City of London, London, United Kingdom Hybrid / WFH Options
Radley James
Junior Quant Developer – Multi-Strategy SystematicTrading Location - London (or NYC) A leading investment firm specialising in multi-strategy systematictrading is seeking a Junior Quant Developer to join its front-office execution team in London. The firm integrates diverse strategies across asset classes to capitalise on market opportunities. As a Junior Quant Developer … years of experience), you will: Develop and enhance high-performance trading systems. Optimise execution algorithms for systematic trading. Contribute to research and simulation frameworks. Key Requirements Bachelor's degree in Computer Science or closely related field Interesting internship(s) within trading Proficiency in C++ or Python (the firm’s tech stack includes both). Strong More ❯
Junior Quant Developer – Multi-Strategy SystematicTrading Location - London (or NYC) A leading investment firm specialising in multi-strategy systematictrading is seeking a Junior Quant Developer to join its front-office execution team in London. The firm integrates diverse strategies across asset classes to capitalise on market opportunities. As a Junior Quant Developer … years of experience), you will: Develop and enhance high-performance trading systems. Optimise execution algorithms for systematic trading. Contribute to research and simulation frameworks. Key Requirements Bachelor's degree in Computer Science or closely related field Interesting internship(s) within trading Proficiency in C++ or Python (the firm’s tech stack includes both). Strong More ❯
london, south east england, united kingdom Hybrid / WFH Options
Radley James
Junior Quant Developer – Multi-Strategy SystematicTrading Location - London (or NYC) A leading investment firm specialising in multi-strategy systematictrading is seeking a Junior Quant Developer to join its front-office execution team in London. The firm integrates diverse strategies across asset classes to capitalise on market opportunities. As a Junior Quant Developer … years of experience), you will: Develop and enhance high-performance trading systems. Optimise execution algorithms for systematic trading. Contribute to research and simulation frameworks. Key Requirements Bachelor's degree in Computer Science or closely related field Interesting internship(s) within trading Proficiency in C++ or Python (the firm’s tech stack includes both). Strong More ❯
slough, south east england, united kingdom Hybrid / WFH Options
Radley James
Junior Quant Developer – Multi-Strategy SystematicTrading Location - London (or NYC) A leading investment firm specialising in multi-strategy systematictrading is seeking a Junior Quant Developer to join its front-office execution team in London. The firm integrates diverse strategies across asset classes to capitalise on market opportunities. As a Junior Quant Developer … years of experience), you will: Develop and enhance high-performance trading systems. Optimise execution algorithms for systematic trading. Contribute to research and simulation frameworks. Key Requirements Bachelor's degree in Computer Science or closely related field Interesting internship(s) within trading Proficiency in C++ or Python (the firm’s tech stack includes both). Strong More ❯
london (city of london), south east england, united kingdom Hybrid / WFH Options
Radley James
Junior Quant Developer – Multi-Strategy SystematicTrading Location - London (or NYC) A leading investment firm specialising in multi-strategy systematictrading is seeking a Junior Quant Developer to join its front-office execution team in London. The firm integrates diverse strategies across asset classes to capitalise on market opportunities. As a Junior Quant Developer … years of experience), you will: Develop and enhance high-performance trading systems. Optimise execution algorithms for systematic trading. Contribute to research and simulation frameworks. Key Requirements Bachelor's degree in Computer Science or closely related field Interesting internship(s) within trading Proficiency in C++ or Python (the firm’s tech stack includes both). Strong More ❯
with a passion for the markets, comprised of individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor. OUR IMPACT The SystematicTrading Strategies (STS) Group is a global team responsible for creating systematic quantitative strategies and indices for a wide range of clients. We develop sophisticated proprietary … across different asset classes and geographical regions to ensure a powerful and consistent approach in designing and maintaining our strategies. Responsibilities Deliver direct commercial impact through developing and improving systematictrading strategies and risk management. Gain exposure to various asset classes our clients transact in, with a focus on equity volatility. Connect with traders, salespeople, and multiple … Excellent written and verbal communication skills. Comfortable working under pressure, managing multiple stakeholders, demonstrating initiative, and showing commercial impact. PREFERRED QUALIFICATIONS Experience in research or development of signals and systematictrading strategies. Knowledge of derivative pricing, preferably in the space of equity derivatives such as flow volatility. Experience in developing and supporting risk systems in the front More ❯
