Quantitative developer jobs in London - Page 2Create job alerts

Quant Developer/Analyst - Equity Algo London based - Hybrid 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.

You’ll be developing components for a research and trading platform used by quant researchers and portfolio managers, handling data from a wide range of sources, and optimizing performance for simulation and live execution. Python is the primary language used throughout the stack, making strong fluency essential. Core Responsibilities • Contribute to the architecture, testing, and performance tuning of a scalable trading and backtesting platform., • Build reliable, production-grade tools that enable researchers to access, clean, and analyze market and alternative data., • Collaborate with engineers and quantitative researchers to support model development and operational workflows., • 1–3+ years of professional Python development experience (finance background not required)., • Solid engineering mindset with an ability to design clean, modular code for long-term maintainability., • Comfortable working with relational databases; experience with data pipelines is a plus., • Clear communication skills and the ability to contribute to a collaborative, fast-paced team environment., • Familiarity with cloud-native technologies (e.g. AWS, GCP) and containerized environments., • Exposure to CI/CD workflows or DevOps practices., • Enthusiasm for test-driven development and clean deployment processes., • A genuine interest in quantitative finance or systematic trading systems.

Salary: up to £200k + bonus Summary Leading global quant firm looking for a talented engineer with experience in modern C++ to join the quantitative sports trading team. Despite serving as the hub for managing the substantial operations across the UK, Europe and the Middle East, the London office couples the lively, positive environment of a start-up with the stability of a longer-established player. Collaborating extensively with technologists and quantitative analysts, you will be responsible for evolving, improving and maintaining all aspects of the sports betting platform, covering everything from execution and signal generation to model building and back testing. Technology is prized by the traders as crucial to their continued success. The successful C++20 Developer will love solving difficult technical problems and be comfortable with owning multiple projects simultaneously. If you're a driven, dynamic individual with an unvarying focus on staying ahead of the ever-changing markets, this role would be perfect for you! Requirements • Substantial skills in C++ (Data structures, STL, Boost, C++11/14/17/20), • Solid experience working on a Linux platform, • Bachelor's degree (or higher) in Computer Science or Computer Engineering (or equivalent), • Comfortable being involved in DevOps Desirable • Knowledge of distributed systems, multithreading and/or operating systems, • Competitive base salary & bonus, • Enormous opportunity to grow and have an impact, • Contributions are rewarded; career progression supported, • Free breakfast, lunch and dinner Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If this sounds like you, or you'd like to know more, please get in touch: Andy Stirling-Martin 020 3137 9579 linkedin.com/in/andrew-stirling-martin-7664a946

My client, one of the world's leading hedge funds, is in search of an experienced Quantitative Developer to join them in a team-lead capacity. This role requires technical and managerial skills with an emphasis on hands-on work. This leader would set technical direction and provide guidance to a small team of Quantitative Developers. The ideal candidate is passionate about designing, architecting, and implementing low-latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast. This team works directly with the firm's central trading teams, and by leading the construction and maintenance of this high-performance infrastructure, this Team Lead will enable new trading opportunities across businesses and regions, ensuring the best possible execution performance. Job Duties • Lead, mentor, and manage a team of quantitative developers, fostering a collaborative and high-performance culture., • Development of execution algorithms, order management systems, strategy containers, connectivity, and messaging systems., • Work directly with central trading teams to optimize the firm's overall execution performance., • Enhance the platform's efficiency by utilizing network and systems programming, along with other advanced techniques to reduce latency., • Create systems, interfaces, and tools for historical market data and trading simulations to boost research productivity and system testability., • Assist in building and maintaining automated tests, performance benchmark framework, and other tools., • Bachelor's degree or higher in Computer Science, Engineering, or a related quantitative field., • 12+ years of cumulative professional experience in software development., • 7+ years of professional experience in a front-office, financial services environment, with a proven track record as a senior contributor or technical lead., • Strong background in data structures, algorithms, and object-oriented programming in C++, including:, • Proficiency with new features of C++17 and C++20, • Proficiency with multithreading and asynchronous environments, • Strong understanding of low-latency and real-time system design and implementation., • Strong understanding of Linux system internals and networking., • Strong financial experience across multiple asset classes, with a focus on real-time low-latency trading systems for equities and futures., • Familiarity with python for quantitative research and data-oriented processing., • Familiarity with analysis of execution algorithm performance. Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If this sounds like you, or you'd like more information, please get in touch: George Hutchinson-Binks (+44) 07885 545220 linkedin.com/in/george-hutchinson-binks-a62a69252

