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Quantitative Developer | Systematic Research

JR United Kingdom

London

On-site

GBP 60,000 - 100,000

Full time

18 days ago

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Job summary

An established industry player is seeking a Quantitative Developer to enhance its Research Engineering function. This role is pivotal in building and owning the infrastructure that drives alpha generation, working closely with quantitative researchers and portfolio managers. You will engineer high-performance research tools using Python and C++, design systems for massive data ingestion, and collaborate on productionizing models, including machine learning pipelines. If you thrive in a fast-paced, high-impact environment and possess a strong engineering mindset, this opportunity could be your next career step.

Qualifications

  • 5+ years in systematic trading or quant research environment.
  • Fluency in Python and/or C++, with strong engineering mindset.

Responsibilities

  • Engineering research tools in Python and C++, built for scale and speed.
  • Designing systems for massive data ingestion and backtesting.

Skills

Python
C++
Distributed Systems
Data Pipelines
Machine Learning Tooling
Feature Engineering

Education

5+ years in systematic trading or quant research environment

Tools

HPC

Job description

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Quantitative Developer | Systematic Research, London
Client:

NJF Global Holdings Ltd

Location:

London, United Kingdom

Job Category:

Other

EU work permit required:

Yes

Job Views:

4

Posted:

24.04.2025

Expiry Date:

08.06.2025

Job Description:

Quantitative Developer | Systematic Research

A high-performing global quant fund is scaling its Research Engineering function — and we're looking for a Quantitative Developer who's already familiar with the demands of a hedge fund or trading environment.

You'll be embedded directly in the research process, working shoulder-to-shoulder with quants and PMs, building and owning the infra that powers alpha generation.

What You’ll Actually Be Doing
  • Engineering research tools in Python and C++, built for scale and speed
  • Designing systems to handle massive data ingestion, feature engineering, and backtesting
  • Collaborating directly with researchers to productionize models — from linear regressions to machine learning pipelines
  • Leveraging HPC and distributed compute to run smarter, faster, and bigger
  • Driving technical strategy while still writing clean, high-impact code
What You’ll Need to Bring
  • 5+ years in a systematic trading or quant research environment
  • Fluency in Python and/or C++, with a strong engineering mindset
  • Hands-on with distributed systems, data pipelines, or ML tooling
  • Ability to partner with researchers without translation layers
  • Comfortable with ownership, ambiguity, and pace
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