deploying models is important., • Familiarity with SQL and relational databases required., • Experience with Java, Kotlin, or Rust is beneficial, • Data Science: Solid grounding in statistical analysis, machine learning, and predictive modelling., • Experience working with large-scale, time-series, or event-driven datasets., • Ability to design experiments, validate models, and interpret results critically., • Data Engineering: Experience building ETL pipelines and working with streaming technologies such as Kafka is beneficial., • Familiarity with cloud platforms (AWS, Azure, or GCP) and modern data stack tooling., • Communication: Ability to explain technical findings to traders and business stakeholders., • Comfortable working in a fast-paced, collaborative environment on the trading floor., • Domain Exposure: Prior experience in financial services is helpful but not essential., • Willingness to learn fixed income products, electronic trading workflows, and market data structures. Desirable • Experience with Bloomberg data feeds or financial market data., • Familiarity with NLP techniques for unstructured data analysis., • Exposure to time-series forecasting or real-time analytics platforms., • Understanding of regulatory reporting requirement

Quantitative Analyst – Sports betting – London Job Summary Quantitative Analyst is required for a successful startup delivering innovative solutions to the sports betting industry. They capitalize on advanced statistical models and machine learning to interpret the complexities of sports, providing deep analytical insights. As Quantitative Analyst you will need: • 5 years’ experience as a quantitative analyst or data scientist within sports betting industry., • A mathematics-based degree from a top university, • Expertise in Bayesian statistics, MCMC, and GLMs, • Knowledge of sports models literature, • Proficient in SQL and Python/R, • Demonstrated experience building and delivering ML and statistical models Responsibilities and Duties • You will be working autonomously on the modelling efforts as you wouldn't be involved in working with the existing models., • Analysing, cleaning, and processing raw data, • Developing, improving, and maintaining ML and statistical models for risk management, • Analyse data and perform inferences to understand betting markets and customers behaviour The Opportunity • Opportunities to progress your quantitative developer career, • Working in GLMs, BMMs, Kalman filters, MCMC and the TrueSkill Ranking system

Attribution Search is partnered with a leading quantitative hedge fund to appoint a Head of Platform Engineering into its London office. This is a high-impact leadership role within a technology-led business operating at scale across hybrid cloud infrastructure. The Role You will lead and scale the Platform Engineering function, owning the architecture, reliability and evolution of the firm’s hybrid-cloud platform (on-prem + AWS). The remit includes compute, networking, storage, orchestration, containerisation, and infrastructure for advanced AI/ML workloads used across the systematic trading environment. This is a senior hands-on engineering leadership role, combining strategic platform design with day-to-day implementation, mentoring and organisational influence. Key Responsibilities • Define the roadmap for hybrid infrastructure across compute, network, storage and orchestration, • Design and operate core infrastructure services (containers, batch, serverless, data compute), • Build and maintain an internal developer platform enabling secure, scalable deployments, • Own CI/CD pipelines, release automation, configuration and infrastructure lifecycle, • Lead observability strategy across monitoring, logging, tracing and incident response, • Establish standards for automation, IaC, secrets management and security, • Collaborate with data, quant, trading and security teams across global offices, • Blend hands-on engineering with team leadership and architectural decision-making Experience Required • Deep expertise with AWS services and hybrid cloud environments, • Strong Kubernetes/EKS and container orchestration, • Solid background in Linux, networking, compute and storage, • IaC and automation (Terraform / Python / Bash), • CI/CD pipelines, GitHub Actions or similar tooling, • Observability technologies (Datadog, Grafana, CloudWatch etc.), • 7+ years in a senior platform, DevOps or infrastructure leadership role Exposure to quantitative trading, high-performance computing, security frameworks or AI infrastructure is highly advantageous. Why This Is a Compelling Opportunity • Influence the platform powering advanced systematic trading strategies, • Shape the firm’s AI infrastructure roadmap, • High ownership across architecture, standards and team structure, • Global visibility and collaboration with leaders across engineering and trading, • Small, senior team with autonomy and minimal bureaucracy, • Competitive compensation package Candidates with relevant experience are encouraged to apply to learn more.

