McCabe & Barton
Quantitative Developer

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Senior Quant Developer with Python
Our Investment Management client is looking for a Senior Quant Developer with Python coming from a Front Office, quantitative background with a working knowledge of Fixed Income markets, securities, and analytics. The successful candidate will help expand the team to support the development and delivery of quantitative research and models in partnership with Fixed Income Quants.
This is a hands-on, full development lifecycle role - from gathering requirements to proposing and delivering solutions - which provides an opportunity to solve complex business, logic, data, and technical challenges. This is a unique role where you can leverage both your exceptional technology skills and your financial knowledge. You will be called upon to leverage your technical and analytical expertise to solve both computational and data-related problems.
You will work with smart, talented people across our client's business. We will expect you to be agile, to lead and to think outside the box. In return, they will give you challenging work that has a meaningful impact as well as opportunities to learn and grow and operate within a collaborative culture.
Reasons to use Rodeo
I’m in my final year doing Economics and I don’t know whether to apply for grad schemes now or do a masters first. What do you think?
Honest answer — it depends on where you want to end up. A lot of top grad schemes (Big 4, civil service, banking) don’t need a masters. Let’s look at the ones you’d be competitive for now, and we can decide if a masters actually adds anything.
Also worth knowing: most autumn 2026 applications are open now. Timing matters more than you think.
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Graduate Consultant — 2026 Scheme
Why you're a good match
StrongYour economics background and your summer at a regional bank line up with what PwC looks for on the consulting scheme. Applications close in four weeks.
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Why you're a good match
You’ve got the grades and the economics background, and your bank internship is exactly the experience this scheme looks for. Apply soon — deadlines close within the month.
Experience fit
Your summer at the bank plus your econometrics coursework map directly to the day-one responsibilities on this scheme — client modelling, market briefings, and deal support.
Only hits
No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.
Responsibilities
- Partner independently with Quants to translate research into production-ready models that inform the investment decision-making process.
- Work on Quant models in rates, credit & FX.
- Support the research-to-production lifecycle — from validation and deployment through ongoing production support.
- Architect and improve proprietary models and production systems for reliability, resiliency, scalability, and performance.
- Lead code and model reviews, and own the operational health of your systems — monitoring, alerting, incident response, and technical debt.
- Operate as a hands-on individual contributor — leading workstreams within broader projects, and a small team when a specific project calls for it.
Tech you will work with: Python, AWS, Docker, SQL, Gitlab CI/CD
Minimum Qualifications:
- Advanced degree in a quantitative field (Computer Science, Mathematics, Physics, Engineering, or Financial Engineering).
- 5+ years of progressive software engineering experience.
- Front-office software development experience within Asset Management, a Hedge Fund, an Investment Bank, or FinTech.
- Advanced Python, and proficiency on Linux with common scripting languages.
- Strong analytical skills, including working with and analyzing large data sets.
- Strong grasp of testing approaches, with a focus on performance and accuracy.
- Experience delivering in an Agile environment.


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Preferred Qualifications:
- Working knowledge of Fixed Income markets and securities (focus on cash bonds/rates), including pricing, curve construction, and risk analytics.
- Advanced mathematical knowledge (e.g., statistics, time-series analysis, asset-pricing theory, optimization algorithms).
- Strong knowledge of one or more SQL / NoSQL databases.
- Experience building containerized applications and deploying to cloud (AWS, GCP, Azure, or similar).
- Experience with web-based development and data visualization for large, complex data sets.
- Familiarity with fixed income data sources (e.g., Bloomberg, ICE, FINRA TRACE).
Work Flexibility:
This position is eligible for hybrid working with up to three days per week from home.
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