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# Quant Software Engineer

- **Company:** Harrington Starr
- **Location:** Greater London, UK
- **Salary:** £120,000.0
- **Contract:** Permanent contract
- **Skills:** Artificial Intelligence, Algorithmic Trading, Big Data, Cloud Computing, Distributed Computing Environment, Python (Programming Language), Backtesting, Software Engineering, SQL Databases, Workflow Management Systems, Large Language Models, Kubernetes, Information Technology, Data Pipelines
- **Published:** September 10, 2026
- **Apply:** https://www.collegerecruiter.com/job/2859577042-quant-software-engineer

## About the Role

* Strong Python development skills
 * Experience with quantitative research and backtesting
 * Strong understanding of statistics and working with large datasets
 * Strong software engineering fundamentals
 * Experience building reusable research/data pipelines
 * Strong academic background in Computer Science, Mathematics, Statistics, Physics, Engineering or similar
 * Genuine interest in financial markets and quantitative investing
 * Ability to take ambiguous problems and independently determine how to solve them

Experience within a hedge fund, asset manager, prop trading or systematic investment environment is advantageous, as is exposure to cloud, Kubernetes, workflow orchestration, SQL, distributed data processing and AI/LLM tooling.

## Description

They're looking for a Quantitative Developer to join the founding team, sitting directly between quantitative research and software engineering. You'll work closely with senior researchers and investment professionals, taking ideas from initial hypothesis through research, backtesting and ultimately into production trading systems., * Building and maintaining large financial and alternative datasets

 * Developing reusable research pipelines and analytical tooling
 * Working on portfolio construction, position sizing and risk
 * Monitoring live signals and investigating performance
 * Using AI agents and LLMs within quantitative research and automation
 * Working directly with Quant Researchers, Portfolio Managers and the wider investment team


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