Senior Quantitative Developer – Research Team – Systematic Fund – London – Hybrid – Up to £600k TC
Senior Quantitative Developer – Research Team – Systematic Fund – London – Hybrid – Up to £600k TC
The last person in this seat got promoted. That's not a throwaway line. It's the clearest signal we have about how this firm thinks about engineers.
My client is a systematic quantitative fund operating at the highest level of global markets. The kind of firm that benchmarks itself against Jane Street, Two Sigma, and the best technology companies in the world. Research and engineering are inseparable here, which is why the best developers don't drift into management. They go deeper, own more, and build things that matter.
This seat opened because someone moved up. It could happen to you, too.
What You'll Actually Be Doing
You'll sit inside a research team, not a centralised tech function, not three layers from the action. You'll work directly with researchers building and evolving the systems that turn ideas into live, systematic strategies.
That means signal research infrastructure, data pipelines, backtesting frameworks, execution modelling. The scope is genuinely broad, in a team senior and small enough that you'll be in the room when architectural decisions are made, expected to have a view, defend it, and own what ships.
The Engineering Challenge
Research systems here aren't internal tools. They're the foundation that determines what gets traded, when, and at what scale. A poorly designed backtesting framework doesn't produce a slow result. It produces a wrong one, and wrong compounds quietly until it matters most.
You design for correctness before you design for speed. You understand the domain well enough to know when something that runs is still broken. Python is the core language: numerical computing, high-throughput data processing, clean abstractions over complex systems. If you've built infrastructure where the quality of the output matters as much as the correctness of the code, research platforms, systematic trading systems, large-scale data environments, you'll find this environment familiar in the best possible way.
Quant finance knowledge is a plus, not a prerequisite. The firm can teach the domain. It can't teach the engineering instincts, and those are what they're actually hiring for.
Interested?
If this sounds like the right kind of hard, reach out. I work across this firm's teams and can give you a full picture of where this role sits, what the progression looks like, and whether it's the right move for you, even if you're not actively looking right now.