Quant Developer — C++/Python (Backtesting & Research Production)
London | Full-time | On-site
Systematic prop firm combining deep learning and quantitative research to trade global markets. Small, technical team — every hire directly impacts strategy and P&L.
The Role Translate Python research into production C++. Build and optimise backtesting/simulation systems using L3 market data. Own components end-to-end alongside researchers and senior engineers.
You
* BSc/MSc from a top university in CS, maths, engineering, or physics
* 0-5 years with C++ in quant finance or data-intensive environments
* Comfortable with Python for analysis and tooling
* Builder mindset - ship fast, iterate, own problems
Why Here
* Deep learning meets systematic trading
* Small team, high autonomy, visible impact from day one
* Ideas move from concept to live trading quickly
All applications confidential