We have partnered with a research-led hedge fund where scientific rigour, experimentation, and evidence-based decision-making sit at the heart of the business. Headquartered in London, they operate at the intersection of systematic trading, machine learning, large-scale distributed compute, and performance engineering.

Despite C# and Python being their core stack, the firm is deliberately language-agnostic, prioritising deep systems understanding, strong programming fundamentals and problem-solving over any particular stack.

They are looking for a Quantitative Developer to partner with Quant Researchers and solve some of the most challenging real-world problems in the industry, spanning high-frequency signal research, global market impact, and trading-driven price formation. The dedicated engineering function was formally established earlier this year, meaning the team is in a genuine build phase with significant opportunity to influence architect...