Founding Software Engineer

London preferred, open to strong candidates across the UK

We’re working with an early-stage fintech startup building a next-generation platform for professional investors, covering portfolio risk analytics, scenario modelling, and an AI-driven research layer that sits on top of a genuinely massive financial dataset. The company is already live with paying fund clients and closing in on a seed round.

They’re hiring two Founding Engineers to join at the ground floor. This isn’t a “join a team” role, it’s ownership of entire systems: from the underlying math and data pipelines through to the APIs and the interfaces that traders and analysts actually use.

What you’ll be doing

• Building and owning risk models, backtesting infrastructure, and scenario/stress-testing tools
• Working with large-scale, point-in-time financial datasets at serious volume
• Shaping the data and strategy layer that powers an AI research assistant for professional investors
• Making real architectural calls in a small, fast-moving team

What we’re looking for

• Strong Python and production-grade data engineering experience
• C++ or Rust is a bonus, not a requirement
• Background in a fund, bank or risk environment (or comparable exposure to serious financial datasets)
• A working understanding of portfolio risk, backtesting, or systematic strategy concepts, gained through real projects rather than just interest
• C++ or Rust is a bonus, not a requirement
• Exceptional recent graduates with strong relevant internships (e.g. at top quant funds) will also be considered
• Comfortable with ambiguity and genuine ownership in an early-stage environment

Process:

Python-based technical exercise focused on working with large datasets, followed by a conversation with the founders.

Get in touch if this sounds like you, or if you know someone who fits.

• Strong Python and production-grade data engineering experience
• C++ or Rust is a bonus, not a requirement
• Background in a fund, bank or risk environment (or comparable exposure to serious financial datasets)
• A working understanding of portfolio risk, backtesting, or systematic strategy concepts, gained through real projects rather than just interest
• C++ or Rust is a bonus, not a requirement
• Exceptional recent graduates with strong relevant internships (e.g. at top quant funds) will also be considered
• Comfortable with ambiguity and genuine ownership in an early-stage environment