Quantitative Developer

We have partnered with a research-led hedge fund where scientific rigour, experimentation, and evidence-based decision-making sit at the heart of the business. Headquartered in London, they operate at the intersection of systematic trading, machine learning, large-scale distributed compute, and performance engineering. Despite C# and Python being their core stack, the firm is deliberately language-agnostic, prioritising deep systems understanding, strong programming fundamentals and problem-solving over any particular stack.

They are looking for a Quantitative Developer to partner with Quant Researchers and solve some of the most challenging real-world problems in the industry, spanning high-frequency signal research, global market impact, and trading-driven price formation. The dedicated engineering function was formally established earlier this year, meaning the team is in a genuine build phase with significant opportunity to influence architecture, tooling, standards, and platform direction. What You Will Do Develop the trading, modelling and simulation platforms underpinning sophisticated quantitative research and investment strategies.

Scale cutting-edge machine learning workloads across large distributed compute environments. Optimise mission-critical, low-latency infrastructure where performance and reliability are paramount. Own the full lifecycle of solutions, from early-stage research and experimentation through to production deployment and ongoing optimisation.

Who You Are Experienced with algorithms, data structures, and architecture. Deeply proficient with performance, distributed systems, concurrency, and large-scale computing. A clear communicator who collaborates and builds strong relationships across the business.

If the opportunity to work on mission-critical quantitative systems in a performance-driven environment without direct ownership of investment risk interests you, either follow the link adjacent to apply or send your CV directly to [email protected]