Salary: paying up to £250k + bonus Summary One of the world's largest hedge funds using innovative and cutting-edge technology, where data is fundamental to the investment process. Central Risk is a key initiative for the firm, and this Quant Developer role offers the opportunity to design and build a next-generation risk platform across businesses and asset classes, to enable greater flexibility and efficiency firm-wide. Roles are available in Central Risk and Commodities. You'll be a talented engineer with a quantitative skillset and knowledge of financial markets. You'll be expected to draw on your creative problem-solving to develop scalable, robust systems which work seamlessly across all asset classes. This position works closely with researchers and traders on large-scale financial data problems in a fast-paced entrepreneurial team. Requirements • Expertise in engineering platform solutions in Python on large-scale, complex systems, • Strong CompSci fundamentals and deep software development experience in Python with some C++, • Experience working on pricing & risk of vanilla and OTC preferred Rewards and Incentives • Significant salary + bonus + benefits, • Build complex software solutions to solve challenging problems in agile environment, • Positive, friendly culture Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If this sounds like you, or you'd like to know more, please get in touch. Andy Stirling-Martin +44 (0)20 3137 9579 linkedin.com/in/andrew-stirling-martin-7664a946

Salary: £200k + bonus Summary This is a fantastic opportunity to work in a cross-asset team on the company's biggest and most profitable trading group. Lively, positive spirit of a start-up, with the stability of a longer-established player, this leading quant firm is seeking an experienced Python QD. Collaborating extensively with talented researchers and technologists, you will develop new research infrastructure and look at ways to improve the production systems that power the business. Working in a dynamic, energetic environment, finding solutions to complex technical problems will enable productivity to increase and the entire business to grow. They are very keen to see people with an interest in sports / sports betting. Technology is viewed as a crucial component of their continued success. The successful Python quantitative developer will be passionate about development, highly driven and excel when given ownership of projects and responsibilities. You'll be expected to have superb problem-solving skills and a proven track record with large data sets. Requirements • Solid experience working with Python on large distributed systems, • Strong Linux platform skills, • Bachelor's degree (or higher) in Computer Science or Computer Engineering (or equivalent) Benefits • Competitive base salary & bonus, • They're willing to be flexible with WFH, • Enormous opportunity to grow and have an impact, • Contributions are rewarded; career progression supported, • Free breakfast, lunch and dinner Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If this sounds like you or you would like to know more, please get in touch: Andy Stirling-Martin 020 3137 9579 linkedin.com/in/andrew-stirling-martin-7664a946

This is a high-frequency proprietary trading firm founded in 1998, seeking a Quant Developer to join one of its trading teams in London. Joining the EMEA Development team as a Quant Developer you will be in charge of improving the current research framework through the development of existing and new tools, and providing close day-to-day support to the quantitative research team on-site. Responsibilities: • Iterating quickly with on-site quantitative researchers on the research processes in order to improve the desk's quantitative trading strategies P&L, • Developing Python tools used in trading strategies research, • Improving the existing simulation/backtest framework, • Monitoring & maintenance of quantitative research jobs, • Bachelor's degree in Computer Science, Engineering, or a related field (or equivalent practical experience); Master's degree is preferred, • Very good knowledge of Python language and statistical libraries like Numpy, Pandas, Polars, • Minimum 5 years' experience in Python development, • Strong problem-solving skills, and the ability to work in a fast-paced, collaborative and geographically distributed environment, • Experience in C++ development, • Experience with scripting languages, such as Bash, • Experience with workflow management and task scheduling, • Competitive salary and discretionary bonuses, • 6 weeks of paid vacation per year, • Breakfast, lunch, and snacks on a daily basis, • International medical insurance, • Free gym membership, • For employees ineligible to participate in the CPF, the cash equivalent of the employer's CPF contribution, • Free events and workshops, • Donation matching program Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If this sounds like you, or you'd like more information, please get in touch: George Hutchinson-Binks (+44) 07885 545220 linkedin.com/in/george-hutchinson-binks-a62a69252

