Python Quantitative Developer (Fintech)

TL;DR

Python Quantitative Developer (Fintech): Developing and maintaining simulation and backtesting infrastructure for systematic trading strategies with an accent on research tooling and data-heavy workflows. Focus on building high-performance Python libraries, collaborating directly with quantitative researchers, and optimizing signal testing frameworks.

Location: Hybrid setup in London

Salary: Up to £160,000

Company

An executive search partner specializing in high-frequency trading and quantitative finance recruitment.

What you will do

• Develop internal Python libraries for systematic research and signal testing.
• Extend and optimize the team’s simulation and backtesting simulation environments.
• Monitor and maintain distributed research workflows.
• Collaborate with quants to iterate on alpha model hypotheses.
• Support global research coordination between EMEA and international teams.

Requirements

• 5+ years of professional Python development experience.
• Strong expertise with Python data libraries including NumPy, Pandas, and Polars.
• Hands-on experience with research infrastructure, analytics tooling, or simulation frameworks.
• Background in Equities or Equity Derivatives trading.
• Solid understanding of model lifecycles and strategy deployment workflows.

Nice to have

• Experience in C++ development.
• Proficiency in Bash scripting.
• Knowledge of job orchestration tools.

Culture & Benefits

• High-impact role within a front-office quantitative trading team.
• Discretionary bonus scheme.
• Opportunity for long-term career growth and internal mobility.
• Collaboration in a fast-paced environment with minimal bureaucracy.