Quantitative Developer - High Performance Computing (Python)

Position Overview: The Quantitative Development team collaborates closely with quantitative researchers to architect, implement, deploy, and utilize cutting-edge software for research and trading purposes. As an integral part of the technology team, we embrace modern software development methodologies and work alongside peers to innovate and enhance these tools for broader applications. Quantitative developers lead cross-functional initiatives with both technologists and quantitative researchers across diverse asset classes to fulfill Squarepoint’s strategic objectives. Engage with quantitative researchers to design and construct robust and scalable workflows for research and trading. Work collaboratively with team members and technical peers to ensure global consistency and maximize the reuse of software components. Take full ownership of projects throughout their complete engineering lifecycle. Provide level 2 support for mission-critical components.

Position Overview Join our dynamic and collaborative team as a Quantitative Developer specializing in C++. In this role, you will be instrumental in developing and maintaining high-performance trading systems and signal logic while supporting critical infrastructure. You will work closely with quantitative researchers and traders, assisting in the implementation of trading strategies and various research projects. Your collaboration with technology teams will involve providing strategy and signals containers, ensuring seamless integration with Squarepoint's comprehensive infrastructure. The ideal candidate will thrive in a fast-paced environment, adeptly balancing rapid tactical delivery with long-term strategic initiatives. Strong communication skills are essential for driving cross-team projects and daily interactions with quant researchers and traders. A solid work ethic, enthusiasm for cutting-edge technology, and the determination to navigate complex challenges are key attributes for success in this role. Attention to detail and experience with defensive programming are vital. Research and implement trading strategies and signals logic, including backtesting, simulations, and processing frameworks. Develop advanced tooling for analyzing large data sets using statistical methods to identify trading opportunities and assess impacts over time. Gain a thorough understanding of market operations and structures to effectively apply domain knowledge to software design and development. Focus on long-term design improvements and maximizing code reuse. Support quantitative researchers with technical aspects of trading strategies and contribute to R&D efforts. Participate in the strategic design and roadmap for high-performance trading infrastructure. Provide production support, primarily in a Level 2 capacity, with Level 1 support during specific strategy rollouts. Collaborate with cross-functional teams (feed handlers, order gateways, reference data) to drive initiatives including latency monitoring and product rollouts.

Galaxy Digital Services is seeking a Vice President of Quantitative Development to join the Crypto trading desk in London. This position partners closely with traders, quantitative analysts, and developers to design, implement, and refine market-making and quantitative trading strategies. Role overview The Vice President of Quantitative Development will focus on building and enhancing trading systems that support the firm's activities in digital assets. Collaboration is central: expect to work alongside experts in trading, quantitative research, and software engineering. The role requires a strong foundation in software development and quantitative analysis, with particular emphasis on financial markets such as FX and Crypto. What you will do Design and implement quantitative trading strategies for the crypto trading desk Enhance and maintain market-making systems Work closely with traders and quantitative analysts to identify and execute new opportunities Contribute to the ongoing improvement of the trading platform Requirements Proven experience in software development and quantitative analysis Strong understanding of financial markets, with a focus on FX and Crypto trading Ability to collaborate with cross-functional teams Our values Pursue Excellence Selectivity for Effectiveness High Alignment, Loose Coupling Transparent Disagreement Encourage Independent Decision-Making Create Dream Teams Galaxy Digital brings together a diverse team of thinkers and achievers, united by a mission-first mentality and a commitment to transparency and accountability. The company supports institutions, startups, and developers at the intersection of finance and technology, shaping the future of Web3 and AI.

We are seeking a driven and innovative Quantitative Developer who is enthusiastic about leveraging financial data to create impactful products for traders and researchers. At Intropic, you'll become an integral part of a dynamic fintech startup, where engineers tackle challenging, open-ended problems spanning research, data, and product development — we pride ourselves on our proactive approach, rather than just responding to JIRA tickets.In a typical week, you will engage in a variety of tasks including Python and SQL development, implementing infrastructure changes, enhancing features of financial data products, collaborating on strategic planning with team leads, and attending client meetings to communicate your work and gather valuable feedback. We are looking for someone who enjoys delivering production-grade code, thrives in uncertain environments, works closely with analysts and product teams, and takes pride in maintaining clean, well-tested systems that support actual trading and research workflows.At Intropic, we prioritize hiring the right individual over just a polished CV. If you are passionate about taking full ownership of projects and want to influence both product and research trajectories, we invite you to apply. This is a full-time position expected to commence in the first half of 2026.

Legal & General Investment Management is seeking a Quantitative Developer to join its asset management team in London. This role centers on developing and enhancing tools that directly support investment decision-making. Key responsibilities Collaborate with portfolio managers and quantitative analysts to design, build, and refine tools for investment support. Use quantitative techniques to strengthen investment strategies and improve portfolio results. Create and implement solutions that help optimize performance across a range of portfolios. Location This position is based in London.