About the Company: This is a quantitative trading and investment firm with a disciplined and systematic quantitative approach to identify factors that consistently generate alpha. These factors are then coupled with our proprietary ultra-low latency trading systems and robust risk management to develop trading strategies across asset classes (equities, commodities, currencies, fixed income) that trade on global exchanges. They are looking for a 'full stack' FPGA developer with at least 3 years of industry experience in hardware development to help build out hardware platform for low latency trading. Responsibilities: • Design, implementation, test, integration and delivery of low latency trading systems., • Development of low latency designs in Verilog/System Verilog, • Development of test harnesses to verify developed items using self-checking test benches, BFMs, etc., • Integration of the developed firmware on the target hardware with other system components and software, • Release of developed items, • Contribute to peer design reviews, • Undertake requirements capture, • Work in fast moving, short feedback development environment, • Ensure that all business activity is conducted in line with company values, policies and ethics codes of conduct, • Degree qualified in electronics/engineering related subject; however, experience will be considered in lieu of formal academic qualifications, • 3 years of industry experience, • Excellent design standards and strong debug skills, • Hands on Digital Design and FPGA Architecture experience is required, • Strong problem-solving and analytical skills, • An appreciation of digital hardware design, • Experience of developing self-checking testbenches, BFMs, • An appreciation of other engineering disciplines; Software, Networking, • Familiarity with digital communications protocols and general networking experience, • Experience of developing on large Altera and Xilinx FPGAs, • Experience in writing RTL in Verilog/System Verilog or VHDL, • Working knowledge of the following engineering tools - Vivado and Questasim, • Experience of working in a linux-based development environment, • Great People. Curious engineers, mathematicians, statisticians who like to have fun while achieving their goals, • Transparent Structure. Employees know their ideas and contributions are valued, • Relaxed Environment. A flat organizational structure with frequent activities for all employees, such as yearly offsites, happy hours, corporate sports teams, etc., • Health & Wellness Programs. Believing that a balanced employee is more productive, a stocked kitchen, gym membership and generous vacation packages are just some of the perks offered Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If this sounds like you, or you'd like more information, please contact: George Hutchinson-Binks (+44) 07885 545220 linkedin.com/in/george-hutchinson-binks-a62a69252

Role: Quantitative Developer Type: Contract Duration: 6 Month (High chance of extension!) Rate: up to £850 P/D Location: London My leading FinTech client are looking for a senior Quant Developer with strong front office experience to join their existing team of passionate technologists to help drive forward the development of a variety of their front office platforms! You will get the opportunity to join a team of like minded technologists and work on some of the most performant, scalable and reliable technology that the trading space has to offer! This will be a 6 month (rolling contract) and can be fully remote!! The following experience/skills are required: ·Strong experience in a similar role (Quant Development/Analysis) ·Front Office experience , Ideally with experience working on Fixed income products ·Strong Python ·experience working with modern AI/ML based agents ·Strong exposure to datalake technologies - Snowflake etc ·Excellent communication skills Interviews taking place ASAP. Please don't hesitate to reach out direct.

