Quantitative Developer

Our client, a leading proprietary trading firm, is hiring a Quantitative Developer to take ownership of the entire journey from research to live production. The role sits between research and engineering, with fast feedback loops from first idea to live trading. You’ll build the systems that turn quantitative ideas into measurable edge, and see directly how your work drives results.What You’ll Do:Build and maintain systems bridging research and production, enabling fast iteration from concept to deploymentDevelop realistic simulation and backtesting infrastructure that captures latency, market microstructure and real-world constraintsDefine, calculate and manage features across instruments, market regimes and time horizonsOwn feature and signal pipelines, keeping delivery clean and consistent from research through to executionHelp optimize strategies, weighing expected performance against practical constraintsTroubleshoot issues end-to-end across research and executionWhat You’ll Bring:3–7 years in quantitative software development, ideally at a trading firm or systematic fundStrong production Python, including data analysis tools (pandas, polars or similar)Solid foundation in probability, statistics and time series analysis; familiarity with back-testing and simulation frameworksGood understanding of ML as applied to systematic strategies, from research to productionLow-latency systems experience is a plusComfortable working across both research and engineering teams