Hudson River Trading★4.5 (2)· London

You will work with macOS, Apple Business, MDM (Jamf, Workspace One, Intune), AutoPkg, Munki, Bash/Python, and enterprise networking. As an endpoint engineer on Hudson River Trading’s Enterprise Technology team, you will solve macOS challenges and improve user experience across the firm, which builds sophisticated computing environments for algorithmic trading.

Morningstar★3.9 (185)· London

Work with Python, R, MATLAB, SQL, statistical and machine learning techniques, and AI. Build thematic and smart beta indexes for Morningstar’s Indexes New Product Development team, covering the full lifecycle from ideation to launch.

C++ in Linux, templates, multi-threaded, low-latency, and distributed systems; bonus skills in Python, AWS, and WS/HTTP. You will evolve, improve, and maintain trading infrastructure—feeds, gateways, and strategies—for Jump Crypto, the crypto division of quantitative trading firm Jump Trading.

Work with Python/C++ and AI/Machine learning to build short-term equity alpha signals, using custom optimizers for intraday to multi-day holding periods. You will manage an independent sub-portfolio sleeve with direct PnL accountability on a global hedge fund’s alpha-driven platform.

You will build and maintain production-grade Python applications for ultra-low latency trading systems, working with Linux, SQL, and potentially Kafka, RabbitMQ, Docker, or Kubernetes. The role involves developing real-time market data services, risk platforms, and middle-office infrastructure for a stealth high-frequency prop trading firm.

Build predictive models and systematic trading strategies for equities using Python, C++, or equivalent. The role applies machine learning and statistical techniques to extract trading edge from large, complex datasets.

Senior Python engineer at a sports betting company uses Python 3.10+, C, Go, Linux, PostgreSQL, Snowflake, RabbitMQ, and Kafka. You will build and support systematic trading models alongside quantitative researchers and computer scientists. No team scope specified.

You will work with Python 3.10+, JavaScript/TypeScript, Go, RabbitMQ, Kafka, PostgreSQL, Redis, Linux, and observability tools. This role involves collaborating with quantitative researchers and engineers to build and support systematic trading models for a sports betting company.

Use Python (pandas, NumPy, SciPy, matplotlib/seaborn) and SQL with cloud-based data tools and large language models. Build predictive and statistical models to identify alpha signals from alternative data for a leading investment manager with a global presence.

BBVA★4.1 (7.8k)· London

You will work with C++ and Python to design, develop, and enhance pricing and risk management models for interest rate, credit, and inflation derivatives. As the primary quantitative partner for London trading and structuring desks, you will define modelling frameworks and lead model governance. You will also mentor junior quants.

Quantitative researchers will develop mathematical, statistical, and machine-learning models for systematic trading, working in Python, with C++ and SQL as desirable, alongside large-scale data analysis. The role spans full research-to-production, collaborating with portfolio managers and engineers at a global quantitative investment firm. No team size is stated.

You will work with Python to build platforms, analytics tools, and infrastructure for a global hedge fund’s front-office team. The role involves productionising trading models, developing data pipelines, backtesting frameworks, and improving the scalability and reliability of production trading systems alongside Portfolio Managers and Quantitative Researchers.

Durlston Partners· London

You will use C++ and/or Python to research, develop, and deploy high-frequency trading strategies. You will build alpha signals, improve execution, and analyze market microstructure and order book dynamics as part of a latency-sensitive proprietary trading team.

You will use Python, SQL, and Streamlit on an AWS data platform to clean survey data, build statistical and machine learning models (including NLP), and design interactive dashboards. As a Data Scientist II on the Data Science Consulting team, you will deliver predictive analytics solutions that optimise clients’ marketing effectiveness. You will also manage client relationships and guide more junior team members.

You will use Python and/or R to write production-level code for predictive models focused on financial market prediction and portfolio optimization. Voleon applies state-of-the-art AI and machine learning to real-world problems in investment management. Your work spans basic research to live trading, collaborating with research staff and software engineers.

Python, C++, KDB+/q, Git, Agile, CI/CD, and database technologies. You will partner with Quantitative Researchers to build scalable Python applications and high-performance data processing for research, analytics, and live trading at a hedge fund.

You will work with C++, Python, and Rust to build high-performance, low-latency trading systems, market connectivity, and large-scale data platforms at a quantitative trading firm where engineering drives trading performance.

Python (4+ yrs), Git, Agile, and optionally C++, KDB+/q, CI/CD, and database technologies. You will build scalable applications, workflows, and high-performance data-processing tools for research and live trading alongside Quantitative Researchers at a hedge fund.

Hudson River Trading★4.5 (2)· London

Software engineering interns work with Python, C, or C++ on independent programming projects and gain hands-on exposure to HRT's algorithmic trading research and infrastructure.

Hudson River Trading★4.5 (2)· London

You will write and maintain critical trading infrastructure using C/C++ or Python on Linux, working closely with engineers who design trading algorithms in a fast-paced, real-time environment. The role is with Hudson River Trading, a firm that brings a scientific approach to trading financial products.

Hudson River Trading★4.5 (2)· London

You will work with Python, Pandas, NumPy, R, and MATLAB to apply statistical analysis and machine learning to vast quantities of market data. The team builds and maintains predictive trading models for the company's high-performance trading infrastructure. You will research, develop, and test order execution methods to increase trading efficiency.

Hudson River Trading★4.5 (2)· London

You will use Python, C++, Pandas, NumPy, R, or MATLAB to build and maintain predictive trading models. As an algorithm developer, you research and test novel order execution and model training methods, applying

Work with advanced Python, large complex datasets, and a proprietary technology stack including high-performance trading systems and data platforms. As a Quantitative Researcher, you will lead independent research to discover and deploy alpha-generating systematic investment strategies across global equity markets.

You will work with Python, C++, streaming platforms, SQL, and Linux to build scalable risk data pipelines and ETL solutions. The team develops the data infrastructure that delivers real-time and end-of-day risk data for a quantitative investment firm’s systematic trading strategies.

Work with Java (including JDK migration), Kotlin, Python, Kubernetes, ArgoCD, OpenTelemetry, and modern CI/CD pipelines to develop and maintain distributed services for ingesting and processing financial market reference data. You will modernize critical production systems, including a large-scale Java/JDK upgrade programme and improvements to platform reliability and cloud-native infrastructure.