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