through global macro hedge fund strategies. Assets are managed via a broad mandate to trade in a variety of global markets and instruments. About the Role: Caxton seeks a QuantitativeDeveloper to join the firm's Quantitative Development & Data team (QDD). QDD is responsible for architecture and development of libraries, web services, dashboards, and databases … that facilitate Portfolio Managers' alpha generation, strategy deployment, and risk management. The team has presence in both London and New York. They work closely with the Quantitative Analytics Group as well as Trading Staff. Responsibilities: Engineer large timeseries and data solutions and ETLs (using SQL, no-SQL, C#, and Python) for market data, quant analytics and alpha generation Build … management. Front end tools can be either web dashboards or Excel tools backed by robust libraries or web services. 7+ years of relevant experience Bachelor's degree in a quantitative degree (Computer Science, Maths, engineering) Excellent quantitative reasoning and software design. Strong Python skills. Demonstrated experience with high-efficiency programming and multi-threading. Clear grasp of SQL and More ❯
QuantitativeDeveloper - HPC £100,000-120,000 GBP Discretionary end of year bonus Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent Anson McCade have partnered with a quantitative trading firm based in New York and London which specialises in intraday/mid frequency trading of equities and futures markets. This firm is building … a greenfield systematic business, and is seeking a QuantitativeDeveloper with 5+ years of experience using C++ and Python to support a collaborative team of Quant Researchers and Portfolio Managers. In this role, you will work closely with industry-leading technologists to develop and implement High Performance trading infrastructure and applications such as market and data connectivity. … Responsibilities: Design, develop, support and maintain trading related systems, tools and infrastructure such as order management and data processing systems. Work alongside Quantitative Researchers to backtest and optimise intraday/MFT strategies. Assist in developing/maintaining infrastructure for independent PMs/trading teams. Requirements: 5+ years of relevant experience with C++ and Python in a Linux environment Experienced More ❯
in driving growth through change. Part of building brave futures is making a concerted effort to develop and challenge our employees to achieve their goals through internal job mobility. Quantitative Investment Management (QIM) team manages over 50 equity strategies across a variety of geographies, investment styles and risk/return profiles. The team is experiencing strong asset and account … growth, requiring further investment into people, data, and tools. QuantitativeDeveloper, Investment Management Unit, Quantitative Investment Management, London SEI is seeking to hire a QuantitativeDeveloper to develop, enhance and support platforms and tools that facilitate signal research, portfolio construction, performance attribution and reporting. What you will do: Infrastructure (40%): Design, develop, and More ❯
QuantitativeDeveloper - C++ Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems.As part of the vision the firm is looking to hire a quantitativedeveloper to work on the next generation price and risk analytics platform.In addition to contributing … with and supporting users, gathering requirements, and facilitating integration with upstream systems.Millennium offers a dynamic, fast-paced environment with exceptional growth opportunities. Responsibilities Building and maintaining our in-house quantitative pricing and risk library (C++) Facilitate the integration of this library into upstream applications Maintain and enhance the eco-system around the library, including communication with other departments and More ❯
QuantitativeDeveloper - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedge … fund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of various disciplines. As an embedded quantdeveloper, you will work closely with the business to analyse data and develop and run production signal pipelines. You will contribute ideas, tools and systems to enhance trading capabilities. More ❯
QuantitativeDeveloper - London - leading quant trading firm - exceptional comp & bens We are working with a leading systematic hedge … fund who are seeking talented Quantitative Developers to work in the front office space alongside quant researchers, data scientists and engineers of various disciplines. As an embedded quantdeveloper, you will work closely with the business to analyse data and develop and run production signal pipelines. You will contribute ideas, tools and systems to enhance trading capabilities. More ❯
QuantitativeDeveloper (New HFT Desk) Location: London Company Overview: Tier 1 HFT (not Tower) running a high upside pod model for new desks. Job Summary: 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. You will wear … upside for you. Responsibilities: Get new HFT team live and profitable You're THE Quant Dev - do whatever needs to get done to be successful Qualifications: Proven experience in quantitative/developer role or internships Strong programming skills - Python, and ideally C++ Understand how to hack your way through multi-faceted problems quickly Courageous in the face More ❯
Title: QuantitativeDeveloper Location: London About Us: 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 relationships with cryptocurrency communities More ❯
