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 will work directly alongside senior PMs, quants and engineers gaining invaluable knowledge and experience across all major financial markets. Requirements: 3+ years professional experience with modern … Python or C++ (C++ 17 or later preferred) Bachelor's in Mathematics, Computer Science or other quantitative field Deep-level knowledge of development on Linux Knowledge of SQL Experience developing back-testing, simulation, and trading systems is a plus Finance industry experience preferred Rewards and Incentives Market-leading salary + lucrative bonus Opportunities to learn and develop new skills More ❯
Our client is a leading market making, high frequency trading, and multi-stage Web3 venture investment firm. They are now looking for a Senior and a Junior Rust Developer to be based in London. As a Rust Developer, you will: Maintain and improve our peripheral applications, as well as user interfaces, with the latest Rust and More ❯
Our client is a leading market making, high frequency trading, and multi-stage Web3 venture investment firm. They are now looking for a Senior and a Junior Rust Developer to be based in London. As a Rust Developer, you will: Maintain and improve our peripheral applications, as well as user interfaces, with the latest Rust and More ❯
Our client is a leading market making, high frequency trading, and multi-stage Web3 venture investment firm. They are now looking for a Senior and a Junior Rust Developer to be based in London. As a Rust Developer, you will: Maintain and improve our peripheral applications, as well as user interfaces, with the latest Rust and More ❯
Our client is a leading market making, high frequency trading, and multi-stage Web3 venture investment firm. They are now looking for a Senior and a Junior Rust Developer to be based in London. As a Rust Developer, you will: Maintain and improve our peripheral applications, as well as user interfaces, with the latest Rust and More ❯
london (city of london), south east england, united kingdom
AAA Global
Our client is a leading market making, high frequency trading, and multi-stage Web3 venture investment firm. They are now looking for a Senior and a Junior Rust Developer to be based in London. As a Rust Developer, you will: Maintain and improve our peripheral applications, as well as user interfaces, with the latest Rust and More ❯
early stage, high impact role where you'll get to design the architecture, not inherit it. What You'll Build Real time trading systems and model infrastructure in C++ Quantitative models that extract signal from complex commodities and derivatives data End-to-end ownership: data pipelines, modeling, execution, optimization The foundations of a next generation systematic trading platform You More ❯
early stage, high impact role where you'll get to design the architecture, not inherit it. What You'll Build Real time trading systems and model infrastructure in C++ Quantitative models that extract signal from complex commodities and derivatives data End-to-end ownership: data pipelines, modeling, execution, optimization The foundations of a next generation systematic trading platform You More ❯
early stage, high impact role where you'll get to design the architecture, not inherit it. What You'll Build Real time trading systems and model infrastructure in C++ Quantitative models that extract signal from complex commodities and derivatives data End-to-end ownership: data pipelines, modeling, execution, optimization The foundations of a next generation systematic trading platform You More ❯
early stage, high impact role where you'll get to design the architecture, not inherit it. What You'll Build Real time trading systems and model infrastructure in C++ Quantitative models that extract signal from complex commodities and derivatives data End-to-end ownership: data pipelines, modeling, execution, optimization The foundations of a next generation systematic trading platform You More ❯
london (city of london), south east england, united kingdom
Inference Search
early stage, high impact role where you'll get to design the architecture, not inherit it. What You'll Build Real time trading systems and model infrastructure in C++ Quantitative models that extract signal from complex commodities and derivatives data End-to-end ownership: data pipelines, modeling, execution, optimization The foundations of a next generation systematic trading platform You More ❯
About the Role We are seeking a senior Front Office Data and Analytics Engineer to join our Front Office technology team. In this role, you will work directly with the investment and trading teams to build, enhance, and support data More ❯
Description Join us, be part of more. We're so much more than an energy company. We're a family of brands revolutionising how we power the planet. We're energisers. One team of 21,000 colleagues that's energising More ❯
Join us as a Senior Quant Algo Developer at Barclays, supporting the Equity Flow Derivatives business, where you will help build our algorithmic volatility trading stack and market-facing analytics. In this role, you will work alongside traders, developers, quants, compliance, and risk teams to help manage risk and make a positive, significant impact on our revenue generation. … To be successful as a Senior Quant Algo Developer, you should have experience with: Algorithm development experience with low-latency modern C++ Experience with data engineering practices using KDB+/q Practical knowledge of volatility trading and market microstructure in equity derivatives Some other highly valued skills may include: Master's or PhD in STEM (math, statistics, or More ❯