Are you passionate about leveraging quantitative analysis to drive innovative solutions? As a Quantitative Developer at Intropic, you will play a pivotal role in developing and implementing cutting-edge quantitative models that enhance our services. You will collaborate with a dynamic team of experts, utilizing your analytical skills to tackle complex challenges and contribute to the success of our projects.

At Flowdesk, our mission is to establish a leading global financial institution for digital assets, meticulously crafted to ensure market integrity and operational efficiency.In a fast-paced and ever-changing market environment, we adopt a structured, first-principles approach across all our operations. This methodology is reflected in our core offerings, which include institutional liquidity provision, advanced trading solutions, OTC execution, and comprehensive treasury management services. Our focus is on navigating the complexities of the market to develop resilient and scalable systems across various business lines.We are in search of passionate individuals who resonate with this systematic philosophy. Becoming part of Flowdesk means you will contribute significantly to the creation and enhancement of a more transparent and efficient infrastructure for financial markets.Are you eager to seize a thrilling opportunity within a newly established quant trading team at an innovative crypto trading firm? As a Quantitative Developer, you will play a crucial role in developing and scaling our cutting-edge HFT platform built in Rust. Your responsibilities will include but are not limited to:Algorithm Development: Design and enhance trading algorithms for low-latency, high-frequency trading.Front-Office System Development: Build and optimize systems for algorithmic trading, covering data analysis, risk management, live trading, and post-trade processes.Integration with DeFi Venues: Implement real-time data feeds from decentralized finance protocols.Model Backtesting: Evaluate algorithms with historical data to verify their effectiveness and identify areas for improvement.Founded in 2020, Flowdesk is a pioneering technology and crypto financial services firm operating globally, catering to a diverse clientele. Our ambition is to become a premier technology provider within this industry while adhering to the highest standards of compliance and efficiency. The newly formed team is led by a renowned HFT expert with a track record of building some of the most successful trading desks in the sector.Work Location: Remote or hybrid for candidates based in London, Paris, or Singapore.

Queueco is seeking a skilled Quantitative Developer with a focus on High-Frequency Trading (HFT) to become a vital member of our compact team. In this pivotal role, you will be key in the design, enhancement, and optimization of our trading engines and systems, ensuring they excel in performance and efficiency.Your collaboration with traders and researchers will be crucial in comprehending exchange architectures, protocols, market data, and order entry APIs. Your ability to translate this knowledge into our low-latency solutions will enable us to trade profitably on major exchanges. This position demands a strong focus, impeccable attention to detail, outstanding programming capabilities, and ideally, a passion for financial markets.Please note that this is an onsite role; remote work options are not available.

Join Maven Securities Holding Ltd as a Quantitative Developer specializing in Systematic Equities Trading. In this dynamic role, you will leverage your expertise in Python to develop innovative trading strategies and robust quantitative models. Collaborate with a multidisciplinary team of traders and quants to enhance our trading platform and improve performance metrics.As a key contributor, you will engage in data analysis, algorithm development, and implementation of systematic trading strategies. Your insights will be critical in driving our trading operations and achieving competitive advantages in the market.

Role overview Legal & General is hiring a Senior Quantitative Analyst based in London. The position centers on building advanced quantitative models, analyzing complex data sets, and interpreting results to guide decisions for senior management. This work supports a range of business initiatives and helps shape company strategy. Key responsibilities Develop and maintain sophisticated quantitative models for financial analysis. Conduct detailed data analysis to support business strategy. Interpret quantitative results and present actionable insights to senior leaders. Collaborate with cross-functional teams to verify the accuracy of financial forecasts and risk assessments. Apply quantitative expertise to refine investment strategies and enhance investment performance. Collaboration This role involves close coordination with colleagues from multiple departments. Teamwork is essential to ensure reliable forecasting and effective risk management across the organization.

Role overview dvtrading is hiring a Quantitative Trader specializing in equities for its London office. This position focuses on applying quantitative techniques and data analysis to identify trading opportunities within equity markets. Both strategy development and hands-on execution play a central part in the role, directly impacting the firm's trading performance. What you will do Analyze extensive market data to find patterns and opportunities in equities trading Design, test, and implement quantitative trading strategies Collaborate with a team of experienced traders and researchers Monitor how strategies perform and adjust them to improve results Who thrives here People who enjoy solving complex problems in creative ways Those with a strong interest in financial markets Individuals comfortable in a collaborative and energetic team setting Location This role is based in London.