Summary: Our client is a leading tech-driven quant and systematic hedge fund trading with offices across the globe. They leverage deep knowledge in data, research, technology and trading to deliver high-quality returns. This opportunity offers a dynamic and fast-paced environment with excellent prospects for career growth. Looking for a Quant Developer to join the Risk team, responsible for building and maintaining tools to support trading risk analysis and reporting. Working alongside the very best Fixed Income Risk Managers, Traders & Researchers, you'll develop robust, scalable & consistent risk infrastructure in response to specific requirements. You'll also build tools and frameworks to process & analyse large volumes of market and trade data across fixed income products. This role would suit someone with exceptional communication skills and thrives on working collaboratively, bridging the gap between technical and trading teams. Requirements • 5+ years' software engineering experience + strong coding (ideally in Python), • Strong understanding of risk measures & sensitivities, and their fixed income trading application, • Deep-level knowledge of fixed income products, • Proficient capturing trading & risk requirements and translating them into technical solutions, • Great opportunity to be part of a collaborative, creative environment where you can feel valued for your input, • Competitive salary + generous benefits, • Professional and personal development, • Relaxed, casual culture, with a healthy work-life balance Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If you would like to know more about this position, please do not hesitate to get in touch! Mike McLoughlin

Salary: £600k-800k TC Location: London Client & Role Overview My client is a globally recognised hedge fund at the forefront of systematic and low-latency trading. They're looking for a Team Lead Quant Developer to drive the technical direction of a core team building low-latency execution and trading systems. This role is ideal for someone who wants strategic influence without losing technical depth. You'll mentor and guide a small team while staying hands-on with system design, optimisation and delivery. Your work will directly impact execution performance across global equities and futures markets. If you enjoy ownership, technical leadership and solving complex, real-time engineering problems, this is a standout opportunity. Skills & Experience Required • 12+ years of software development experience, • 7+ years in front-office trading or financial systems, • Proven technical leadership (team lead or principal engineer), • Expert C++ skills with strong multithreading and async experience, • Strong background in data structures, algorithms and object-oriented programming, • Linux internals and networking expertise, • Competitive salary, • Influence both people and architecture, • Work in a genuinely elite, performance-driven environment Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If you think you are a strong candidate for the role and would like further info, please contact: Gracie Shallcross linkedin.com/in/gracie-shallcross-2450061b6

Summary: Our client is a leading tech-driven quant and systematic hedge fund trading with offices across the globe. They leverage deep knowledge in data, research, technology and trading to deliver high-quality returns. This opportunity offers a dynamic and fast-paced environment with excellent prospects for career growth. Now looking to expand the HFT team with an experienced C++ engineer to be responsible for the latency-critical stack: from kernel-level tuning & network optimisation to highly efficient C++ components. In this role, you will design end-to-end architectures where every single nanosecond counts in close collaboration with colleagues from FPGA, hardware and infrastructure engineering. Requirements • 5+ years' engineering experience in performance-critical C++ (C++17 or newer), • Strong grasp of systems programming, low-level understanding including memory management and architecture of CPUs, • Great opportunity to be part of a collaborative, creative environment where you can feel valued for your input, • Competitive salary + generous benefits, • Professional and personal development, • Relaxed, casual culture, with a healthy work-life balance Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If you would like to know more about this position, please do not hesitate to get in touch! Mike McLoughlin

Summary Lively, positive spirit of a start-up, with the stability of a longer-established player. This leading quant firm has a fantastic opportunity on their centralised trading team where you will draw on your quantitative problem-solving skills and advanced statistical techniques to build and enhance market prediction models. They are ideally looking for a platform engineer who has built and improved quant infrastructure. This role is perfect for an experienced developer who can pull together all of their previous skills and expertise to lead, architect and create a platform designed to be a critical tool for this team both now and for many years in the future. Technology is viewed as a crucial component of their continued success. The successful quant developer will be a self-starter, thrive under pressure and excel when given ownership of projects and responsibilities. Work is varied; example projects include: • Investigate and design data mining and machine learning algorithms, • Research modeling and forecasting future price actions, • Develop and improve scalable quant research frameworks using Python and C++, • 3 - 8 years' solid dev experience (in financial markets would be ideal), • Strong C++, Python, • Experience building and improving quant infrastructure would be ideal Benefits • Competitive base salary & bonus, • They're willing to be flexible with WFH, • Enormous opportunity to grow and have an impact, • Contributions are rewarded; career progression supported, • Free breakfast, lunch and dinner Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If this sounds like you, or you'd like to know more, please get in touch: Andy Stirling-Martin 020 3137 9579 linkedin.com/in/andrew-stirling-martin-7664a946

