Quantitative Developer - Trading Strategies

JR United Kingdom; Dartford; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading Hedge Fund in London is seeking a talented Quantitative Developer to enhance their trading technologies team. This role involves collaborating with traders to develop advanced analytics tools and improve trading execution. Successful candidates will have strong programming skills in C++ and Python and experience in quantitative roles within the finance sector.

Qualifications

• Experience in quantitative development within hedge funds or investment banks.
• Familiarity with trading concepts and financial markets.
• Strong programming experience in C++ and Python.
• Experience handling large datasets.

Responsibilities

• Implement trading strategies and execution performance across asset classes.
• Develop statistical models and collaborate with trading teams.
• Support front office technology queries for traders and portfolio managers.

Skills

Quantitative Development

Financial Markets

C++

Python

Statistical Models

Large Datasets

Job description

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Client:

Location:

dartford, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

3

Posted:

06.06.2025

Expiry Date:

21.07.2025

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Job Description:

A leading Hedge Fund based in London is seeking a Quantitative Developer to join their trading technologies team. The firms team integrates innovative technology and trading strategies, while utilizing a sophisticated research platform and development environment to realize consistent trading alphas. An extremely talented and motivated individual is sought after, in order to collaborate with a team that is competitive in the global financial markets.

As a Quantitative Developer you will play a crucial role in enhancing their research framework and trading strategies development across all assets, enabling their traders to optimize execution performance and minimize costs. You will collaborate closely with the traders, PMS, and stakeholders in the quantitative research team to develop sophisticated tools and analytics that provide actionable insights into improving PnL.

Responsibilities:

• Implement trading strategies and execution performance across various asset classes.
• Implement statistical models and algorithms,
• Collaborate with traders and quantitative researchers to identify areas for improvement.
• Provide quantitative development expertise and support to traders and portfolio managers on all front office technology related matters.

Qualifications:

• Proven experience in a quantitative development within a hedge fund or an investment bank.
• Familiarity with financial markets, trading concepts,
• Strong experience working with C++ and Python
• Experience working with large datasets and databases.

Please apply now for a excellent opportunity with an elite fund that have huge growth opportunities.