Senior Data Engineer with 5+ years’ experience, and 2+ years in a Hedge Fund and/or in SystematicTrading Technology, sought by one of the original Quantitative Hedge Funds, with a 20+ year track-record. The firm are renowned for a healthy, supportive, and collegiate working environment and culture, with no siloes, boasting an industry-leading … from initial design through to operational support in production. Requirements 5+ years working as a Data Engineer with 2+ years in Financial Markets, especially in a Hedge Fund, Trading Firm, and/or working with Quant Trading Technology. Expertise in Python, including popular Python libraries for data wrangling, such as Pandas, NumPy, and SQLAlchemy. Experience working More ❯
Senior Data Engineer with 5+ years’ experience, and 2+ years in a Hedge Fund and/or in SystematicTrading Technology, sought by one of the original Quantitative Hedge Funds, with a 20+ year track-record. The firm are renowned for a healthy, supportive, and collegiate working environment and culture, with no siloes, boasting an industry-leading … from initial design through to operational support in production. Requirements 5+ years working as a Data Engineer with 2+ years in Financial Markets, especially in a Hedge Fund, Trading Firm, and/or working with Quant Trading Technology. Expertise in Python, including popular Python libraries for data wrangling, such as Pandas, NumPy, and SQLAlchemy. Experience working More ❯
Senior Data Engineer with 5+ years’ experience, and 2+ years in a Hedge Fund and/or in SystematicTrading Technology, sought by one of the original Quantitative Hedge Funds, with a 20+ year track-record. The firm are renowned for a healthy, supportive, and collegiate working environment and culture, with no siloes, boasting an industry-leading … from initial design through to operational support in production. Requirements 5+ years working as a Data Engineer with 2+ years in Financial Markets, especially in a Hedge Fund, Trading Firm, and/or working with Quant Trading Technology. Expertise in Python, including popular Python libraries for data wrangling, such as Pandas, NumPy, and SQLAlchemy. Experience working More ❯
london (city of london), south east england, united kingdom
Winston Fox
Senior Data Engineer with 5+ years’ experience, and 2+ years in a Hedge Fund and/or in SystematicTrading Technology, sought by one of the original Quantitative Hedge Funds, with a 20+ year track-record. The firm are renowned for a healthy, supportive, and collegiate working environment and culture, with no siloes, boasting an industry-leading … from initial design through to operational support in production. Requirements 5+ years working as a Data Engineer with 2+ years in Financial Markets, especially in a Hedge Fund, Trading Firm, and/or working with Quant Trading Technology. Expertise in Python, including popular Python libraries for data wrangling, such as Pandas, NumPy, and SQLAlchemy. Experience working More ❯
Senior Data Engineer with 5+ years’ experience, and 2+ years in a Hedge Fund and/or in SystematicTrading Technology, sought by one of the original Quantitative Hedge Funds, with a 20+ year track-record. The firm are renowned for a healthy, supportive, and collegiate working environment and culture, with no siloes, boasting an industry-leading … from initial design through to operational support in production. Requirements 5+ years working as a Data Engineer with 2+ years in Financial Markets, especially in a Hedge Fund, Trading Firm, and/or working with Quant Trading Technology. Expertise in Python, including popular Python libraries for data wrangling, such as Pandas, NumPy, and SQLAlchemy. Experience working More ❯
Senior Python Quantitative Developer sought to join a multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield central Python/SQL/Linux/Docker platform for Backtesting, Pricing, Risk and Performance to be used across all Funds and Investment teams. Our client is an early Quantitative Investment Boutique focusing on … including system administration and containerization for deployment and scaling. Preferred Skills & Experience: Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and SystematicTrading Experience in developing financial Backtesting systems for Quantitative Strategies. PhD/MSc level education in a numerate discipline from a top institution. MATLAB experience highly desirable. … This is an outstanding opportunity to join a world-class boutique Systematic Investment business, playing a key role in the delivery of a crucial core platform for use by cross-functional teams across multiple investment platforms. More ❯
Senior Python Quantitative Developer sought to join a multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield central Python/SQL/Linux/Docker platform for Backtesting, Pricing, Risk and Performance to be used across all Funds and Investment teams. Our client is an early Quantitative Investment Boutique focusing on … including system administration and containerization for deployment and scaling. Preferred Skills & Experience: Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and SystematicTrading Experience in developing financial Backtesting systems for Quantitative Strategies. PhD/MSc level education in a numerate discipline from a top institution. MATLAB experience highly desirable. … This is an outstanding opportunity to join a world-class boutique Systematic Investment business, playing a key role in the delivery of a crucial core platform for use by cross-functional teams across multiple investment platforms. More ❯