World-leading hedge fund looking for experienced Python and C++ Quant Developers to join their new systematic arm in London. Exciting opportunity to join an elite team working to build out and enhance their cutting-edge quantitative trading platform. You will work directly alongside senior PMs, quants and engineers gaining invaluable knowledge and experience across all major financial markets. Requirements: • 3+ years professional experience with modern Python or C++ (C++ 17 or later preferred), • Bachelor's in Mathematics, Computer Science or other quantitative field, • Deep-level knowledge of development on Linux, • Knowledge of SQL, • Experience developing back-testing, simulation, and trading systems is a plus, • Market-leading salary + lucrative bonus, • Opportunities to learn and develop new skills in a truly collaborative environment that thrives on innovation, • Emphasis on work/life balance Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful. Contact If you feel you are a strong match for this role, please do not hesitate to get in touch: Dominic Copsey +44 (0) 203 475 7193 linkedin.com/in/dom-copsey-586478143/

I am working with a start-up focused on innovation and excellence in the financial technology sector look to hire Quantitative developers for thier Milan office. Responsibilities for a Quantitative developer.

Our client is an established buy-side Market Maker & Liquidity provider. Strong business performance means that they are actively expanding their headcount. As a consequence the opportunity has arisen for an experienced KDB Developer to work alongside their Quants and Traders. This is an exciting opportunity to take ownership of critical data and analytics capabilities in a business where your work will directly support front-office decision-making, research, and platform performance. In addition to the base salary the firm also pays exceptional performance related cash bonuses every 6 months. THE ROLE: KDB Developer This position sits within a small, highly capable team focused on building, improving and supporting the firms data environment. The successful candidate will play a key role in designing and developing scalable data collection and analytics solutions, while helping ensure the platform remains robust, efficient and fit for front-office use. You will work closely with trading and quantitative teams to deliver high-quality data pipelines, analytics tooling and monitoring solutions. The role covers the full development lifecycle, from early-stage investigation and prototyping through to impleme...

Quantitative Developer (Python).

