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Quantifi Solutions, a leading supplier of quantitative and risk technology to the financial services sector, is seeking quantitative developers to join its growing engineering organization. In this role you work with and on our award winning quantitative library and risk platform, developing new fea

Quant Developer – Systematic Commodities Hedge Fund - Remote (US, Mexico, Canada). Quantitative Developer (Affiliated Trading). Software Engineer / Quant Research Developer - Trading Applications (Python/Java).

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

Contract Quant Developer – £900-£1000/day - C# | Options Trading | FX & Commodities. Are you a Contract C# Quantitative Developer with a strong background in options pricing and risk analytics? We’re working with a leading global brokerage and trading firm that offers a truly innovative, colla

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

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

Our Quantitative Developers are the enablers of our success.

Quantitative Developer (New HFT Desk). Tier 1 HFT (not Tower) running a high upside pod model for new desks. Join a 1-4 person team as the Quant Dev to get new HFT strategies off the ground and frankly do whatever is necessary to make the team successful.

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

A leading global quantitative hedge fund seeks a Quantitative Developer to build and operate data platforms and risk analytics systems. You will design low-latency components and optimize large datasets to manage risk exposures across portfolios.

A leading hedge fund in Greater London is seeking a Quantitative Developer to join their systematic equity trading team. The developer will collaborate with researchers and analysts, working to enhance PnL through the development of robust trading systems.

As part of the vision the firm is looking to hire a quantitative developer to work on the next generation price and risk analytics platform. Building and maintaining our in-house quantitative pricing and risk library (C++).

Our London team is currently looking to add a quantitative developer to our team.

Our Quantitative Developers are the enablers of our success. We tackle the most complex problems in quantitative finance, by bringing scientific clarity to financial complexity. Show interest in quantitative finance and the role of engineering within it.

Venture Search have partnered with a top-tier systematic hedge fund, that are looking for a Quantitative Developer to work closely with quantitative researchers and portfolio managers to design, implement, and maintain scalable, high-performance trading and research systems.

FO Rates/Credit Quantitative Developer - Senior VP. MSc in Quantitative Finance is a plus. PhD in technical fields or Quantitative Finance is highly valued.

A considerable amount of initial work is likely to be centred on building the infrastructure for quantitative research (for both Quant Researchers and PMs), so exposure to this type of work would be desirable (but not required).

Quantitative Developer (C++ & Python) | New Team Build (Seattle) | Elite Quant Hedge Fund. Senior Quant Developer | Next gen quant research platform/new team build | Boston. Quantitative Developer / Analysis - W2 Role.

Queueco is looking for a talented Quantitative Developer specialising in High-Frequency Trading (HFT) to join our small team. Collaborate with quantitative researchers to translate observations into practical implementations.

Are you looking for an exciting opportunity to join a newly formed quant trading team at an innovative and exciting crypto trading firm? By joining us as a Quant Developer, you will have an opportunity to play a pivotal part in the buildout and scale-up of our new HFT platform built in Rust.

Collaborate with traders, quants, and developers to enhance the trade analytics platform. Master’s or PhD in a quantitative field (Mathematics, Engineering, Computer Science, Physics, etc. Proven experience in pricing library development and quantitative model implementation.

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

If you are a high-performing graduate developer or quantitative-minded technologist looking to break into the top echelon of quantitative trading, please apply with an up-to-date CV or email. A boutique systematic trading firm is seeking an exceptional graduate to join a world-class front-office tea

We are partnering with one of London’s most selective and highest-performing quantitative investment funds to appoint a Senior Quant Software Developer to their core systematic trading group.This is a confidential mandate for a team renowned for world-class engineering standards, scientific rigour

Graduate Software Developer / Quantitative Developer / Quantitative Researcher. Just graduated and ready to launch your career at the intersection of.

We have a current opportunity for a Quant Developer on a permanent basis. The position will be based in London. For further information about this position please apply. Requirements 10-15 years combined quant research and software engineering; minimum 5 years embedded in a front office (any asset class) Options pricing across the full surface - vanilla, spreads, and structured products in commodity or energy markets Vol surface calibration: smile fitting, SABR, SVI, Heston, or equivalent; arbitrage constraints and numerical stability in production Greeks and second-order risk: delta, gamma, vega, volga, vanna, theta; PnL attribution and daily risk reconciliation VaR, stressed VaR, and scenario analysis implementation; working knowledge of regulatory capital frameworks Commodity modelling: term structure, forward curve construction, seasonality, convenience yield, and basis risk Real-time pricing and risk system design - latency-aware implementation, incremental recalculation, and feed-driven revaluation Backtesting framework design: walk-forward validation, statistical significance testing, and performance attribution Production-quality Python and/or C++ - code an engineer can review, a CI pipeline can test, and an ops team can support kdb+/q, DB, or TimescaleDB for high-frequency time-series market data storage and analysis Ability to set a research agenda independently and communicate risk and findings clearly to senior traders and management Cloud infrastructure - Azure preferred, AWS considered; IAM, managed services, automated and auditable deployment pipelines, secrets managementNice to Have Market making, systematic execution, or electronic trading in energy or commodity derivatives Asian options, barrier structures, or path-dependent exotics common in commodity markets Machine learning applied to vol forecasting, regime detection, or execution cost optimisation Open-source quant library contributions, published research, or CQF/MFE/PhD in a quantitative disciplineTo find out more about Huxley, please visit Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 8 Bishopsgate, London, EC2N 4BQ, United Kingdom | Partnership Number | OC(phone number removed) England and Wales

