Founding Engineer (Quant Data Platform)

HartleyCo; Greater London; On-site; GBP 100,000 - 200,000; Full time

Benefits offered by this job

Equity

Job summary

HartleyCo in London is building an AI-native research and strategy platform for professional investors. They are hiring multiple founding engineers to shape the platform's foundations as the company moves from private beta to public launch.

As Founding Engineer you will design scalable data systems, own infrastructure and modelling logic, and tackle real-world data challenges such as vendor changes and bad feeds, with meaningful equity on offer.

Qualifications

• Experience designing and scaling large data systems.
• Background in trading or markets (hedge funds, brokers, exchanges).
• Exposure to quant work: backtesting, pricing, risk or execution.
• Experience at a major market data or portfolio/risk platform is a plus.

Responsibilities

• Design and scale data systems behind a platform for professional investors.
• Own both infrastructure and modelling logic from ingestion to backtesting tools.
• Ensure data quality, queryability and resilience against vendor changes and faulty feeds.

Skills

Large-scale data systems design

Finance/market data background

Quant/backtesting experience

Data infrastructure & modelling

Job description

Founding Engineer (Quant Data Platform) | London | £100K to £200K + meaningful equity

I'm working with an early-stage, fast-moving fintech building an AI-native research and strategy platform for professional investors. They've recently secured funding and are hiring multiple founding engineers to help shape what comes next.

The product is in private beta and already has paying fund customers, with a wider public launch on the horizon. You'd join at the point where the foundations you build will carry the whole company.

What you'll do

• Design and scale the data systems behind a platform handling years of market data across multiple asset classes
• Own both the infrastructure and the modelling logic that sit on top of it, from ingestion and validation through to research and backtesting tools
• Make sure data is clean, queryable and trustworthy, including the messy real-world cases like vendor changes, corporate actions and bad feeds

What they're looking for

• Real experience designing and scaling large data systems
• A background around trading or markets (hedge fund, market maker, brokerage, exchange, trading fintech or market data vendor)
• Exposure to quant work such as backtesting, pricing, risk or execution
• Experience at a major market data or portfolio and risk platform is a plus