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