Quantitative Developer - Trading Strategies

JR United Kingdom; Telford; On-site; GBP 50,000 - 90,000; Full time

Job summary

A leading Hedge Fund in London is seeking a Quantitative Developer to enhance their trading technologies team. This role involves developing trading strategies and statistical models, ensuring optimal execution performance and cost efficiency, collaborating with traders and researchers for actionable insights in financial markets. A strong background in C++ and Python is essential for success in this position.

Qualifications

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

Responsibilities

• Implement trading strategies and execution performance improvements across various asset classes.
• Develop statistical models and algorithms.
• Collaborate with traders and quantitative researchers to identify improvement areas.

Skills

C++

Python

Statistical modeling

Data analysis

Job description

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Client:

Location:

telford, 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 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 for improving PnL.

Responsibilities:

• Implement trading strategies and execution performance improvements across various asset classes.
• Develop statistical models and algorithms.
• Collaborate with traders and quantitative researchers to identify improvement areas.
• Provide quantitative development support to traders and portfolio managers on 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 offering significant growth potential.