C++ QuantDeveloper - Algo Trading - Python C++ QuantDeveloper - Algo Trading - Python requirement for an urgent start. The C++ QuantDeveloper - Algo Trading - Python will be working for an award winning trading company C++ QuantDeveloper - Algo Trading - Python Key Skills: C++ … low latency, event-driven architecture design, modern C++) Python: working level knowledge intermediate Ability to develop/implement Algo strategies in C++ C++ QuantDeveloper - Algo Trading - Python - Contract - London - Inside IR35 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 ❯
front office and back office Risk modelling to quantify the various kinds of risks faced by the Bank Deliver robust, high-performance software and quantitative analyses Business Work closely with FM traders and structuring teams, analysing trades and asset origination opportunities for execution and ongoing measurement and management Maintain More ❯
front office and back office Risk modelling to quantify the various kinds of risks faced by the Bank Deliver robust, high-performance software and quantitative analyses Business Work closely with FM traders and structuring teams, analysing trades and asset origination opportunities for execution and ongoing measurement and management Maintain More ❯
Role Overview: We are seeking a Senior QuantDeveloper to participate in the creation of a cutting-edge cross-asset analytics platform for front office sales. This hands-on role involves close collaboration with senior stakeholders and users to define requirements and implement both back-end and UI … components, ensuring alignment with strategic initiatives. Key Responsibilities: Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets. Collaboration with Strats, quants and trading to design and implement engineering solutions to … such as data, development environments and tools. Working closely with sales teams to identify clients' needs and develop customised solutions. Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment. Design, build and maintain common components, libraries and services for More ❯
london (city of london), south east england, United Kingdom
Selby Jennings
Role Overview: We are seeking a Senior QuantDeveloper to participate in the creation of a cutting-edge cross-asset analytics platform for front office sales. This hands-on role involves close collaboration with senior stakeholders and users to define requirements and implement both back-end and UI … components, ensuring alignment with strategic initiatives. Key Responsibilities: Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets. Collaboration with Strats, quants and trading to design and implement engineering solutions to … such as data, development environments and tools. Working closely with sales teams to identify clients' needs and develop customised solutions. Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment. Design, build and maintain common components, libraries and services for More ❯
Central London, London, United Kingdom Hybrid / WFH Options
Client Server
C# Developer/Software Engineer (C# .Net SQL) *London onsite* to £180k+ Are you a technologist with a record of academic achievement? You could be progressing your career working on complex and challenging systems at a Hedge Fund with over $17 billion under management. As a C# Developer … take ownership and lead projects You're collaborative, enjoy problem solving and sharing ideas What's in it for you: As a C# Developer/Software Engineer you will earn a competitive package: Salary to £180k Significant bonus earning potential Fund performance share Personal training budget and mentoring … for elderly relatives Various social groups including sports teams Private healthcare and wellness activities Apply now to find out more about this C# Developer/Software Engineer (C# .Net SQL) opportunity. At Client Server we believe in a diverse workplace that allows people to play to their strengths More ❯
Bonds , with a particular focus on option pricing . The role involves close collaboration with traders, portfolio managers, and stakeholders to deliver cutting-edge quantitative solutions. Key Responsibilities : Design, implement, and enhance Government Bonds, rates models , including option pricing models . Provide real-time support to the trading desk … tools and models using C++, VBA Excel, Python for production-grade systems. Work closely with traders and portfolio managers to optimize strategies and provide quantitative insights. Ensure models meet rigorous validation and compliance … standards. Collaborate with cross-functional teams to enhance the analytics platform. Key Requirements : Proven experience (6+ years) as a Front Office Fixed Income QuantDeveloper . In-depth knowledge of rates products, government bonds & loans . Expertise in option pricing models and advanced mathematical modeling techniques. Strong programming More ❯
We have a current opportunity for a Linear Rates QuantDeveloper on a permanent basis. The position will be based in London. For further information about this position please apply. Key contributor to new e-trading platform buildout effort, leading the implementation of pricing and curve construction analytics More ❯
Reference ID: 8670 Budget: £170,000 Java - QuantDeveloper - etrading - Fixed Income A Java QuantDeveloper with experience in electronic/algo Trading, is required by a leading investment bank based in London. This is a Permanent role based in the City offering a starting base More ❯
Junior QuantDeveloper – Multi-Strategy Systematic Trading Location - London (or NYC) A leading investment firm specialising in multi-strategy systematic trading is seeking a Junior QuantDeveloper 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 QuantDeveloper (0–4 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 More ❯
