Quantitative Developer

• Experienced with algorithms, data structures, and architecture.
• Deeply proficient with performance, distributed systems, concurrency, and large-scale computing.
• A clear communicator who collaborates and builds strong relationships across the business.

We have partnered with a research-led hedge fund where scientific rigour, experimentation, and evidence-based decision-making sit at the heart of the business. Headquartered in London, they operate at the intersection of systematic trading, machine learning, large-scale distributed compute, and performance engineering.

Despite C# and Python being their core stack, the firm is deliberately language-agnostic, prioritising deep systems understanding, strong programming fundamentals and problem-solving over any particular stack.

They are looking for a Quantitative Developer to partner with Quant Researchers and solve some of the most challenging real-world problems in the industry, spanning high-frequency signal research, global market impact, and trading-driven price formation. The dedicated engineering function was formally established earlier this year, meaning the team is in a genuine build phase with significant opportunity to influence architecture, tooling, standards, and platform direction.

What You Will Do

• Develop the trading, modelling and simulation platforms underpinning sophisticated quantitative research and investment strategies.
• Scale cutting-edge machine learning workloads across large distributed compute environments.
• Optimise mission-critical, low-latency infrastructure where performance and reliability are paramount.
• Own the full lifecycle of solutions, from early-stage research and experimentation through to production deployment and ongoing optimisation.