A high-growth institutional trading business in the digital assets market is expanding its London team and hiring a Quant Developer to join its OTC pricing function. This is a great opportunity to join a successful firm adding headcount as it continues to grow, and to work on highly visible quantitative systems that sit at the core of pricing, hedging and liquidity decisions. The role offers a rare blend of quantitative research partnership and hands-on production engineering, making it ideal for someone who enjoys solving real market problems in a fast-paced trading environment. THE ROLE: Quant Developer OTC Pricing This is a senior-level quant development role within the OTC pricing team, focused on turning quantitative ideas into robust, production-grade trading and pricing solutions. The successful candidate will work very closely with quantitative researchers, contributing not only to implementation but also to the design and refinement of pricing and liquidity models. The role combines research-oriented modelling in Python with production engineering in Java. You will use Python to analyse data, test ideas and support model development, while using Java to build and enhance high-performance pricing infrastructure used in a live, global trading environment. You will be involved in the development of pricing logic, flow analysis, spread optimisation and automated hedging tools. The role also includes working on distributed systems challenges in a 24/7 multi-region environment, where reliability, consistency and performance are critical. This is a high-impact position for someone who enjoys applying quantitative thinking to real trading and pricing problems at scale. KEY RESPONSIBILITIES: Quant Developer OTC Pricing Build and enhance quantitative pricing, hedging and optimisation models within a high-performance Java framework Work alongside quantitative researchers to analyse large datasets and translate research into production-ready solutions Use Python for model prototyping, data analysis, signal investigation and backtesting activity Develop and improve pricing skew, spread and liquidity optimisation logic Design and implement automated hedging strategies, taking into account execution risk, liquidity and market impact Support pricing system deployment across distributed, multi-region architecture with a focus on uptime and consistency Analyse client trading behaviour, including flow quality, decay and pricing performance, to support more effective pricing decisions Contribute to the ongoing evolution of tools and systems used in a live institutional trading environment REQUIRED - SKILLS/EXPERIENCE: Strong Java development experience, ideally 5+ years Deep understanding of object-oriented design, concurrency, and high-performance distributed systems Proficient in Python; Including use of libraries such as NumPy, SciPy and Pandas for quantitative analysis and prototyping Proven experience applying numerical optimisation techniques and/or machine learning methods to pricing, trading or market-related problems Prior experience in client pricing, electronic trading, or a closely related quantitative trading environment Exposure to liquid markets such as FX, equities, ETFs or crypto Strong academic background in a quantitative discipline such as Mathematics, Physics or Quantitative Finance Ability to operate effectively in a role that bridges quantitative modelling and production engineering DESIRABLE - SKILLS/EXPERIENCE: Familiarity with low-latency system optimisation, such as GC tuning or tools/frameworks used in high-performance messaging environments Understanding of derivatives pricing and risk management, particularly across products such as futures, forwards, NDFs and CFDs KDB+/Q Exposure to AWS, Docker and Kubernetes TPBN1_UKTJ

Our client is an established buy-side Market Maker & Liquidity provider. Strong business performance means that they are actively expanding their headcount. As a consequence the opportunity has arisen for an experienced KDB Developer to work alongside their Quants and Traders. This is an exciting opportunity to take ownership of critical data and analytics capabilities in a business where your work will directly support front-office decision-making, research, and platform performance.In addition to the base salary the firm also pays exceptional performance related cash bonuses every 6 months. THE ROLE: KDB DeveloperThis position sits within a small, highly capable team focused on building, improving and supporting the firms data environment. The successful candidate will play a key role in designing and developing scalable data collection and analytics solutions, while helping ensure the platform remains robust, efficient and fit for front-office use.You will work closely with trading and quantitative teams to deliver high-quality data pipelines, analytics tooling and monitoring solutions. The role covers the full development lifecycle, from early-stage investigation and prototyping through to implementation, testing, release and ongoing support. It offers the chance to work on real-time data challenges in a commercially important environment where performance, reliability and insight generation are central.KEY RESPONSIBILITIES:Work closely with traders and quants to deliver practical solutions aligned to business needsBuild and enhance analytics capabilities that improve visibility and insight for front-office and management teamsDevelop data ingestion pipelines to capture, organise and store high-volume internal and external dataCreate and improve frameworks that support real-time dashboards, execution analysis and market microstructure researchDesign and implement CEP processes to identify anomalies and generate actionable signalsMaintain, troubleshoot and strengthen the stability, performance and cost-efficiency of the platformContribute across the full software delivery lifecycle, including research, testing, deployment and production supportSKILLS / EXPERIENCE REQUIRED: KDB+ Developer5+ years experience in data or analytics developmentStrong hands-on expertise with KDB+/qSolid background in Linux systems engineering, including lower-level networking and kernel knowledgeExperience working with large-scale storage, data distribution and recovery mechanismsKnowledge of AWS services and Kubernetes configurationExperience in big data optimisation, analytics and visualisationFamiliarity with continuous integration practicesJBRP1_UKTJ

