london, south east england, united kingdom Hybrid / WFH Options
Harrington Starr
Lead Quant Developer – Prague, Czech Republic - 1 year working with team in Prague, then option to work remotely afterwards. 4–5 years’ experience | High Compensation | Relocation Costs Covered Join a leading systematic trading firm with a strong presence across equities More ❯
A career at Lombard Odier means working for a renowned global wealth and asset manager, with a strong focus on sustainable investing. An innovative bank of choice for private and institutional clients, our independently owned Firm is one of the More ❯
will develop Python-based components that integrate with the firm’s primary Java trading system. You will streamline and enhance the quant research workflow particularly around signal generation and backtesting, ensuring efficient collaboration between the research group and the core development team, and reducing duplicated effort. Key Responsibilities Design and build robust Python tools and frameworks to support quantitative research … and production trading. Develop interfaces and integration points between Python research environments and Java-based trading systems. Improve research workflows and backtesting infrastructure to accelerate strategy iteration. Work closely with quants, researchers, and developers to understand requirements and deliver scalable solutions. Required Skills & Experience Strong background in quantitative development, ideally within a research environment. Prior experience in a Hedge Fund … quant systems from scratch . Expert proficiency in production level Python, including NumPy and Pandas. Experience with API development and integration. Knowledge of data pipelines, market data processing, and backtesting workflows. Solid understanding of derivatives, including futures, options, swaps, and forwards. Experience with system-level architecture and scalable software design. Java experience is a plus (the core system is Java More ❯
Overview Flowdesk's mission is to build a global financial institution for digital assets, one designed from the ground up for market integrity and efficiency. To achieve this in a rapidly evolving market, we apply a disciplined, first-principles approach More ❯
As a Research Developer, you will play a critical role in transforming quantitative models into scalable, high-performance trading applications. You’ll optimise research workflows, enhance back testing frameworks, and develop robust execution strategies that operate in real-time markets. More ❯
Summary Our client is a leading tech-driven quant and systematic hedge fund trading with offices across the globe. They leverage deep knowledge in data, research, technology and trading to deliver high-quality returns. This opportunity offers a dynamic and More ❯
World-leading hedge fund looking for experienced Python and C++ Quant Developers to join their new systematic arm in London. Exciting opportunity to join an elite team working to build out and enhance their cutting-edge quantitative trading platform. You More ❯
The Quant Trading team is responsible for trading and managing risks associated with different crypto products, including spots and derivatives. The team develops and implements trading strategies in fast-paced and complex trading environments. Job Responsibilities Conduct pricing/execution More ❯
specialist and multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield centralised 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 Firm, managing around $5BN and with a focus on Scientific … solutions, addressing complex business needs. Primarily, you will be charged with delivering and maintaining critical components of the investment infrastructure, including the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks which will be a key tool for the Investment teams. Essential Skills & Experience: Excellent Python skills, as per 5+ years of professional experience in a technically and/or … deployment and scaling. Preferred Skills & Experience: Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and Systematic Trading 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 More ❯
specialist and multi-award-winning Systematic Hedge Fund in a brand-new Core team designing and implementing a greenfield centralised 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 Firm, managing around $5BN and with a focus on Scientific … solutions, addressing complex business needs. Primarily, you will be charged with delivering and maintaining critical components of the investment infrastructure, including the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks which will be a key tool for the Investment teams. Essential Skills & Experience: Excellent Python skills, as per 5+ years of professional experience in a technically and/or … deployment and scaling. Preferred Skills & Experience: Quantitative Finance experience and knowledge strongly preferred, most especially to include a deep understanding of Futures and Systematic Trading 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 More ❯
Discover your future at Citi Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the More ❯
london, south east england, united kingdom Hybrid / WFH Options
Harrington Starr
Junior Quantitative Developer – Prague, Czech Republic - 1 year working with team in Prague, then option to work remotely afterwards. 1–3 years’ experience | Competitive Compensation | Relocation Support Available Join a leading systematic trading firm with a strong presence in equities More ❯
london (city of london), south east england, united kingdom Hybrid / WFH Options
Harrington Starr
Junior Quantitative Developer – Prague, Czech Republic - 1 year working with team in Prague, then option to work remotely afterwards. 1–3 years’ experience | Competitive Compensation | Relocation Support Available Join a leading systematic trading firm with a strong presence in equities More ❯
City of London, London, United Kingdom Hybrid / WFH Options
Harrington Starr
Junior Quantitative Developer – Prague, Czech Republic - 1 year working with team in Prague, then option to work remotely afterwards. 1–3 years’ experience | Competitive Compensation | Relocation Support Available Join a leading systematic trading firm with a strong presence in equities More ❯
Junior Quantitative Developer – Prague, Czech Republic - 1 year working with team in Prague, then option to work remotely afterwards. 1–3 years’ experience | Competitive Compensation | Relocation Support Available Join a leading systematic trading firm with a strong presence in equities More ❯
About the Role: We are seeking a highly skilled Algo Engineer to design, develop, and optimize algorithmic trading strategies for a Commodities trading team at a leading quant fund. You will collaborate closely with portfolio managers, traders, researchers, and data More ❯
Junior Quantitative Developer Prague, Czech Republic - 1 year working with team in Prague, then option to work remotely afterwards. 1 3 years experience Competitive Compensation Relocation Support Available Join a leading systematic trading firm with a strong presence in equities More ❯
Salary: up to £600k total comp Job description: Client: This premier investment firm undertake rigorous research and deploy systematic, computer-driven trading strategies across multiple liquid asset classes. Technology is central to their success. Systematic macro trading within equities, FX More ❯
Salary: Up to £200k + bonus Summary Lively, positive spirit of a start-up, with the stability of a longer-established player, this leading quant firm is looking for a dynamic quant developer skilled in Python development to join one More ❯
join a specialist London Headquartered Quantitative Hedge Fund. You will join as a more junior member, as part of a small team designing and implementing a central platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio … and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks, to be used by diverse Investment teams as part of their daily work. The target architecture will be written in pure Python, with SQL RDBMS, a Dockerised On-Prem More ❯
join a specialist London Headquartered Quantitative Hedge Fund. You will join as a more junior member, as part of a small team designing and implementing a central platform for Backtesting, Pricing, Risk and Performance, to be used across all Funds and Investment teams. Finance experience is not an essential criterion. This new, core team collaborate with Quantitative Researchers and Portfolio … and implement scalable solutions, addressing complex business needs, in particular delivering and maintaining critical components of the Investment Infrastructure, such as the Data Interface Layer, Central Risk Calculations, and Backtesting Frameworks, to be used by diverse Investment teams as part of their daily work. The target architecture will be written in pure Python, with SQL RDBMS, a Dockerised On-Prem More ❯
Salary: £200k base + bonus Summary Lively, positive spirit of a start-up, with the stability of a longer-established player, this leading quant firm is looking for a skilled C/C++ Developer. You will join a growing quant More ❯
This firm established a global footprint with the launch of their London office in 2009. With every passing year, the office has steadily grown with exceptional talent and has rooted itself as the hub for managing its European trading. The More ❯
Salary: up to £200k + bonus Summary Leading global quant firm looking for a talented engineer with experience in modern C++ to join the quantitative sports trading team. Despite serving as the hub for managing the substantial operations across the More ❯
Lead Quant Developer Prague, Czech Republic - 1 year working with team in Prague, then option to work remotely afterwards. 45 years experience High Compensation Relocation Costs Covered Were looking for a hands-on Python Quant Developer to lead and expand More ❯
