Quantitative Developer - Trading Strategies

JR United Kingdom; Nottingham; On-site; GBP 50,000 - 80,000; Full time

Job summary

A leading Hedge Fund based in London is seeking a Quantitative Developer to join their trading technologies team in Nottingham. This role involves enhancing trading strategies and research frameworks to improve execution performance and minimize costs. Ideal candidates will possess strong programming skills in C++ and Python and have experience in quantitative development within financial markets.

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.

Responsibilities

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

Skills

Quantitative development

C++

Python

Statistical modeling

Financial markets knowledge

Job description

Social network you want to login/join with:

Quantitative Developer - Trading Strategies, Nottingham

Client:

Location: Nottingham, United Kingdom

Job Category: Other

EU work permit required: Yes

Job Views:

4

Posted:

06.06.2025

Expiry Date:

21.07.2025

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 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 trading strategies across all assets, enabling traders to optimize execution performance and minimize costs. You will collaborate 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 improvements 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 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 huge growth prospects.