Fasanara Digital, the cryptocurrency division of Fasanara Capital, has been at the forefront of digital asset investment for the past seven years. As a specialized alternative asset manager with over 14 years of experience, we adopt a rigorous quantitative approach to investing in crypto assets, aiming for exceptional risk-adjusted returns. Our diverse and sophisticated investment strategies leverage market inefficiencies, encompassing various techniques from market making to cross-exchange arbitrage.Our CultureAt Fasanara, we champion a meritocratic environment where individuals are recognized for their contributions and excellence. Our collaborative and entrepreneurial atmosphere is free from the constraints of bureaucracy, fostering trust and teamwork. We set high ambitions, work diligently, and uphold the highest standards of excellence, building our firm around exceptional talent.Position OverviewWe are looking for a Mid-Frequency Quantitative Researcher to spearhead the design, development, and deployment of systematic trading strategies within the digital asset market. This role will also support portfolio management for our multi-strategy book. You will be responsible for the entire research lifecycle, from idea generation and signal construction to implementation, monitoring, and continuous optimization, collaborating closely with execution and infrastructure teams.ResponsibilitiesConduct thorough research to develop and validate high-quality quantitative trading signals for the cryptocurrency markets.Lead the complete strategy development lifecycle, from hypothesis generation through to live deployment.Monitor live trading performance, assess risk exposures, and ensure strategy robustness.Continuously improve and refine existing models based on performance metrics and market dynamics.Create dashboards and analytics to facilitate monitoring and analysis of the Mid-Frequency strategy portfolio.Maintain clear documentation of research methodologies, findings, and enhancements.Effectively communicate insights, risks, and updates on strategies to internal stakeholders.

Teza Technologies is actively seeking a highly skilled Senior Quantitative Researcher to become an integral part of our Options stream. This position calls for exceptional analytical capabilities, a steadfast dedication to excellence, and a fervor for identifying hidden patterns within data sets. If you are motivated by intellectual challenges and excel in tackling intricate problems, this role provides an extraordinary opportunity to advance your career.Our team cherishes determination, precision, and the capacity for both critical and creative thinking. Although the work is rigorous, the rewards are substantial, impacting your contributions and facilitating your growth in our collaborative, high-performance environment. We value autonomy and offer the freedom to develop cutting-edge algorithms in finance while emphasizing the vital aspect of effective communication.LocationLondon, UK (Hybrid mode with a requirement of 3 days in-office)Key ResponsibilitiesSpearhead the research and development of systematic options trading strategies across both US and global markets.Utilize advanced options pricing models, volatility surface modeling, and risk-neutral frameworks to generate alpha.Perform rigorous backtesting, stress testing, and statistical validation of strategies.Collaborate with technologists to translate research into production-ready trading systems with robust execution.Refine portfolio construction and risk management frameworks for options books.Contribute to the advancement of Teza’s options research platform, infusing innovation into live strategies.Mentor junior researchers and drive the continuous enhancement of research practices, infrastructure, and tools.Basic RequirementsDegree in Physics, Mathematics, Computer Science, Engineering, or another technical discipline.Strong mathematical skills in statistics, linear algebra, optimization, etc.A minimum of 4 years of quantitative research or trading experience in systematic trading.Extensive expertise in options, including volatility surface and derivatives pricing methods.Proficient programming skills in Python, with experience managing large, complex datasets.Solid understanding of risk management principles in derivatives trading.Ability to collaborate effectively across research and technology teams.

Blockchain.com is at the forefront of transforming the financial landscape. As the most reliable and rapidly expanding global cryptocurrency company, we empower millions worldwide to securely engage with digital assets. Since our inception in 2011, we have garnered the confidence of over 90 million wallet holders and more than 40 million verified users, facilitating transactions exceeding $1 trillion in cryptocurrency.Blockchain.com is the leading software platform for digital assets. We boast the largest production blockchain platform globally, driven by a shared passion for coding, innovation, and the pursuit of an inclusive and equitable financial future, one software solution at a time.We are currently in search of a skilled C++/Rust Quantitative Software Engineer/Developer. In this role, you will design, build, and optimize our electronic trading platform, collaborating closely with our traders to enhance our core trading infrastructure and high-throughput trading systems. Your expertise will be crucial in identifying and mitigating critical bottlenecks in both research and production trading.The ideal candidate will possess a robust understanding of low-level optimization, a keen interest in algorithmic trading, data analysis/design, risk management, and application development. You will gain valuable exposure to quantitative trading in our fast-paced, dynamic environment. You will have the opportunity to take full ownership of projects from inception to deployment. We expect you to be a proficient Rust/C++ engineer with hands-on experience in high-frequency trading and fast market connections.

Role Overview Fasanara Capital is seeking a Quantitative Researcher in London. This position focuses on applying advanced analytical methods to support investment strategies and strengthen data-driven decisions. The role involves close collaboration with the investment team to analyze market trends and build predictive models. What You Will Do Apply quantitative techniques to research financial markets and identify patterns Develop and refine predictive models to inform investment decisions Work alongside investment professionals to translate research into actionable strategies Contribute to the team’s understanding of market dynamics with rigorous analysis Location This role is based in London, England, United Kingdom.