Senior Python Quantitative Developer sought to join a multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield central Python/SQL/Linux/Docker platform for Backtesting, Pricing, Risk and Performance to be used across all Funds and Investment teams. Our client is an early Quantitative Investment Boutique focusing on … including system administration and containerization for deployment and scaling. Preferred Skills & Experience: Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and SystematicTrading Experience in developing financial Backtesting systems for Quantitative Strategies. PhD/MSc level education in a numerate discipline from a top institution. MATLAB experience highly desirable. … This is an outstanding opportunity to join a world-class boutique Systematic Investment business, playing a key role in the delivery of a crucial core platform for use by cross-functional teams across multiple investment platforms. More ❯
Senior Python Quantitative Developer sought to join a multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield central Python/SQL/Linux/Docker platform for Backtesting, Pricing, Risk and Performance to be used across all Funds and Investment teams. Our client is an early Quantitative Investment Boutique focusing on … including system administration and containerization for deployment and scaling. Preferred Skills & Experience: Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and SystematicTrading Experience in developing financial Backtesting systems for Quantitative Strategies. PhD/MSc level education in a numerate discipline from a top institution. MATLAB experience highly desirable. … This is an outstanding opportunity to join a world-class boutique Systematic Investment business, playing a key role in the delivery of a crucial core platform for use by cross-functional teams across multiple investment platforms. More ❯
london (city of london), south east england, united kingdom
Winston Fox
Senior Python Quantitative Developer sought to join a multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield central Python/SQL/Linux/Docker platform for Backtesting, Pricing, Risk and Performance to be used across all Funds and Investment teams. Our client is an early Quantitative Investment Boutique focusing on … including system administration and containerization for deployment and scaling. Preferred Skills & Experience: Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and SystematicTrading Experience in developing financial Backtesting systems for Quantitative Strategies. PhD/MSc level education in a numerate discipline from a top institution. MATLAB experience highly desirable. … This is an outstanding opportunity to join a world-class boutique Systematic Investment business, playing a key role in the delivery of a crucial core platform for use by cross-functional teams across multiple investment platforms. More ❯
City of London, London, United Kingdom Hybrid / WFH Options
Rule Recruitment
for motivated and ambitious individuals to join their rapidly expanding team. With a global reach, they specialise in delivering exceptional talent to the worlds leading quant and tech-driven systematictrading firms, electronic trading divisions of premier investment banks, and top-tier tech startups, cryptocurrency, and blockchain pioneers in Europe and America. Why This Opportunity More ❯
Ultra-Low Latency C++ Engineer | High-Frequency Trading Salary: £150k-£225k Total compensation: £250k-500k depending on performance and seniority A leading quant/systematictrading firm have multiple headcount for Ultra-Low Latency C++ Engineers to join their High-Frequency Trading team in London. The teams focus is building ultra-low-latency … re seeking experienced C++ engineers passionate about performance optimization and elegant system design where nanoseconds matter! What You'll Do: Design and optimize latency-critical C++ systems across trading, market data, and infrastructure components Performance engineering at every layer: CPU, cache, memory, and network Profile, benchmark, and fine-tune system behaviour under real-world conditions Collaborate with hardware More ❯
Ultra-Low Latency C++ Engineer | High-Frequency Trading Salary: £150k-£225k Total compensation: £250k-500k depending on performance and seniority A leading quant/systematictrading firm have multiple headcount for Ultra-Low Latency C++ Engineers to join their High-Frequency Trading team in London. The teams focus is building ultra-low-latency … re seeking experienced C++ engineers passionate about performance optimization and elegant system design where nanoseconds matter! What You'll Do: Design and optimize latency-critical C++ systems across trading, market data, and infrastructure components Performance engineering at every layer: CPU, cache, memory, and network Profile, benchmark, and fine-tune system behaviour under real-world conditions Collaborate with hardware More ❯
