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