Quantitative Developer – Elite Trading Firm | London : C++, Python, KDB : £250k

Hunter Bond; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

Hunter Bond in London is seeking an exceptional Quantitative Developer to join a world‑class trading team. You will help build cutting‑edge trading systems, pushing the boundaries of speed, scale and performance in a high‑stakes environment.

You design, develop and optimize low‑latency infrastructure, collaborate with quants and traders, and implement models using C++, Python and KDB/q to deliver robust, scalable analytics and data pipelines.

Qualifications

• Strong programming expertise in C++, with solid Python skills.
• Hands-on experience with KDB/q in a high-performance or financial setting.
• A background in quant trading, systematic strategies, or real-time data systems.
• An analytical, problem-solving mindset with the drive to innovate at scale.
• Collaborate with elite technologists and quantitative researchers.
• Work at the forefront of systematic and algorithmic trading.
• Competitive compensation, merit-based progression, and a culture of excellence.
• Opportunity to make a direct impact on high-value trading decisions.

Responsibilities

• Design, develop, and optimize low-latency trading infrastructure.
• Collaborate closely with quants, traders, and researchers to implement and improve models.
• Engineer scalable data pipelines and analytics tools using KDB/q.
• Deliver clean, performant code in C++ and Python, ensuring robustness in a mission-critical environment.

Skills

C++

Python

Tools

KDB/q

Job description

We are seeking an exceptional Quantitative Developer to join a world-class trading team in London. This is a unique opportunity to work alongside some of the brightest minds in quantitative finance, building cutting-edge trading systems and pushing the boundaries of speed, scale, and performance.

What you'll do:

• Design, develop, and optimize low-latency trading infrastructure.
• Collaborate closely with quants, traders, and researchers to implement and improve models.
• Engineer scalable data pipelines and analytics tools using KDB/q.
• Deliver clean, performant code in C++ and Python, ensuring robustness in a mission-critical environment.

What we're looking for:

• Strong programming expertise in C++, with solid Python skills.
• Hands-on experience with KDB/q in a high-performance or financial setting.
• A background in quant trading, systematic strategies, or real-time data systems.
• An analytical, problem-solving mindset with the drive to innovate at scale.
• Collaborate with elite technologists and quantitative researchers.
• Work at the forefront of systematic and algorithmic trading.
• Competitive compensation, merit-based progression, and a culture of excellence.
• Opportunity to make a direct impact on high-value trading decisions.