Python Developer – Reliability Join a leading global investment management firm at the forefront of technology innovation. We’re searching for a talented Python Engineer to join our Risk & Market Access division. At our firm, we harness a diverse portfolio of systematic and quantitative strategies, striving to deliver high-quality, uncorrelated returns. Our success is built on a strong foundation of cutting-edge technology, rigorous scientific research, and deep expertise across trading, technology, and operations. As a tech-driven organization, we develop our own advanced systems, including high-performance trading platforms and large-scale data analysis infrastructure. With a global presence, we emphasize collaboration across investment, technology, and operations teams, ensuring seamless integration across our offices worldwide. Within this Reliability team, you’ll play a vital role in maintaining the performance, stability, and availability of our software systems. You'll be working closely with mission-critical applications, developing reliability features, improving observability, and building automation tools to streamline operations. About the Role • 5+ years in Python, with familiarity with version control (e.g., Git), and experience working in a Linux environment., • Experience in building automation tools and managing system configurations., • Knowledge of C++, KDB/q, and experience with technologies like Slurm, Airflow, Kafka, or AMPS., • Background in enhancing system stability, scalability, and performance while conducting root cause analyses to resolve incidents efficiently., • Observability skillset, monitoring and analysis of system performance., • Ability to identify and address bottlenecks to improve response times and resource usage for our production systems, for performance optimization., • Demonstrable background creating and maintaining automation solutions for system operations, deployments, and incident management to reduce manual tasks and improve system reliability. This is a unique opportunity to work in a dynamic and fast-paced environment where technology and innovation are at the heart of everything we do. If you're a skilled software engineer with a passion for reliability, we’d love to hear from you!

Job Title: KDB+/Q Software Engineer Client: Elite Prop Trading Firm Salary: £70,000 - £225,000 Base (+ Bonus) Location: London (Hybrid) Experience Level: Junior, Mid and Senior Level Positions. My client is looking for a KDB+/Q Software Engineer to join their rapidly expanding development team, leveraging KDB+/Q to streamline and automate critical processes. With a commitment to the highest tech standards in the industry, our client prides itself on maintaining cutting-edge technology and a progressive work environment. As a KDB+/Q Software Engineer, you will play a pivotal role in the firm's operations, working on the greenfield development of data intensive applications. This position offers a unique opportunity to join a dynamic team of professionals in an intellectually stimulating environment. Benefits: • Exceptional professional growth opportunities in a tech-focused company, allowing you to enhance your skills at an accelerated pace., • Access to state-of-the-art technologies, enabling you to work with advanced tools and frameworks., • Highly competitive bonuses and a comprehensive benefits package that surpasses industry standards., • Emphasis on health and well-being, including a healthy work-life balance and reimbursement programs., • Rapid career progression and exposure to diverse technologies., • Collaboration with top-tier infrastructure teams in the financial sector. Responsibilities: • Build and maintain high-performance tick data storage systems using kdb+/q to efficiently store and retrieve large volumes of market data (e.g., trades, quotes, order books)., • Optimize schema design and partitioning strategies to support low-latency queries across historical and real-time data., • Implement real-time data ingestion and processing pipelines for market data, • Ensure data integrity, latency minimization, and fault tolerance in streaming environments using q and kdb+ capabilities., • Collaborate with quantitative researchers to develop research tools, backtesting frameworks, and analytics in q., • Provide fast-access APIs and utilities to extract and manipulate data for strategy testing and signal generation. Key Requirements: • Degree in Computer Science or STEM based subjects., • Strong programming skills as a KDB+/Q Software Engineer., • 1+ years of experience in a relevant role such as Software Engineer or Quant Developer, • Proficiency in modern software development practices, including version control and agile development methodologies., • Strong written and verbal communication skills, enabling effective collaboration and information sharing., • Demonstrated enthusiasm for ongoing learning and a proactive attitude towards adopting new technologies., • Ability to thrive in a fast-paced, adaptable, and high-pressure environment, delivering results efficiently. If you are a KDB+/Q Software Engineer and this role could interest you, please apply to be considered. or email for more details.

Our client is a leading Quantitative Investment Manager who is looking for a C# Software Developer to join their London office. You will be responsible for the client's website, investor portal and internal tooling, working closely with a variety of internal teams. Responsibilities • Write and maintain good quality, well-tested code across UI, services and data storage layers., • Help drive front-end development projects., • Collaborate with Quant investment teams. Requirements • 2+ years of professional full-stack C# / .net experience, • Skilled in SQL and Angular, • Experience in financial services is not required

