Quantitative Developer - Trading Strategies

JR United Kingdom; Kingston upon Hull; On-site; GBP 60,000 - 100,000; Full time

Job summary

A leading Hedge Fund in London seeks a Quantitative Developer to enhance research frameworks and develop trading strategies. The successful candidate will collaborate closely with traders and quantitative researchers, implementing models to improve execution performance and profitability in a competitive market.

Qualifications

• Proven experience in quantitative development within a hedge fund or investment bank.
• Strong experience with C++ and Python.
• Familiarity with financial markets and trading concepts.

Responsibilities

• Implement trading strategies and execution performance across various asset classes.
• Collaborate with traders and quantitative researchers to identify areas for improvement.
• Provide quantitative development support to traders and portfolio managers.

Skills

C++

Python

Statistical Models

Financial Markets Knowledge

Data Analysis

Job description

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Quantitative Developer - Trading Strategies, Kingston upon Hull, East Yorkshire

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Client:

Location:

Kingston upon Hull, East Yorkshire, 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 firm's team integrates innovative technology and trading strategies, utilizing a sophisticated research platform and development environment to realize consistent trading alphas. An extremely talented and motivated individual is sought after to collaborate with a team competitive in the global financial markets.

As a Quantitative Developer, you will play a crucial role in enhancing their research framework and developing trading strategies across all assets, enabling traders to optimize execution performance and minimize costs. You will work closely with traders, PMS, and stakeholders in the quantitative research team to develop sophisticated tools and analytics that provide actionable insights to improve 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 support to traders and portfolio managers on all front office technology matters.

Qualifications:

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

Please apply now for an excellent opportunity with an elite fund that offers significant growth opportunities.