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Selby Jennings

Quantitative Developer - Python

City of London
Posted about 21 hours ago
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Quantitative Software Engineer / Quantitative Developer

Our client, a leading global hedge fund, is seeking a highly motivated Quantitative Software Engineer / Quantitative Developer to join their Systematic Strategies team in London. This is a hands-on engineering role focused on building and scaling the technology platform that underpins the firm's systematic investment strategies.

Working directly alongside Quantitative Researchers, Portfolio Managers and Strategists, you will be responsible for developing the infrastructure, tooling and production systems that support the full life-cycle of systematic trading strategies. The ideal candidate will have a strong engineering mindset, a deep understanding of quantitative research workflows, and experience building robust, scalable systems used in systematic trading environments.

This role offers the opportunity to work on a broad range of challenges spanning quantitative research infrastructure, machine learning platforms, market data systems, backtesting frameworks, execution technology and real-time analytics.

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.

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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.

Responsibilities

  • Design, build and enhance the quantitative trading platform used across research and production environments.
  • Partner closely with Quantitative Researchers and Portfolio Managers to productionise systematic trading strategies.
  • Develop and maintain core components including back-testing frameworks, alpha generation pipelines, feature engineering platforms and research tooling.
  • Build scalable market data infrastructure capable of processing and analysing large volumes of real-time and historical tick data.
  • Develop execution systems, OMS components and supporting trading infrastructure.
  • Improve research workflows by creating robust tools, libraries and frameworks that accelerate strategy development and deployment.

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Requirements

  • 5+ years of experience as a Quantitative Developer, Quantitative Engineer or Software Engineer working directly with quantitative research teams within a systematic trading, quantitative investment or hedge fund environment.
  • Strong software engineering fundamentals and advanced Python development experience.
  • Proven experience building technology platforms that support quantitative research and systematic trading workflows.
  • Strong understanding of systematic investment strategies and quantitative research methodologies.
  • Ability to review, optimise and productionise research code while understanding the underlying investment rationale.
  • Experience deploying machine learning models and supporting end-to-end production workflows.
  • Exposure to AI tooling, LLM-based workflows, or the development of AI-enabled solutions.
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Skills

Python
Quantitative Development
Systematic Trading
Software Engineering
Machine Learning
Market Data Infrastructure
Backtesting Frameworks
Execution Systems
Alpha Generation
Feature Engineering
Real-time Analytics
OMS
AI Tooling
LLM Workflows
Quantitative Research
Productionizing Code

Location

City of London, England, United Kingdom

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