Our client, a major Quantitative Hedge fund, is looking to hire a Rust Software Engineer / Quantitative Developer to help develop a new systematic trading platform. This is a greenfield project and is a fantastic opportunity to be exposed to all aspects of the quantitative trading business. This role gives you the opportunity to join one of the world's most successful trading firms, collaborate with an exceptionally talented team operating in a hybrid approach, and earn market-leading compensation packages. Responsibilities: • Collaborate with a team of talented traders and quant developers to help build out a real-time trading platform / execution system using Rust and Python, • Work closely with Quant Researchers and Traders to optimise trading strategies, • Develop high quality Machine Learning pipelines, market data and analytics systems Desirable Candidates: • Minimum of 2 - 4 years of hands-on experience with Rust and Python, • 3+ years of financial software engineering experience, • Previous buyside experience, • Strong Linux development and SQL skillset, • BS in Computer Science, Engineering, or related quantitative discipline, • CQF certification is a bonus To discuss the role in confidence, please reach out to Rhys at .

Role: Machine Learning Engineer (Quantitative Development) Location: London Industry: Systematic / Quantitative Hedge Fund Working model: Hybrid Overview A leading global quantitative fund is hiring a Machine Learning Engineer to scale how machine learning models are built, shipped, and supported across research and trading. This is a hands on role spanning solution architecture, software engineering, and infrastructure, with a strong focus on ML workflows, AI tooling, and pragmatic enablement across teams. You will sit at the intersection of researchers, developers, and platform, driving adoption of robust development standards, reliable deployment patterns, and repeatable tooling that makes model delivery faster and safer. Responsibilities • Roll out automation and CI/CD workflows tailored to machine learning delivery, • Improve engineering standards through clean code guidance and architecture training, • Build and promote consistent developer environments and AI assisted development tooling, • Partner with internal teams to scale platform capabilities and reliability, • Maintain internal training codebases and documentation; contribute to learning programs, • Support campus style engagement (events, hackathons, coding challenges) where relevant Experience • Strong object oriented engineering in Python and or C++, with SOLID design principles, • Practical CI/CD experience, Git workflows, and infrastructure as code exposure, • Familiarity with Docker, Terraform, Kubernetes, and modern cloud services, • Working knowledge of MLOps concepts and tooling (for example MLflow, Airflow), • Comfortable enabling others: documentation, training, workshops, and hands on support Desirable • LLMops exposure (plus), • Experience using AI agent tools in real engineering workflows (for example Cursor, Claude Code, Codex) Why this role • High impact: your work directly accelerates model deployment and platform reliability for core investment teams, • Varied technical scope: architecture, software engineering, platform infrastructure, and developer experience, • Genuine enablement mandate: raise standards and adoption through training and great tooling Next steps If you are a pragmatic engineer who enjoys building platforms that researchers actually want to use (and you can translate best practice into day to day execution), please apply directly with a CV.

Senior Data Developer – Multi-Strategy Hedge Fund We are seeking a Senior Data Developer to design, build, and operate a modern data platform that powers quantitative research, trading, and risk management across multiple asset classes. This is a hands-on role at the intersection of data engineering and software development, where you will own end-to-end data pipelines, enhance the security master, and ensure the front office has the data needed to drive investment returns. Key Responsibilities: • Develop and maintain scalable Python-based ETL pipelines for market data ingestion and transformation., • Build and manage cloud data lake solutions (AWS/Databricks) for structured and unstructured data., • Implement data quality, validation, and cleansing routines to ensure accuracy of financial time-series data., • Optimise workflows for low latency and high throughput to support research, trading, and risk functions., • Collaborate with portfolio managers, researchers, and traders to deliver tailored data solutions., • Contribute to security master database design and implementation., • Analyse and extract insights from datasets to inform trading and risk decisions., • Document system architecture, data flows, and technical solutions. Requirements: • Bachelor’s or higher in Computer Science, Engineering, Mathematics, Statistics, or a quantitative discipline., • 5+ years developing Python-based financial software, with strong Pandas experience., • Exposure to financial datasets across multiple asset classes., • Experience supporting quantitative research and modelling., • Proficiency in Linux environments., • Strong foundation in mathematics and statistics., • Detail-oriented, analytical, and able to thrive in a fast-paced environment., • Excellent problem-solving and communication skills. This is an opportunity to shape the data backbone of a sophisticated, multi-strategy investment operation while working at the cutting edge of quantitative finance.