london, south east england, United Kingdom Hybrid / WFH Options
Radley James
Junior QuantDeveloper – Multi-Strategy Systematic Trading Location - London (or NYC) A leading investment firm specialising in multi-strategy systematic trading is seeking a Junior QuantDeveloper 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 QuantDeveloper (0–4 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 More ❯
KDB+ Data Engineer with around 5+ years of post-graduate experience sought to join a market-leading Quantitative Hedge Fund. You will join a 5-strong Data Engineering team covering the ingestion, storage, transformation and distribution of tick, timeseries, reference and alternative datasets. The technology stack is similarly varied … and are renowned for their friendly, supportive and collegiate culture, with an enviably low staff turnover. Requirements 5+ years working as a KDB developer with proficiency in Python and SQL and familiarity with relational and time-series databases. Experience implementing data pipelines, ideally from major financial market data … opportunity for a KDB+ Developer/Data Engineer with around 5+ years of post-graduate experience sought to join a market-leading Quantitative Hedge Fund. More ❯
london, south east england, United Kingdom Hybrid / WFH Options
Winston Fox
KDB+ Data Engineer with around 5+ years of post-graduate experience sought to join a market-leading Quantitative Hedge Fund. You will join a 5-strong Data Engineering team covering the ingestion, storage, transformation and distribution of tick, timeseries, reference and alternative datasets. The technology stack is similarly varied … and are renowned for their friendly, supportive and collegiate culture, with an enviably low staff turnover. Requirements 5+ years working as a KDB developer with proficiency in Python and SQL and familiarity with relational and time-series databases. Experience implementing data pipelines, ideally from major financial market data … opportunity for a KDB+ Developer/Data Engineer with around 5+ years of post-graduate experience sought to join a market-leading Quantitative Hedge Fund. More ❯
Job Opportunity: Linear Rates QuantDeveloper We have a current opportunity for a Linear Rates QuantDeveloper on a permanent basis. The position will be based in London. For further information about this position, please apply. Key Responsibilities: Contribute to the buildout of a new e More ❯
Job Title : Frontend Developer (React) - Elite Quant Fund (up to £140K + Bonus + Hybrid) Client : Elite Quant Fund Salary : Up to £140,000 + performance-based bonuses Location : London/Hybrid Roles and Responsibilities : We are partnering closely with an Elite Quant Fund who are looking for … an experienced Frontend Developer (React) to enhance the user experience on their sophisticated research and trading platforms. As a Frontend Developer (React), you will use React and Typescript to develop fully-fledged applications facilitating real-time data access, and support the exploration of large volumes of … tier infrastructure teams in the financial sector. Key Requirements : Degree in Computer Science or STEM based subjects. Strong programming skills as a Frontend Developer (React) . Python is a bonus. 4+ years of work experience in a relevant role such as software or quant development or technology. Proficiency More ❯
london, south east england, united kingdom Hybrid / WFH Options
Hunter Bond
Job Title : Frontend Developer (React) - Elite Quant Fund (up to £140K + Bonus + Hybrid) Client : Elite Quant Fund Salary : Up to £140,000 + performance-based bonuses Location : London/Hybrid Roles and Responsibilities : We are partnering closely with an Elite Quant Fund who are looking for … an experienced Frontend Developer (React) to enhance the user experience on their sophisticated research and trading platforms. As a Frontend Developer (React), you will use React and Typescript to develop fully-fledged applications facilitating real-time data access, and support the exploration of large volumes of … tier infrastructure teams in the financial sector. Key Requirements : Degree in Computer Science or STEM based subjects. Strong programming skills as a Frontend Developer (React) . Python is a bonus. 4+ years of work experience in a relevant role such as software or quant development or technology. Proficiency More ❯
KDB+/Q (Quant) Developer – Global Hedge Fund Powerhouse 📍 Location: London (Hybrid) 💷 Salary: Up to £200,000 + Bonus + Premium Benefits 🧑💻 Experience: 1+ Year 🏢 Client: World-Leading Hedge Fund 🚨 The Opportunity Join one of the most elite hedge funds on the planet as a KDB+/Q … Quant) Developer, contributing to the buildout of a cutting-edge research and analytics platform. This is your chance to engineer high-performance systems that handle vast volumes of real-time data — powering world-class trading strategies across global markets. You’ll work hand-in-hand with Quant Researchers More ❯
london, south east england, united kingdom Hybrid / WFH Options
Hunter Bond
KDB+/Q (Quant) Developer – Global Hedge Fund Powerhouse 📍 Location: London (Hybrid) 💷 Salary: Up to £200,000 + Bonus + Premium Benefits 🧑💻 Experience: 1+ Year 🏢 Client: World-Leading Hedge Fund 🚨 The Opportunity Join one of the most elite hedge funds on the planet as a KDB+/Q … Quant) Developer, contributing to the buildout of a cutting-edge research and analytics platform. This is your chance to engineer high-performance systems that handle vast volumes of real-time data — powering world-class trading strategies across global markets. You’ll work hand-in-hand with Quant Researchers More ❯