Quantitative Developer - Systematic Equities - Selby Jennings

Overview
A leading systematic trading firm is seeking a Quant Developer to join its London-based equities team. This is a high-impact, hands-on role within a collaborative group focused on building and maintaining infrastructure for live trading and research. The team operates in-office full-time to maximise interaction and velocity.

• Build and maintain components across live trading and research environments.
• Automate workflows and improve system reliability.
• Develop robust data validation and handling tools.
• Monitor and troubleshoot production systems.
• Share responsibility for smooth trading operations.

• 2+ years of Python experience in a Linux environment, ideally with data science libraries.
• STEM degree (Computer Science, Engineering, Physics, etc.).
• Strong ownership mindset and ability to work with evolving requirements.
• Pragmatic approach to balancing precision and delivery.
• Knowledge of trading systems or finance is a plus.
• Experience with C++, Rust, cloud compute, or containers is beneficial.
• Strong analytical and statistical skills are a plus.
• Full-time presence in the London office required.
• High ethical standards.