Python Quantitative Developer- Systematic Trading

London | £200k-£500k+ TC | Systematic Trading

I'm representing multiple leading systematic investment firms looking for strong Python engineers to work directly alongside Quantitative Researchers and Portfolio Managers.

These roles sit at the intersection of software engineering, data and quantitative research. Rather than being a pure researcher, you'll build the platforms and tooling that allow researchers to turn ideas into production trading strategies.

The strongest firms increasingly treat Quant Developers as core engineering partners to investment teams rather than support functions.

The work can include:

Building research and backtesting platforms

Productionising quantitative strategies

Designing high-performance Python frameworks

Large-scale data processing and analytics

Building ML/data pipelines

Improving researcher workflows and iteration speed

Distributed compute and research infrastructure

Working directly with QRs/PMs from idea through production

Developing tools around simulation, risk and execution

Looking for:

Excellent Python engineering

Strong software design and CS fundamentals

Experience building production-quality systems

Comfortable working with large and complex datasets

Ability to work closely with highly quantitative users

Experience in systematic trading is valuable, particularly for more desk-aligned positions, but there are also opportunities for exceptional Python engineers coming from technology, ML or scientific computing.

For the right engineer, this is an opportunity to combine strong software engineering with extremely direct commercial impact.

Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.

Contact

If you think you're a good match, or would like further information, please contact:

Henry Abbot

+44 (0)

in/henry-abbot