Job Title: Scala Developer Job DescriptionThis role focuses on designing and delivering performance-critical, data-driven systems that support equities, cash, and stock loan trading. You will work on core trading and inventory platforms, contributing to next-generation equity swaps initiatives, trade lifecycle automation, and enhanced risk management capabilities. You will operate within Agile delivery teams and collaborate closely with quantitative analysts, traders, and business stakeholders to deliver robust, scalable trading solutions. Responsibilities Design, develop, and maintain front-to-back equity swap trading systems using Scala with a strong emphasis on functional programming. Build and enhance high-throughput, low-latency platforms with a strong focus on performance, scalability, and reliability. Develop and support core systems, including data-driven inventory and trade processing services used across equities, cash, and stock loan trading. Gather, analyse, and refine business and technical requirements, translating them into effective end-to-end solutions within Agile teams. Collaborate closely with quantitative analysts, traders, and other business partners to understand trading needs and deliver robust, fit-for-purpose trading solutions. Contribute to the design and implementation of high-performance, distributed system architectures, including event-driven and low-latency patterns. Use Python for analytics, tooling, or supporting components where appropriate to complement the core Scala-based platforms. Apply functional programming principles and Domain-Driven Design (DDD) to create maintainable, testable, and well-structured codebases. Participate actively in Agile ceremonies, code reviews, and continuous improvement initiatives to enhance delivery quality and team effectiveness.Essential Skills Strong proficiency in Scala development with a focus on writing clean, efficient, and reliable code. Solid experience with functional programming principles and their practical application in production systems. Hands-on experience designing and building high-performance, distributed systems. Practical understanding of high-performance system patterns, including event-driven and low-latency architectures. experience working within Agile delivery teams and collaborating closely with cross-functional stakeholders. Ability to gather, interpret, and translate business requirements into technical solutions. Strong problem-solving skills and the ability to work on complex, data-driven trading platforms.Additional Skills & Qualifications Knowledge of equity derivatives, particularly equity swaps, is highly advantageous. Familiarity with Domain-Driven Design (DDD) and its use in complex trading or financial systems. experience using Python for analytics, tooling, or supporting components alongside core trading platforms. Background in trading, risk, or financial markets technology is beneficial. Exposure to Java or other JVM-based languages is an advantage.Why Work Here?You will join a technology-focused environment where high-performance, low-latency engineering is central to the business. The team values collaboration, knowledge sharing, and close partnership with front-office stakeholders, giving you direct impact on trading outcomes. You will work with modern functional programming practices and sophisticated system architectures, providing strong opportunities for technical growth and exposure to complex financial products. The Agile culture encourages continuous improvement, innovation, and professional development. Work EnvironmentYou will work in an Agile, front-office aligned technology team that builds and supports mission-critical trading platforms. The environment is highly collaborative, with regular interaction between developers, quantitative analysts, traders, and other business stakeholders. The technology stack centres on Scala with a strong emphasis on functional programming, complemented by Python for analytics and tooling, and high-performance, event-driven, low-latency system architectures. The role is office-based or hybrid depending on team arrangements, with a professional dress code aligned to a trading and investment banking environment. Working hours follow core market hours with flexibility around project demands and production support needs. Location London, UK Rate/Salary 700.00 - 900.00 GBP Daily Trading as TEKsystems. Allegis Group Limited, Maxis 2, Western Road, Bracknell, RG12 1RT, United Kingdom. No. (phone number removed). Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. TEKsystems is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice available at (url removed)> To access our Online Privacy Notice, which explains what information we may collect, use, share, and store about you, and describes your rights and choices about this, please go to (url removed)> We are part of a global network of companies and as a result, the personal data you provide will be shared within Allegis Group and transferred and processed outside the UK, Switzerland and European Economic Area subject to the protections described in the Allegis Group Online Privacy Notice. We store personal data in the UK, EEA, Switzerland and the USA. If you would like to exercise your privacy rights, please visit the "Contacting Us" section of our Online Privacy Notice at (url removed)/en-gb/privacy-notices for details on how to contact us. To protect your privacy and security, we may take steps to verify your identity, such as a password and user ID if there is an account associated with your request, or identifying information such as your address or date of birth, before proceeding with your request. If you are resident in the UK, EEA or Switzerland, we will process any access request you make in accordance with our commitments under the UK Data Protection Act, EU-U.S. Privacy Shield or the Swiss-U.S. Privacy Shield

