Quantitative Developer
A boutique, high-performance hedge fund in London is seeking a Quant Developer to join a small, elite team building the next generation of systematic trading strategies and research infrastructure. This is a role for someone who wants ownership, visibility, and the ability to directly influence PnL.
You’ll work in a highly collaborative environment, spending one or two days per week in the London office with the portfolio managers and researchers, and the rest of the week working remotely.
The Role You will design, build, and optimise the fund’s quantitative research and trading systems. This includes everything from data ingestion and modelling pipelines to execution tooling and performance analytics.
You’ll work closely with quants, traders, and the CTO to deliver clean, robust, production-ready code that directly supports live trading.
Key Responsibilities • Develop and maintain quant research infrastructure, backtesting frameworks, and simulation tools
- Build data pipelines for market, alternative, and proprietary datasets
- Implement and optimise systematic trading models in collaboration with researchers
- Improve execution workflows, latency, and reliability
- Contribute to architecture decisions across the full stack of quant systems
- Ensure code quality, testing, and production stability in a live trading environment
- Experience building tools for quant research, systematic strategies, or data-driven trading
- Solid understanding of data structures, algorithms, and software engineering best practices
- Familiarity with market data, time-series analysis, or trading system design
- Ability to work independently while collaborating closely with a small, high-calibre team
- Comfortable with a hybrid setup: 1–2 days per week in the London office
- Exposure to equities, futures, FX, or multi-asset systematic strategies
- Knowledge of portfolio construction, risk modelling, or signal research
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