Quant Developer / Data Scientist

Marlin Selection Ltd; Greater London; Hybrid; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Performance-based bonus

Job summary

Marlin Selection Ltd. seeks a Quant Developer/Data Scientist to join its front‑office teams and scale research and trading infrastructure. The role involves hands‑on development, quantitative research, and solving complex data challenges in a fast‑paced environment.

You will build high‑performance C++ and Python components, work with Portfolio Managers and Quants, and design scalable Linux architectures for large datasets and backtesting environments.

Qualifications

• 2–5 years of quant development, data science, or research engineering experience.
• Strong programming in C++ and Python.
• Experience in Linux environments and performance optimization.
• Degree in a technical STEM field.
• Ability to work closely with front‑office teams.

Responsibilities

• Develop and optimise quantitative research frameworks, signal-generation pipelines and analytics tools.
• Translate research ideas into production-grade models and code with PMs and Quants.
• Build and maintain high-performance C++ and Python components for modelling, simulation and live trading.
• Design scalable Linux-based data and compute architectures and process large datasets.
• Support robust backtesting environments ensuring accuracy and reproducibility.
• Collaborate with investment teams to enhance portfolio construction and execution logic.
• Contribute to the technology and research roadmap with opportunities for optimisation.

Skills

C++

Python

Linux

Software architecture

Education

Bachelor's degree in a technical field

Tools

Git

CI/CD

Job description

Location: Flexible (Major Financial Hubs)
Experience: 2–5 Years
Compensation: Competitive + Performance‑Based Bonus

A leading asset management firm is seeking a highly talented Quant Developer / Data Scientist to join its systematic and discretionary investment teams. This is a front‑office, high‑impact role working directly with Portfolio Managers and Quant Researchers to design, implement, and scale the next generation of research and trading infrastructure.

This opportunity is ideal for someone who loves hands‑on development, quantitative research, and solving complex data challenges in a fast‑paced, intellectually rigorous environment.

Key Responsibilities

• Develop and optimise quantitative research frameworks, signal‑generation pipelines, and analytics tools.
• Work closely with PMs and Quants to translate research ideas into production‑grade models and code.
• Build and maintain high‑performance C++ and Python components used for modelling, simulation, and live trading.
• Design scalable Linux‑based data and compute architectures, including feature engineering and large dataset processing.
• Support the creation of robust backtesting environments, ensuring accuracy, reproducibility, and efficiency.
• Collaborate with investment teams to enhance portfolio construction, execution logic, and model robustness.
• Contribute to the broader technology and research roadmap, identifying opportunities for optimisation and innovation.

Required Skills & Experience

• 2–5 years experience as a Quant Developer, Data Scientist, or Research Engineer within a trading, hedge‑fund, or asset‑management environment.
• Strong programming skills in:
  • C++ (performance‑critical research and execution components)
  • Python (research, data processing, statistical modelling)
• Solid experience working in Linux environments, including scripting, debugging, and performance optimisation.
• Understanding of software architecture and experience contributing to scalable, modular research or trading systems.
• Strong quantitative background with a degree in a highly technical field (Computer Science, Mathematics, Physics, Engineering, Statistics, or related STEM discipline).
• Excellent problem‑solving skills and the ability to work closely with front‑office teams.

Bonus / Preferred Skills

• Knowledge of Japanese equity or derivatives markets (microstructure, trading conventions, data nuances).
• Experience with time‑series modelling, market‑microstructure research, or alpha‑signal development.
• Familiarity with cloud compute environments, distributed frameworks, or containerised research infrastructure.
• Experience with CI/CD, Git, workflow automation, and best‑practice engineering processes.

What We’re Looking For

Someone who is:

• Curious, analytical, and proactive.
• Excited by the challenge of building research and trading infrastructure from the ground up.
• Comfortable taking ownership, contributing ideas, and working directly with investment decision‑makers.
• Motivated to work in a performance‑driven, collaborative buy‑side environment.