Hedge Fund - Senior C++ QuantDeveloper - Equities - Linux - Python - Data/Algos/Low latency Hedge Fund background essential C++ (Version 11 upwards), Linux, Python (nice to have). Trading systems experience - ideally experience working in the equities space. Ideally the technical has experience with algo implementation. QuantitativeDeveloper - Equities Technology We are in search … of a QuantitativeDeveloper to join our team who is passionate about designing, architecting, and implementing low latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast. Our team works directly with the firm's central trading teams. By constructing and maintaining this high-performance infrastructure used by these teams, this developerMore ❯
QuantitativeDeveloper - C++ Infrastructure for Quant Analytics Location New York Business Area Product Ref # Description & Requirements The Quant Analytics department at Bloomberg sits within Enterprise Products and is responsible for modeling market data, pricing, and risk calculations of financial derivatives across all asset classes. Our C++ libraries are used by all Bloomberg products and services, including … QLA is a small team of C++ experts tasked with helping the Quants be as productive as possible, for the long term. We are seeking a proficient C++ developer, with a strong interest in modern software development life-cycle practices. We'll trust you to: Support Quants; owning the developer experience for Quants. We build and More ❯
Quinton Davies are working with a cutting edge quantitative trading firm who are known for their high-performance platform, autonomous culture and hiring top talent. The firm empowers teams to operate with autonomy while leveraging industry leading scale and infrastructure. Engineers here work on cutting-edge problems—low-latency systems, hardware acceleration, machine learning—ensuring the platform remains best … in-class. You’ll join a quantitative research team in London as a QuantitativeDeveloper - Python, focusing on improving the research framework and supporting strategy development. This is a hands-on role, working closely with researchers to enhance tools, optimise back testing, and maintain research work-flows. Responsibilities Develop and refine Python-based tools for trading … strategy research. Enhance simulation/back-testing frameworks. Monitor and maintain research jobs. Collaborate with global teams on EMEA-focused projects. In order to apply for the position of QuantitativeDeveloper - Python, you'll need to meet the following criteria: Strong Python skills (for example 5+ years), including libraries like NumPy, Pandas, Polars. Experience in C++ and More ❯
Swiss Re - Schweizerische Rückversicherungs-Gesellschaft
QuantitativeDeveloper - Weather/Energy Derivatives Swiss Re Corporate Solutions is a leading global market in the Weather, Energy Commodity & Power Plant risk transfer market. We offer a wide range of climate, power, natural gas, and power plant outage risk solutions in insurance and capital market form. Our clients include power and gas utilities, retailers, independent power … integration, costing incl. valuation) as well as end-user applications developments Take ownership in key projects improving the overall trade lifecycle management process About You: Master's degree in quantitative science (data, computer, engineering, mathematics incl. statistics) Analytical problem-solving skills and interest in learning new techniques including personal improvement 5 years object-oriented programming experience covering common languages More ❯
We are seeking a talented and driven QuantitativeDeveloper to join our team, working directly with Equity Portfolio Managers. This role will focus on developing and optimizing quantitative models, tools, and data pipelines to assist portfolio managers in making informed investment decisions. The ideal candidate will be proficient in Python and have experience working with data … environment. Responsibilities Collaborate closely with equity portfolio managers to understand their needs and develop software solutions to enhance portfolio analysis, risk management, and trading strategies. Design, implement, and optimize quantitative models to analyze large datasets and derive actionable insights for equity portfolios. Build and maintain data pipelines, ensuring data accuracy, reliability, and scalability. Use Python (and related libraries such … into the development environment. Troubleshoot and resolve technical issues as they arise, ensuring that code is clean, well-documented, and performs efficiently. Contribute to continuous improvement and innovation in quantitative models and portfolio management systems. Qualifications Bachelor’s or Master’s degree in Computer Science, Engineering, Mathematics, Physics, Finance, or a related field. Strong proficiency in Python, with a More ❯
We are seeking a talented and driven QuantitativeDeveloper to join our team, working directly with Equity Portfolio Managers. This role will focus on developing and optimizing quantitative models, tools, and data pipelines to assist portfolio managers in making informed investment decisions. The ideal candidate will be proficient in Python and have experience working with data … environment. Responsibilities Collaborate closely with equity portfolio managers to understand their needs and develop software solutions to enhance portfolio analysis, risk management, and trading strategies. Design, implement, and optimize quantitative models to analyze large datasets and derive actionable insights for equity portfolios. Build and maintain data pipelines, ensuring data accuracy, reliability, and scalability. Use Python (and related libraries such … into the development environment. Troubleshoot and resolve technical issues as they arise, ensuring that code is clean, well-documented, and performs efficiently. Contribute to continuous improvement and innovation in quantitative models and portfolio management systems. Qualifications Bachelor’s or Master’s degree in Computer Science, Engineering, Mathematics, Physics, Finance, or a related field. Strong proficiency in Python, with a More ❯