Ultra-Low Latency C++ Engineer | High-Frequency Trading Salary: £150k-£225k Total compensation: £250k-500k depending on performance and seniority A leading quant/systematictrading firm have multiple headcount for Ultra-Low Latency C++ Engineers to join their High-Frequency Trading team in London. The teams focus is building ultra-low-latency … re seeking experienced C++ engineers passionate about performance optimization and elegant system design where nanoseconds matter! What You'll Do: Design and optimize latency-critical C++ systems across trading, market data, and infrastructure components Performance engineering at every layer: CPU, cache, memory, and network Profile, benchmark, and fine-tune system behaviour under real-world conditions Collaborate with hardware More ❯
Ultra-Low Latency C++ Engineer | High-Frequency Trading Salary: £150k-£225k Total compensation: £250k-500k depending on performance and seniority A leading quant/systematictrading firm have multiple headcount for Ultra-Low Latency C++ Engineers to join their High-Frequency Trading team in London. The teams focus is building ultra-low-latency … re seeking experienced C++ engineers passionate about performance optimization and elegant system design where nanoseconds matter! What You'll Do: Design and optimize latency-critical C++ systems across trading, market data, and infrastructure components Performance engineering at every layer: CPU, cache, memory, and network Profile, benchmark, and fine-tune system behaviour under real-world conditions Collaborate with hardware More ❯
london (city of london), south east england, united kingdom
NJF Global Holdings Ltd
Ultra-Low Latency C++ Engineer | High-Frequency Trading Salary: £150k-£225k Total compensation: £250k-500k depending on performance and seniority A leading quant/systematictrading firm have multiple headcount for Ultra-Low Latency C++ Engineers to join their High-Frequency Trading team in London. The teams focus is building ultra-low-latency … re seeking experienced C++ engineers passionate about performance optimization and elegant system design where nanoseconds matter! What You'll Do: Design and optimize latency-critical C++ systems across trading, market data, and infrastructure components Performance engineering at every layer: CPU, cache, memory, and network Profile, benchmark, and fine-tune system behaviour under real-world conditions Collaborate with hardware More ❯
is seeking a skilled Quantitative Developer (React/C#/Python) to join their London-based team. You will work as a desk-facing developer alongside global cross-asset systematictrading operations in a fast-paced, evolving setting. The position demands strong technical skills, adaptability, and a proactive approach to teamwork and project delivery. Responsibilities: Provide daily … technical support and trading insights to multiple activities and asset classes. Build, optimize, and maintain reporting and analytical tools for research and trading, leveraging React, C#, and Python frameworks. Take ownership of production processes to align with … dynamic business objectives. Collaborate closely with analysts, quants, and developers, offering constant feedback on investment strategy performance. Expand and upgrade software infrastructure to match evolving business needs. Adopt a systematic approach to problem-solving, enabling scalable solutions. Multitask effectively while working in a team-oriented, collaborative environment. Experience: Minimum 3 years experience as a software engineer. Front-end experience More ❯
is seeking a skilled Quantitative Developer (React/C#/Python) to join their London-based team. You will work as a desk-facing developer alongside global cross-asset systematictrading operations in a fast-paced, evolving setting. The position demands strong technical skills, adaptability, and a proactive approach to teamwork and project delivery. Responsibilities: Provide daily … technical support and trading insights to multiple activities and asset classes. Build, optimize, and maintain reporting and analytical tools for research and trading, leveraging React, C#, and Python frameworks. Take ownership of production processes to align with … dynamic business objectives. Collaborate closely with analysts, quants, and developers, offering constant feedback on investment strategy performance. Expand and upgrade software infrastructure to match evolving business needs. Adopt a systematic approach to problem-solving, enabling scalable solutions. Multitask effectively while working in a team-oriented, collaborative environment. Experience: Minimum 3 years experience as a software engineer. Front-end experience More ❯
is seeking a skilled Quantitative Developer (React/C#/Python) to join their London-based team. You will work as a desk-facing developer alongside global cross-asset systematictrading operations in a fast-paced, evolving setting. The position demands strong technical skills, adaptability, and a proactive approach to teamwork and project delivery. Responsibilities: Provide daily … technical support and trading insights to multiple activities and asset classes. Build, optimize, and maintain reporting and analytical tools for research and trading, leveraging React, C#, and Python frameworks. Take ownership of production processes to align with … dynamic business objectives. Collaborate closely with analysts, quants, and developers, offering constant feedback on investment strategy performance. Expand and upgrade software infrastructure to match evolving business needs. Adopt a systematic approach to problem-solving, enabling scalable solutions. Multitask effectively while working in a team-oriented, collaborative environment. Experience: Minimum 3 years experience as a software engineer. Front-end experience More ❯