London, South East, England, United Kingdom Hybrid / WFH Options
Client Server Ltd
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 you'll collaborate with a team of highly … good business acumen, keen to 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 Family friendly benefits that include … childcare as well as care 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 and continually learn. We're More ❯
Technical QuantDeveloper with deep Computer Science expertise applied to Python, SDLC tooling, Linux, Docker, and SQL sought to join a Boutique Quant 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 Managers to design 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 … Docker environments and SDLC tooling such as GitLab CI/CD would be extremely highly regarded. In return for your Computer Science and Engineer nous, full training on the Quantitative Finance, Hedge Funds and Systematic Investing will be provided. Essential Skills & Experience: Undergraduate degree in Computer Science, Computing, Software Engineering or similar with top grades from a reputable institution. More ❯
Technical QuantDeveloper with deep Computer Science expertise applied to Python, SDLC tooling, Linux, Docker, and SQL sought to join a Boutique Quant 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 Managers to design 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 … Docker environments and SDLC tooling such as GitLab CI/CD would be extremely highly regarded. In return for your Computer Science and Engineer nous, full training on the Quantitative Finance, Hedge Funds and Systematic Investing will be provided. Essential Skills & Experience: Undergraduate degree in Computer Science, Computing, Software Engineering or similar with top grades from a reputable institution. More ❯
Technical QuantDeveloper with deep Computer Science expertise applied to Python, SDLC tooling, Linux, Docker, and SQL sought to join a Boutique Quant 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 Managers to design 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 … Docker environments and SDLC tooling such as GitLab CI/CD would be extremely highly regarded. In return for your Computer Science and Engineer nous, full training on the Quantitative Finance, Hedge Funds and Systematic Investing will be provided. Essential Skills & Experience: Undergraduate degree in Computer Science, Computing, Software Engineering or similar with top grades from a reputable institution. More ❯
Technical QuantDeveloper with deep Computer Science expertise applied to Python, SDLC tooling, Linux, Docker, and SQL sought to join a Boutique Quant 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 Managers to design 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 … Docker environments and SDLC tooling such as GitLab CI/CD would be extremely highly regarded. In return for your Computer Science and Engineer nous, full training on the Quantitative Finance, Hedge Funds and Systematic Investing will be provided. Essential Skills & Experience: Undergraduate degree in Computer Science, Computing, Software Engineering or similar with top grades from a reputable institution. More ❯
london (city of london), south east england, united kingdom
Winston Fox
Technical QuantDeveloper with deep Computer Science expertise applied to Python, SDLC tooling, Linux, Docker, and SQL sought to join a Boutique Quant 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 Managers to design 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 … Docker environments and SDLC tooling such as GitLab CI/CD would be extremely highly regarded. In return for your Computer Science and Engineer nous, full training on the Quantitative Finance, Hedge Funds and Systematic Investing will be provided. Essential Skills & Experience: Undergraduate degree in Computer Science, Computing, Software Engineering or similar with top grades from a reputable institution. More ❯
Overview Join Barclays' QA Equity & Hybrid Products team as a QIS Platform Developer to support the next-generation Quantitative Investment Strategies (QIS) platform. Partnering with Trading, Structuring, Strats, and Technology, you will design and deliver high-performance, scalable tools, libraries, and frameworks that power innovative investment products, within a collaborative and intellectually demanding environment. This role is … Analytical mindset and excellent problem-solving skills. Strong communication and a collaborative approach. Desirable Skills Background in QIS or front-office quant environments. Experience in platform development and developer experience. Responsibilities - Purpose of the role To design, develop, and evolve trading, risk management and other platforms that facilitate trading and regulatory objectives within the investment banking domain. Accountabilities More ❯
City of London, London, 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 QuantDeveloperMore ❯
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 QuantDeveloperMore ❯
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 QuantDeveloperMore ❯
slough, 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 QuantDeveloperMore ❯