Join a small & high-calibre systematic FX quant team building a greenfield algo trading platform for the major G5 currencies. Work on production-ready, revenue-generating strategies alongside ex-top IB and hedge fund professionals. Experience the thrill of working in a buyside environment in the heart of London’s hedge fund hub — while only required to spend 2 days in the office, within a flexible hybrid setup. Salary is ~£130k and negotiable for the right candidate. What You’ll Do Design, implement, and refine alpha-generating signals for G5 FX. Integrate models into production-ready trading strategies. Build and maintain robust execution algorithms for live trading. Take strategies from research → backtest → live deployment. Collaborate with traders on strategy deployment and performance. Write production-level code: Java (primary), C++/C/C# optional; Python nice to have but not a requirement. Contribute in a flat, high-calibre team with direct senior leadership exposure. Who We’re Looking For 2–5 years in quant development, systematic trading, or algo development. Strong experience with alpha signal generation, systematic strategies, and execution systems. Hands-on programming skills: Java (primary), C++/C/C# (bonus). Python optional for research/backtesting. Ability to bridge quant research and production implementation. Comfortable in a highly collaborative, flat-structured environment. If you meet the requirements and keen to discuss in more detail please get in touch. tg@barclaysimpson.com