Job Title: .Net Developer Location: Bromley, UK Duration: Two year + (PAYE position inside IR35) Pay: £55-60 per hour = £(Apply online only) per day (depending on experience) Principal Duties and Responsibilities: In Equity Linked Technology, we implement innovative software solutions to provide our clients with a seamless pre-trade experience. Our engineers solve some of the most complex technical problems in the world of Equity Derivatives, ranging from fast-paced, high-volume vanilla options to complex structured notes and quantitative algorithmic indices. This in turn translates to challenges that involve providing low-latency solutions for external vendor pricing on the street and at the same time the solution should be simple enough to support and onboard a wide range of products and clients. This is an extremely exciting time as the group is supporting significant business growth, while undergoing transformation into an Agile micro service-oriented infrastructure. It is an interactive and dynamic working environment, with the opportunity to interface directly with Front-Office users and enabling you to directly observe the impact of your deliveries. We are also in early stages of building out our platform so any candidate coming in will have the opportunity to contribute to the design and impact shape of our technology stack. Candidates will be proficient in software design focused on a cross-language REST based n-tier architecture and executed using agile methodologies (Scrum, Test Driven Development, unit/integration testing, pair programming, etc.). The successful candidate will be comfortable driving design and architecture, rationalizing business requirements and mentoring less experienced developers. There will be significant interaction with senior developers across other work streams as we integrate an increasingly complex product set. ROLE / RESPONSIBILITIES · Develop a thorough understanding of our entire technology stack · Design and develop new features within existing services; create new services to expand the overall framework · Contribute to future design and architecture · Plan work in an agile manner with other team members · Write acceptance tests in coordination with QA · Provide L3 user support · Communicate with our business and platform partners · Improve and develop our CI pipeline and deployment strategies REQUIRED SKILLS/EXPERIENCE · Demonstrable experience of having designed and developed complex server-side functionality in C# · SQL - preferably Oracle · Shell scripting and basic Unix knowledge desirable · Proficient in writing unit, integration, and acceptance tests · Comfortable in an agile working environment · Self-starter and proactive DESIRABLE SKILLS/EXPERIENCE • Experience with UI technologies; C#, WPF/Winforms, RESTful services, • Knowledge of Equity Derivatives

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: Quant Developer – OTC Pricing * 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: Quant Developer – OTC Pricing * 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

Collaborative Innovation: Partner with traders, researchers, and developers to understand needs and deliver tailored solutions. They are on the lookout for a talented Quant Developer with exceptional skills in python programming, and solid experience on equities focused projects.

Want to work at a hedge fund that is expanding within systematic trading?.This is a high-impact role where you’ll collaborate closely with traders and portfolio managers to develop cutting-edge trading systems and execution strategies.The firm has been heavily investing in systematic trading, maki

Quant Developer — C++/Python (Backtesting & Research Production). Systematic prop firm combining deep learning and quantitative research to trade global markets.

Quantitative Finance experience and knowledge, preferably with experience in developing financial Backtesting systems for Quantitative Strategies. Senior Python Quantitative Developer sought by a specialist and multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implemen

A trading team generating over $1 billion in annual PnL at one of the world's most established quant trading firms has tasked us with finding a Senior Quantitative Developer for their London research team.

As a Quant Developer, the role bridges quantitative research and engineering. This role sits within a global, technology-driven investment firm running systematic and quantitative strategies across financial markets.

Attribution Search is partnered with a leading global hedge fund, looking to hire Quantitative Developers across both Trading, and Data Platform & Risk Analytics teams. Degree in Computer Science, Mathematics, Engineering, or a related quantitative field.

Senior Quant Developer (Python) - Equities StatArb - London - Up to £500k+ TC. Senior Quant Developer (Python) - Equities StatArb - London - Up to £500k+ TC.

Quantitative Developer – Early London Hire (Front Office) - London - Multi-Strategy Hedge Fund - Up to £400k TC. A leading global investment manager (~$25bn+ AUM) is building out its London technology platform and hiring a key Quantitative Developer as part of that expansion. Background in a quan

As a Python Quantitative Developer, you’ll operate at the intersection of engineering and trading — partnering directly with Portfolio Managers and Quants to build models, tools, and infrastructure that drive real-time decisions and P&L. Join a leading global hedge fund where technology and quan

Quantitative Developer - LNG - London. We are seeking a highly skilled and motivated Quantitative Engineer with a focus on Commodities Trading, and ideally LNG. Design and build scalable, high-performance end-to-end applications and implement quantitative models for structuring deal evaluations, tra