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

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