🧠 Data Scientist: Machine Learning & Python Specialist 🐍 Python Developer Location : London Work mode : Onsite Experience: 2–5 years UK based candidates only - CITIZEN & DEPENDENTS We are seeking an innovative and results-driven Data Scientist with a strong focus on Machine Learning and deep proficiency in Python. You will be instrumental in transforming complex data into actionable insights, building predictive models, and driving business strategy using cutting-edge analytical techniques. This role is for a hands-on individual who is excited to move models from the lab into production. Key Responsibilities • Model Development & Implementation: Design, develop, train, validate, and deploy advanced Machine Learning models (e.g., classification, regression, clustering, deep learning) to solve complex business problems., • Data Wrangling & Analysis: Perform comprehensive Exploratory Data Analysis (EDA), data cleaning, feature engineering, and transformation on large, complex, and sometimes unstructured datasets., • Coding & Automation: Write production-quality, highly efficient, and scalable code primarily in Python for data processing, analysis, and model creation., • Experimentation & Optimization: Conduct A/B testing, hypothesis testing, and rigorous model validation, continually iterating and tuning algorithms to maximize performance, accuracy, and efficiency., • Collaboration & Communication: Work closely with cross-functional teams (e.g., product managers, engineers, business stakeholders) to define project scope, interpret model results, and clearly present data-driven recommendations to both technical and non-technical audiences., • Deployment & MLOps: Collaborate with ML/Data Engineers to deploy, monitor, and maintain ML models in a production environment, ensuring stability and performance over time. Required Skills and Qualifications Technical Expertise (The Core) • Programming: Expert proficiency in Python and its core data science libraries: Pandas, NumPy, and SciPy., • Machine Learning: Deep, practical experience with popular ML frameworks and libraries: scikit-learn, TensorFlow, or PyTorch., • Statistics & Math: Strong foundation in statistical modeling, probability, hypothesis testing, regression analysis, and multivariate calculus/linear algebra for understanding model mechanics., • Databases & Querying: Proficiency in SQL for extracting, manipulating, and preparing data from relational databases. Experience with NoSQL databases is a plus., • Big Data/Cloud: Experience with big data tools (Spark, Hadoop) and cloud computing platforms (AWS, Azure, or GCP) for scalable ML workflows., • Bachelor's or Master's degree in Computer Science, Data Science, Statistics, Mathematics, or a related quantitative field., • [Number] years of professional experience as a Data Scientist or in a highly quantitative role. Soft Skills (Your X-Factor) • Curiosity: A strong passion for data and an inherent curiosity to explore, question, and challenge assumptions., • Problem-Solving: Excellent analytical and structured thinking skills to tackle complex, ambiguous business problems., • Storytelling: The ability to translate complex statistical and ML outputs into simple, business-relevant narratives and recommendations.

Total compensation is up to £200,000 base plus bonuses.

Founded in 2013, GSR is a leading market-making and programmatic trading company in the fast-evolving world of cryptocurrency trading.With more than 200 employees in 5 countries, we provide billions of dollars of liquidity to cryptocurrency protocols and exchanges daily.We build long-term relationsh

The Quant Analytics department at Bloomberg sits within Enterprise Products and is responsible for modeling market data, pricing, and risk calculations of financial derivatives across all asset classes. Our C++ libraries are used by all Bloomberg products and services, including the Terminal with ov

A leading financial software firm in the City of London is seeking a Quantitative Developer to design and build algorithms for market surveillance.

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

Location: London, United Kingdom.About GSR: Founded in 2013, GSR is a leading market‑making and programmatic trading company in the fast‑evolving world of cryptocurrency trading.With more than 200 employees in 5 countries, we provide billions of dollars of liquidity to cryptocurrency protocols a

An elite algorithmic market making firm is seeking a talented Quantitative Developer to join their highly technical team in London. The role involves developing high-performance trading platforms and implementing quantitative models. Candidates should have experience with C++ or Python, strong syste

Graduate Software Developer / Quantitative Developer / Quantitative Researcher - Up to £180,000 + Bonus + Package. Sign in to set job alerts for “Quantitative Developer” roles. Quantitative Developer, Systematic Equities.