Opportunity for a Fullstack Python Developer with experience in Application Development within Commodities Trading to join a Global Commodities Trading Company in London. This is a great opportunity to take ownership of building and shaping your own applications end-to-end. You will work closely with senior stakeholders, including traders and quantitative analysts, translating complex business requirements into robust, scalable solutions. You will be a passionate technologist with deep expertise in Python, Azure cloud solutions, and data engineering. This role forms part of a long-term, multi-year programme of work with 12-month rolling extensions. Key Attributes: • Software Engineering Concepts, • DevOps - Kubernetes / Docker, • REDIS / Caching, • Azure experience, • Data Engineering Concepts, • Databricks experience, • Expert level Python including asynchronous programming, • Front end (Python Panel/AG Grid/React Components) With a focus within Energy Trading, Oil & Gas, Financial Markets and Commodities, we offer a transparent Recruitment Service that has proven to be reliable and effective for over 40 years. We are ISO accredited and proud of our excellent TrustPilot Reviews. Your search for a New Contract Assignment or for a New Permanent Job will be in safe hands with Eaglecliff Recruitment. Please telephone for an immediate response or email your CV for a quick response. Eaglecliff Ltd is acting in the capacity of an employment agency for permanent recruitment and an employment business for contractor resourcing.

💻 Senior Front Office Developer | Commodities & Energy Trading | C# .NET | Azure | 110k | London (Hybrid) We are looking for a Senior Front Office Developer to join a high-performing trading technology team in London, focused on commodities and energy markets. This is a hands-on role building next-generation front office applications used by traders and quants in real-time trading, pricing, and risk workflows. You’ll design and implement high-performance, low-latency systems that support trading operations across commodities, energy products, and derivatives, ensuring critical business processes run efficiently and reliably. In this role, you’ll collaborate closely with traders, quantitative analysts, and other engineers to translate complex market and risk requirements into robust, scalable software. You’ll develop core trading applications, maintain and enhance existing systems, and apply best practices in architecture, testing, and delivery. Your work will have a direct impact on front office decision-making, shaping how trading desks respond to market events and price risk. This is a hands-on opportunity to work with C#/.NET, Azure, SQL, and modern front-end technologies while contributing to a fast-paced, high-impact trading environment. You’ll be part of a collaborative team that values technical excellence, innovation, and real-time problem solving in the energy and commodities space. 💸 Salary: Up to £100,000 + Benefits 📍 Location: London (Hybrid – onsite required) 💹 Tech Stack: C# .NET | .NET Core | Azure | SQL Server | REST APIs | Microservices | Event-Driven Architecture | CI/CD | Unit & Integration Testing ❗ Key Requirements: • 5+ years’ experience in C#/.NET development, • Hands-on experience with Azure cloud services, • Strong understanding of front office trading workflows in commodities and energy markets, • Experience collaborating with traders and quantitative teams, • Proven ability to deliver scalable, high-performance applications, • Familiarity with SQL Server and modern software engineering practices, • Excellent problem-solving and communication skills If you want to develop high-impact front office trading systems in commodities and energy markets, please apply via this advert or send your CV directly to .

Analysing equities market microstructure and client trading outcomes.

We are seeking a Quantitative Developer to help design, build, and validate the models that power our industry-leading market surveillance and analytics products.

Our client, a leading global hedge fund, is seeking an experienced Quantitative Developer to join their Fixed Income desk in London. The ideal candidate will bring deep expertise in Fixed Income products within a risk environment, combined with strong quantitative and programming skills. Partner clo

Quantitative Developer (Python) - Fixed Income - Hedge Fund - London - £120k to £140k • Role: Quantitative Developer (Fixed Income), • Experience level: 2-8 years, • Requirements: Python, NumPy, Pandas, Credit/Fixed Income experience, etc., • Compensation: £120,000-£140,000 (base) + generous bonus Durlston Partners is working with an elite-level Hedge Fund that is looking for a Quantitative Developer (Python) - Fixed Income to join their team. The Profile: • Experience: 2–8 years in a Quant Development role (Hedge Fund or Tier-1 IB), • Tech Stack: Python, NumPy, Pandas, etc., • Domain (Essential): Deep knowledge of Fixed Income or Credit products, • Education: Strong STEM background (CS, Math, Physics) Why Apply? • Culture: Flat structure, rapid release cycles, no red tape, • Stack: Greenfield projects available within a modern Python ecosystem How to Apply: Please apply to the advert to register your interest. Alternatively, please feel free to reach out to me for a confidential discussion:

Quantitative Developer Industry: Energy / Commodities / Trading Technology Location: London - Hybrid Salary: £100-160,000 Base Salary + Market-Leading Bonus Potential X4 Engineering are delighted to partner with a leading commodities trading group who are seeking a Quantitative Developer to join their high-performing Pricing & Risk Technology function. The team builds and maintains the core valuation engines that support trading, risk, and quantitative research across energy markets and equities. In the role, you will drive the development and enhancement of the firm’s Python-based pricing library, the backbone of real-time and end-of-day analytics. You’ll work closely with quants, traders, and risk technologists to deliver fast, accurate, and scalable models for both vanilla and structured derivatives across Oil, Power, Gas, and Equity products. You will take ownership of implementing complex pricing models, designing calibration routines, integrating market data, and ensuring robust model performance in live trading environments. This position is well suited for someone who blends strong quantitative expertise with production-grade engineering skills and enjoys solving sophisticated modelling challenges. Key Requirements • 5–10 years’ experience in quantitative development, model engineering, or trading technology., • Advanced degree (Master’s or PhD) in Mathematics, Physics, Financial Engineering, or a closely related quantitative discipline., • Advanced Python engineering capability (inc. NumPy/SciPy/Pandas)., • Strong understanding of derivatives pricing theory., • Background working with commodity or equity options, including structured derivatives., • Solid understanding of Greeks, risk measures, and valuation impacts in front-office contexts., • Exposure to cloud compute or CI/CD tooling (AWS, Docker/Kubernetes, Git/Jenkins)., • Experience supporting pricing models in live production environments is highly desirable. This role offers the opportunity to influence mission-critical pricing infrastructure used globally, while contributing to innovation in modelling, calibration, and performance optimisation. If you're interested in exploring this opportunity, please get in touch or apply directly via the job advert.

Our client, a global asset management firm is seeking to hire an ESG Data Scientist to join their Sustainable Research team. This role will play a key part in developing the tools, infrastructure and analytics that drive the firm’s ESG and sustainability capabilities. Key Responsibilities: • Build analytics tools and machine learning models to assess ESG and sustainability characteristics of companies, • Design and implement scalable, high-performance sustainability data systems and infrastructure, • Develop, maintain and enhance dashboards and tools for investment teams, • Build data pipelines integrating multiple sources into a unified, high-quality and trusted data environment, • Collaborate with investment and technology teams to prototype new metrics and deploy AI-driven insights that enhance ESG integration and sustainability performance measurements, • Monitor and improve data quality, investigating and resolving data issues, • Engage with internal stakeholders across the firm to understand business needs and translate them into technical solutions, • Contribute to vendor evaluations and development of data governance standards Candidate Requirements: • Minimum 4 years of experience in a Data Scientist, Quantitative Analyst or Developer role in asset management or sustainability analytics industry, • Demonstrable experience working with ESG and sustainability data, • Strong proficiency in Python and practical experience using SQL, • Experience with data visualisation platforms, ideally Power BI and Tableau, • Proven track record managing end-to-end development projects, • Experience deploying models and analytical tools into production, partnering with engineers on scalable solutions, • Strong analytical mindset with excellent problem-solving skills to deliver high-quality data solutions, • Excellent communication skills and the ability to manage multiple internal stakeholders effectively, • Genuine passion for sustainability Mason Blake acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. Mason Blake is an equal opportunities employer and welcomes applications regardless of sex, marital status, ethnic origin, sexual orientation, religious belief or age.

(NOT A JOB) Looking for Global Recruitment Partners YanFu is a quantitative hedge fund with a strong academic atmosphere and research orientation. We are committed to establishing an engineering culture and believe that a free and open culture can make excellent talents give full play to their creativity. To support our ambitious talent acquisition strategy, we are actively looking for recruitment agencies and consultants to become our strategic partners. We Are Seeking: We want to partner with consultants that live and breathe quantitative finance and technology. If your firm embodies the following, we are eager to connect: Proven Quant Expertise: • A minimum of 3 years of specialized experience recruiting for top-tier quantitative companies (e.g., hedge funds, prop trading firms, investment banks)., • A history of successfully placing senior-level candidates (e.g., PhDs, MFEs with 3-5+ years of experience) into quantitative companies., • Exceptional skill in engaging, assessing, and compelling passive, high-caliber candidates., • We expect partners to share timely market intelligence on compensation benchmarks, talent movement, and competitive landscape dynamics., • Ability to manage confidential, critical searches with a sense of urgency and a commitment to quality. Please reach out via LinkedIn or email:. For a productive initial discussion, please be prepared to share: • A brief agency profile highlighting your focus in quantitative finance., • An overview of 1-2 representative successful placements.