A highly profitable and successful fund is looking for a QuantDeveloper to join their front office Engineering team. The successful applicant will find themselves in a business-facing role, providing scalable and robust applications while also enhancing the existing systems. In addition, a background in asset classes More ❯
a large multi-manager hedge fund, who has recently joined a keen to build a large global trading team. They need to hire a QuantitativeDeveloper to join the team and collaborate with the Senior PMs and Researchers, helping to build backtesting simulations, and to focus specifically More ❯
a large multi-manager hedge fund, who has recently joined a keen to build a large global trading team. They need to hire a QuantitativeDeveloper to join the team and collaborate with the Senior PMs and Researchers, helping to build backtesting simulations, and to focus specifically More ❯
Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT's collaborative mindset which … QRT: Your role involves providing daily trading insights to multiple activities and asset classes within QRT. You will work with analysts, quants and other quantitative developers to build robust reporting and analytical tools, thus providing constant feedback on investment strategy performance to a few hundred researchers. Given the dynamic More ❯
Referment is partnering with a regulated digital asset trading and technology firm specializing in market-making, OTC brokerage, and derivatives to hire a Quant Developer. This is a fantastic opportunity to join as an early hire in a newly formed More ❯
As a QuantDeveloper at Man Group you will be working hand-in-hand with our Quant Researchers. Your challenges will be varied, and will involve implementing new trading strategies, building new research frameworks and quant libraries, prototyping new data feeds, development of new portfolio construction techniques or … with relevant libraries e.g. NumPy/SciPy/Pandas Relevant mathematical knowledge e.g. statistics, asset pricing theory, optimisation algorithms Advantageous Experience of front office quantitative software development e.g. in a hedge fund or investment bank Experience of web based development and visualisation technology for portraying large and complex data … delivering value to the business with relentless efforts to improve process Strong interpersonal skills; able to establish and maintain a close working relationship with quantitative researchers, traders and senior business people alike Confident communicator; able to argue a point concisely and deal positively with conflicting views Our Culture, Values More ❯
I'm working with a multi-manager hedge fund, who have a successful commodities strategy here in Europe. One of their largest PM teams who focuses on European Gas, is looking to hire a Quant Dev in London, to build More ❯
I'm working with a multi-manager hedge fund, who have a successful commodities strategy here in Europe. One of their largest PM teams who focuses on European Gas, is looking to hire a Quant Dev in London, to build More ❯
Who We Are We are a rapidly growing start-up, backed by leading venture capitalists. We love information because it helps people make better decisions and drives innovation. The information economy is just getting started and our suite of information More ❯
Paragon are working exclusively with an incoming short term EU Gas/Power portfolio manager, after placing him recently into a tier 1 multi-strat platform. You would take complete ownership of the technical aspects within this pod - as a More ❯
Paragon are working exclusively with an incoming short term EU Gas/Power portfolio manager, after placing him recently into a tier 1 multi-strat platform. You would take complete ownership of the technical aspects within this pod - as a More ❯
Global quantitative hedge fund and systematic trading firm are now seeking a low latency C++ Software Engineer to join it's growing team. To apply, you will ideally have prior experience at an elite quant trading firm or similar company of equivalent scale/complexity. In this high performance More ❯
london, south east england, united kingdom Hybrid / WFH Options
Hunter Bond
Global quantitative hedge fund and systematic trading firm are now seeking a low latency C++ Software Engineer to join it's growing team. To apply, you will ideally have prior experience at an elite quant trading firm or similar company of equivalent scale/complexity. In this high performance More ❯
Python QuantDeveloper - Python, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, C++, Quant Finance, Risk Management. I am seeking an experienced Python QuantDeveloper to join my client who is a leading investment bank based in London. In this role, you will focus on building and … optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards. Key Responsibilities: Develop and optimize systems for pricing, risk, and P&L calculations. Partner with Quantitative Modellers to refine pricing models and … day inside IR35 via an umbrella. You will be required to attend the office in London up to 3 times per week. Python QuantDeveloper - Python, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, C++, Quant Finance, Risk Management. More ❯
Python QuantDeveloper - Python, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, C++, Quant Finance, Risk Management. I am seeking an experienced Python QuantDeveloper to join my client who is a leading investment bank based in London. In this role, you will focus on building and … optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards. Key Responsibilities: Develop and optimize systems for pricing, risk, and P&L calculations. Partner with Quantitative Modellers to refine pricing models and … day inside IR35 via an umbrella. You will be required to attend the office in London up to 3 times per week. Python QuantDeveloper - Python, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, C++, Quant Finance, Risk Management. More ❯
Are you ready to be part of something truly special as the first quantdeveloper for a brand-new trading team? In short: We’re working with an elite global trading firm known for its success in high-frequency trading (HFT) but operating under the radar (they aren … trading desk in London, led by a top PM with a proven track record. This is a rare opportunity to be the first quantdeveloper on the team and help shape the future of their trading stack with the freedom to innovate while sharing in the potential for … Hit apply or drop me a note to find out more ;-) ---------------------------------------------------- Keywords: C++, C ++, C++14, C++17, C++20, C++23, Quant Research, Quant Development, QuantDeveloper, Intraday Trading, Quant Fund, Hedge Fund, Finance, Equities, Futures, FX, Modelling, Strategies, Trading Signals, Multithreading, Linux, Unix, High-Performance, Operating Systems, Real-Time More ❯