Working for one of the world's premier quantitative investment firms. This firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. … Role: QuantitativeDeveloper for a portfolio team based in Dubai. Responsibilities: Building components for both live trading and simulation Refining, and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components Maintaining and updating the platform, ensuring its stability, robustness, and security Developing robust data checking and storage procedures Troubleshooting and … resolving any systems related issues and handle the release of code fixes and enhancements Requirements: Masters or PhD i n computer science or other quantitative discipline 5+ years of experience designing and developing research and live trading infrastructure at a financial institution , including experience in futures and FX Experience handling connections to execution/order management systems Strong programming More ❯
the systematic investing business; with lots of project ownership and a collaborative start-up environment, this is a fantastic place to work. Role They're looking for a strong quantitativedeveloper to join their growing PM team in New York. Working on critical greenfield projects, you'll build high-performance components for both live trading and simulation More ❯
Job Description In Goldman Sachs quantitative strategists are a the cutting edge of our businesses, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and sales, strats' invaluable quantitative perspectives on complex financial and technical challenges power our business decisions. We are a team of strategists who work to transform the … Equity business through quantitative trading, automating the key decisions taken every day. Our team has a wide remit across product types such as stock, options, ETFs and futures, with strategies including market making, automatic quoting, central risk books, systematic trading and algorithmic execution, trading on venues around the world. We deploy statistical analysis techniques and mathematical models to improve … performance while working closely with traders and salespeople on the trading floor to bring value to our clients and the firm. Role Responsibilities Take a leading role on our Quantitative Trading & Market Making desk, building market making and quoting strategies across equities products from cash to derivatives. Implement automated hedging algorithms, and build platforms to manage risk centrally across More ❯
Our client is a leading and well-established player in the Digital Asset and Cryptocurrency Quantitative/Algorithmic trading industry. The business is going from strength to strength, they are currently going through a period of exponential growth and are enjoying record profits The business is actively expanding as there is additional headcount for a number trade platform specialist … Java Development with a focus on either/or Quantitative Development or low-latency performance optimization. … You will be working on greenfield projects to build out and enhance their low latency trading systems. THE ROLE: Working in a fast-paced trading environment as a QuantDeveloper, where you will collaborate closely with expert traders, quantitative analysts, and engineering specialists to craft and fine-tune trading strategies across both spot and derivative markets. Based More ❯
market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. Role: Candidate will lead the system-wide design and build out of a quantitative futures and FX portfolio focused on high and mid-frequency signals and strategies. An ideal candidate would possess a passion for technology, a desire to take ownership of their … a graphic interface to monitor the portfolio and trading Achieving trading system robustness through automated reconciliation and system-wide alerts and fuses Requirements: A highly skilled technologist with good quantitative skills Masters or PhD in computer science or other quantitative discipline 5+ years of industry experience in a quantitative business, including experience working on high-frequency/ More ❯
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 More ❯
learn) - Solid understanding of Python internals and memory/performance optimization - Proficiency in Linux-based environments and modern development tools (CI/CD, testing frameworks, monitoring, version control) - Strong quantitative and analytical foundation; familiarity with linear algebra, statistics, and machine learning is a plus - Experience with C/C++ is a plus - Exposure to trading systems architecture or quantitativeMore ❯
and motivated individuals to collaborate with each other and compete in the world's financial markets. Seeking an ultra-low-latency C++ expert with a solid track record in quantitative finance to work on strategy development and code optimization. Requirements Build and optimize research pipelines and strategy development. Identify and implement performance enhancements. Develop infrastructure for new trading strategies. More ❯
and motivated individuals to collaborate with each other and compete in the world's financial markets. Seeking an ultra-low-latency C++ expert with a solid track record in quantitative finance to work on strategy development and code optimization. Requirements Build and optimize research pipelines and strategy development. Identify and implement performance enhancements. Develop infrastructure for new trading strategies. More ❯
Responsibilities Continuously improve the design and performance of our automated trading system, including exchange connectivity, derivatives pricing model, order and risk management system. Implementing trading strategies which are highly adjustable in live trading and easy to integrate with backtesting system. More ❯
Location: New York or London Salary: 200-700k TC A leading systematic hedge fund investing across a variety of financial markets, my client is seeking talented C/C++ Quant Developers with exceptional communication skills to join their growing More ❯