Join Ansatz Capital as a Research Engineer, where you will engage in the innovative research, testing, and deployment of cutting-edge trading strategies. You will also play a critical role in designing and constructing the research infrastructure that enables the evaluation of various trading concepts.We seek candidates who are deeply passionate about strategy development, with a strong aptitude for quantitative problem-solving and a keen interest in uncovering and capitalizing on statistical patterns within the financial markets. Proficiency in Python is essential, as you will be responsible for implementing your insights effectively.Ideal candidates will possess robust software implementation skills and have a track record of developing high-performance code alongside user-friendly tools. Your ability to deliver functional software solutions rapidly and accurately will significantly enhance our quantitative research capabilities and broaden our trading strategy coverage.Our compensation package includes a competitive base salary, a discretionary performance bonus, and opportunities for participation in long-term incentive schemes.

About Us: DV Trading is a prominent player in the financial services sector, leveraging proprietary capital, innovative trading strategies, and sophisticated risk management techniques to deliver liquidity across global financial markets and various asset classes. Established 20 years ago and headquartered in Chicago, our team has expanded to approximately 600 professionals operating across North America, Europe, the UAE, and Asia. The DV Trading group encompasses two broker-dealers, a futures commission merchant, and a registered investment adviser. Responsibilities: Create predictive models utilizing financial data through advanced statistical analysis techniques. Develop robust solutions to complex challenges faced in the trading environment. Transform research strategies into operational software applications. Formulate and implement mathematical modeling techniques to enhance existing trading strategies while embarking on innovative research aimed at identifying and capitalizing on trading opportunities. Requirements: A degree in a technical discipline, emphasizing statistics, machine learning, or computer science. Demonstrated experience collaborating with trading desks. Proficiency in managing large data sets effectively. Expertise in Python programming. Substantial hands-on experience applying algorithms in practical scenarios. Exceptional problem-solving and statistical analysis skills. A proactive approach in leading assignments and projects.

Pension Insurance Corporation (PIC) is dedicated to providing secure retirement incomes through exceptional risk management and outstanding asset and liability management. Our mission is to ensure the timely payment of pensions to our current and future policyholders. We achieve this through strategic objectives that foster a healthy culture founded on our core values of Resilience, Adaptability, and Loyalty.We are excited to announce an opening for a Quantitative Strategist to join our ALM Securities & Derivatives team. This integral function is central to PIC’s operations, focusing on maximizing the synergy between assets and liabilities in accordance with our firm’s risk appetite.The Quant Strategist team collaborates closely with the broader Investment department to tackle business challenges using a blend of quantitative analysis and actuarial expertise. Together, we aim to enhance analytical frameworks, hedging strategies, and portfolio optimization tools that inform investment decisions and fortify balance sheet management.In this role, you will enhance PIC’s ALM quantitative toolkit, crafting systems and datasets that facilitate efficient modeling and analysis. Your focus will be on converting complex data and models into actionable, user-friendly analytics, partnering with the investment team to provide clearer insights and enable faster, more informed decision-making, thereby improving the overall investment process.Your key responsibilities will include:Maintaining and enhancing the ALM Quant Platform, ensuring that existing models, libraries, and analytics are accurate, robust, and well-documented.Designing and delivering new model features or analytical capabilities that align with business needs, regulatory requirements, or investment initiatives.Developing and implementing model components to be handed over for production deployment, ensuring clean code, technical specifications, and appropriate testing artifacts.Supporting BAU production processes, including executing ALM analytics, troubleshooting issues, and communicating results to internal stakeholders.Analyzing and approximating Solvency II balance-sheet impacts under various market or portfolio scenarios, supporting risk management and investment decisions.Collaborating with ALM, Investment, Actuarial, and Risk teams to refine modeling assumptions, validate outputs, and ensure consistency across analytical frameworks.Contributing to the continuous improvement of modeling standards, including coding practices, version control discipline, and governance documentation.Conducting research to enhance modeling methodologies, introducing innovations or efficiencies that bolster PIC’s ALM capabilities.Developing technical documentation to support model usage and deployment.

Role Overview smartkarma seeks an Independent Quantitative Analyst in London. This role suits someone with a solid quantitative background who enjoys working autonomously. The main focus is on delivering clear, data-driven analyses for the investment community. What You Will Do Develop quantitative models and frameworks to inform investment decisions Produce independent analyses that support investors Apply quantitative expertise to address complex financial questions Who We’re Looking For Strong quantitative skills Experience building models for investment or financial analysis Comfort working independently and setting your own direction