Quant Developer / Data Scientist
Marlinselection
Charing Cross, United Kingdom
3 days ago
Role details
Contract type
Permanent contract Employment type
Full-time (> 32 hours) Working hours
Regular working hours Languages
English Experience level
IntermediateJob location
Charing Cross, United Kingdom
Tech stack
Algorithmic Trading
C++
Cloud Computing
Computer Programming
Continuous Integration
Software Debugging
Python
Linux System Administration
Performance Tuning
Software Architecture
Data Processing
Scripting (Bash/Python/Go/Ruby)
GIT
Information Technology
Job description
- Develop and optimise quantitative research frameworks, signal-generation pipelines, and analytics tools.
- Work closely with PMs and Quants to translate research ideas into production-grade models and code.
- Build and maintain high-performance C++ and Python components used for modelling, simulation, and live trading.
- Design scalable Linux-based data and compute architectures, including feature engineering and large dataset processing.
- Support the creation of robust backtesting environments, ensuring accuracy, reproducibility, and efficiency.
- Collaborate with investment teams to enhance portfolio construction, execution logic, and model robustness.
- Contribute to the broader technology and research roadmap, identifying opportunities for optimisation and innovation.
Requirements
- 2-5 years experience as a Quant Developer, Data Scientist, or Research Engineer within a trading, hedge-fund, or asset-management environment.
- Strong programming skills in:
- C++ (performance-critical research and execution components)
- Python (research, data processing, statistical modelling)
- Solid experience working in Linux environments, including scripting, debugging, and performance optimisation.
- Understanding of software architecture and experience contributing to scalable, modular research or trading systems.
- Strong quantitative background with a degree in a highly technical field (Computer Science, Mathematics, Physics, Engineering, Statistics, or related STEM discipline).
- Excellent problem-solving skills and the ability to work closely with front-office teams., * Knowledge of Japanese equity or derivatives markets (microstructure, trading conventions, data nuances).
- Experience with time-series modelling, market-microstructure research, or alpha-signal development.
- Familiarity with cloud compute environments, distributed frameworks, or containerised research infrastructure.
- Experience with CI/CD, Git, workflow automation, and best-practice engineering processes., Someone who is:
- Curious, analytical, and proactive.
- Excited by the challenge of building research and trading infrastructure from the ground up.
- Comfortable taking ownership, contributing ideas, and working directly with investment decision-makers.
- Motivated to work in a performance-driven, collaborative buy-side environment.