Are you ready to be part of something truly special as the first quantdeveloper for a brand-new trading team? In short: We’re working with an elite global trading firm known for its success in high-frequency trading (HFT) but operating under the radar (they aren … trading desk in London, led by a top PM with a proven track record. This is a rare opportunity to be the first quantdeveloper on the team and help shape the future of their trading stack with the freedom to innovate while sharing in the potential for … Hit apply or drop me a note to find out more ;-) ---------------------------------------------------- Keywords: C++, C ++, C++14, C++17, C++20, C++23, Quant Research, Quant Development, QuantDeveloper, Intraday Trading, Quant Fund, Hedge Fund, Finance, Equities, Futures, FX, Modelling, Strategies, Trading Signals, Multithreading, Linux, Unix, High-Performance, Operating Systems, Real-Time More ❯
Contract QuantDeveloper - Product Control - C++ and Python Location: London (2-3 days per week in the office) Contract: 12 months, inside IR35 About the Role: We are seeking a Contract QuantDeveloper to join the Product Control team at a global investment bank. This role … multiple internal teams (Product Control, Development Team, Front Office Quants). Minimum Requirements: Education: Degree in Software Engineering or a Master's degree in Quantitative Finance, Mathematics, Physics, or a related numerical subject. Skills and Experience: Strong knowledge and practical experience with C++. Good knowledge of Python. Knowledge of … C# is an advantage. Knowledge of SQL and relational databases. Experience working within a quantitative finance space is ideal. Strong analytical and problem-solving skills. Excellent communication and interpersonal skills. Attention to detail and consideration of timelines. Minimum 2 years of working experience is preferred. More ❯
Software Developer (Research Infrastructure) | Quantitative Trading | £350–500k How many opportunities will you get to develop a greenfield platform that directly shapes the future of a multi-billion-dollar prop trading business? I'd imagine this is one of few. Here, you'll develop a proprietary Python … based research platform from scratch for one of the leading Quantitative Traders globally. The challenge isn’t just performance or raw throughput - though both matter. It’s building a flexible, robust system capable of supporting a wide range of research workflows, each with its own quirks, data dependencies, and … understand their methodology, tooling, and pain points. The system you help design will either accelerate the productivity of some of the smartest minds in quantitative finance - or get in their way. There’s no single background that guarantees success here, but mastery of Python, a deep understanding of system More ❯
Software Developer (Research Infrastructure) | Quantitative Trading | £350–500k How many opportunities will you get to develop a greenfield platform that directly shapes the future of a multi-billion-dollar prop trading business? I'd imagine this is one of few. Here, you'll develop a proprietary Python … based research platform from scratch for one of the leading Quantitative Traders globally. The challenge isn’t just performance or raw throughput - though both matter. It’s building a flexible, robust system capable of supporting a wide range of research workflows, each with its own quirks, data dependencies, and … understand their methodology, tooling, and pain points. The system you help design will either accelerate the productivity of some of the smartest minds in quantitative finance - or get in their way. There’s no single background that guarantees success here, but mastery of Python, a deep understanding of system More ❯
C++ QuantDeveloper – Cross-Asset Risk & Pricing | Leading Multi-Strategy Hedge Fund Join a high-performing quant team at a global multi-strategy hedge fund managing institutional capital across strategies including Global Credit, Volatility Arbitrage, and Equity L/S. With a strong focus on technology and collaboration … they are expanding its London platform. They are seeking a talented C++ developer to design and build a next-generation, cross-asset pricing and risk system. You’ll work closely with quants, traders, and risk teams to deliver high-performance infrastructure and real-time analytics - leveraging multithreading, vectorisation More ❯
london, south east england, united kingdom Hybrid / WFH Options
Radley James
C++ QuantDeveloper – Cross-Asset Risk & Pricing | Leading Multi-Strategy Hedge Fund Join a high-performing quant team at a global multi-strategy hedge fund managing institutional capital across strategies including Global Credit, Volatility Arbitrage, and Equity L/S. With a strong focus on technology and collaboration … they are expanding its London platform. They are seeking a talented C++ developer to design and build a next-generation, cross-asset pricing and risk system. You’ll work closely with quants, traders, and risk teams to deliver high-performance infrastructure and real-time analytics - leveraging multithreading, vectorisation More ❯
Equity Derivatives QuantDeveloper - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management. I am seeking an experienced C++/Python QuantDeveloper to join my client who is a leading investment bank based in London. In this role … you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards. Key Responsibilities: Develop and optimize systems for pricing, risk, and P&L calculations. Partner with Quantitative … inside IR35 via an umbrella. You will be required to attend the office in London up to 3 times per week. Equity Derivatives QuantDeveloper - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management. More ❯
Equity Derivatives QuantDeveloper - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management. I am seeking an experienced C++/Python QuantDeveloper to join my client who is a leading investment bank based in London. In this role … you will focus on building and optimizing infrastructure for pricing, risk management, and P&L calculation. You will collaborate with Quantitative Modellers to enhance core models and ensure compliance with regulatory standards. Key Responsibilities: Develop and optimize systems for pricing, risk, and P&L calculations. Partner with Quantitative … inside IR35 via an umbrella. You will be required to attend the office in London up to 3 times per week. Equity Derivatives QuantDeveloper - C++, Python, CI/CD, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, Quant Finance, Risk Management. More ❯
