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Hunter Bond

Quantitative Developer – Elite Trading Firm | London : C++, Python, KDB : £250k

London
£250k/yr
Posted about 22 hours ago
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We are seeking an exceptional Quantitative Developer to join a world-class trading team in London. This is a unique opportunity to work alongside some of the brightest minds in quantitative finance, building cutting-edge trading systems and pushing the boundaries of speed, scale, and performance.

What you’ll do:

  • Design, develop, and optimize low-latency trading infrastructure.
  • Collaborate closely with quants, traders, and researchers to implement and improve models.
  • Engineer scalable data pipelines and analytics tools using KDB/q.
  • Deliver clean, performant code in C++ and Python, ensuring robustness in a mission-critical environment.

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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Grad scheme, placement, apprenticeship? Not sure what you want yet — that's fine. Your agent talks it through with you and turns "I have no idea" into a shortlist.

P

Graduate Consultant — 2026 Scheme

PwC·London, UK
£35,000/yr

Why you're a good match

Strong

Your 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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It searches the market for you

Every day your agent scans the market matching roles against what actually matters to you, not just keywords on a CV.

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.

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Strong

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.

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Strong

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.

What we’re looking for:

  • Strong programming expertise in C++, with solid Python skills.
  • Hands-on experience with KDB/q in a high-performance or financial setting.
  • A background in quant trading, systematic strategies, or real-time data systems.
  • An analytical, problem-solving mindset with the drive to innovate at scale.

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Why join?

  • Collaborate with elite technologists and quantitative researchers.
  • Work at the forefront of systematic and algorithmic trading.
  • Competitive compensation, merit-based progression, and a culture of excellence.
  • Opportunity to make a direct impact on high-value trading decisions.
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Skills

C++
Python
KDB/q
Low-latency Trading
Quantitative Finance
Data Pipelines
Algorithmic Trading
Systematic Strategies

Location

London, England, United Kingdom

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