Graduate Software Developer / Quantitative Developer / Quantitative Researcher — Up to £160,000 + Bonus + Package. Just graduated and eager to dive into the world of high-performance tech and quantitative finance? Join a leading global trading firm where innovation is key — no legacy systems, n

Quantitative Developer page is loaded## Quantitative Developerlocations: London - 20 Grosvenor Streettime type: Full timeposted on: Posted 6 Days Agojob requisition id: REQ-23271Quantitative Developer# Mid-Senior Level Quant DeveloperPreferred Location: LondonLeading index Rebal team see

The project is highly collaborative; the team are looking for a Quantitative Developer capable of working on all aspects of the trading platform - research, development, and live trading platforms. Helix consists of four groups: Research, Quantitative Development, Technology and Data. Develop and su

A growing hedge fund in Greater London is seeking a Quant Developer to join their rates-focused team. Key responsibilities include building infrastructure for quantitative research and working closely with portfolio managers.

This is a senior-level quant development role within the OTC pricing team, focused on turning quantitative ideas into robust, production-grade trading and pricing solutions. KEY RESPONSIBILITIES: Quant Developer OTC Pricing. REQUIRED - SKILLS/EXPERIENCE: Quant Developer OTC Pricing.

Caxton is seeking a Quantitative Developer to join the Quantitative Development & Data (QDD) team. The team operates in both London and New York, working closely with the Quantitative Analytics Group and trading staff. Build and maintain quantitative libraries in Python.

A research-led trading firm in Greater London is seeking a quantitative developer to enhance their automated trading systems.

A leading quantitative trading firm is seeking a Software Developer to build a Python-based research platform from the ground up. This role involves collaborating directly with researchers and requires advanced Python skills and system design expertise.

Market-leading compensation and bonus structure The opportunity to work with technology years ahead of competitors Excellent career progression and learning opportunities alongside elite developers, quants, and traders A highly technical, low-bureaucracy environment with real engineering ownership E

A leading trading firm in London is seeking an early-career Quantitative Developer eager to broaden their skill set beyond typical roles.The position involves developing quantitative models in C++ and Rust, collaborating with trading teams, and engaging in continuous learning in a dynamic environmen

Provn are proud to be partnered with a boutique systematic hedge fund as they look to hire a Quant Developer to join their Trading Technology team in London. The Trading Technology team sits at the intersection of quantitative research and live trading, building and maintaining the systems that enab

We do not discriminate based on race, religion, ethnic or national origins, sex (including pregnancy, childbirth, reproductive health decisions, or related medical conditions), sexual orientation, gender identity, gender expression, age, socio-economic background, responsibilities for dependants, ph

A leading systematic hedge fund in the UK is seeking a Quantitative Developer to design, implement, and maintain trading systems. Knowledge in quantitative finance or financial technology is preferred, making this an excellent opportunity for tech-savvy finance professionals. This role combines soft

You might be a quant developer or an engineer working in the front office - but you’ll need strong programming capability paired with solid mathematical methods and the ability to work in a live trading environment.

CompatibL, a leading provider of custom software development services, market and credit risk solutions and model validation consultancy for the financial industry, is looking to hire a Quantitative Software Developer to join our team in London. You will help delivering best-in-class trading and ris

A leading quantitative finance firm in London is seeking a Quantitative Developer to work closely with researchers on innovative trading systems using C# and Python. The ideal candidate will demonstrate strong software engineering skills and an interest in quantitative finance, alongside the ability

Paragon Alpha are partnered with a top performing Quant Hedge Fund currently managing around $30b in AUM.

A leading trading firm is seeking a Quantitative Developer to join a systematic trading pod in London. The role involves designing, developing, and maintaining high-performance trading systems, and requires 2 to 5 years of experience in quantitative trading, proficiency in Python, C++, or Java, and

Our Quantitative Developers are the enablers of our success.

Software Developer (Research Infrastructure) | Quantitative Trading | £350–500k. Here, you'll develop a proprietary Python-based research platform from scratch for one of the leading Quantitative Traders globally. The system you help design will either accelerate the productivity of some of the s