Quantitative Developer

Python Quantitative Developer | Strategy Research & Backtesting | London Based (Hybrid) | Up to £160,000 + Bonus Albert Bow is partnered with a high-frequency trading firm looking to hire a Python Quant Developer into one of its systematic trading teams in London. You’ll work directly with researchers to support alpha iteration, backtesting, and simulation infrastructure, with full ownership of tooling and code used across live and research environments. This is a core role for someone who can bridge the gap between engineering and quant research, building robust frameworks that directly affect strategy PnL. Responsibilities
Develop internal Python libraries and tools for systematic research and signal testing
Extend and maintain the team’s simulation and backtesting environment
Monitor, debug, and maintain distributed research workflows
Collaborate closely with quants to iterate on alpha and model hypotheses
Support EMEA research coordination with teams globally
Requirements
5+ years of professional Python development experience
Strong knowledge of Python data libraries (NumPy, Pandas, Polars, etc.)
Hands-on experience in research infra, analytics tooling, or simulation frameworks
Background in Equities or Equity Derivatives trading
Clear understanding of model lifecycle and strategy deployment workflows
Bonus: experience in C++ development, scripting (Bash), and job orchestration tools
Bachelor's or Master’s in Computer Science, Engineering, or a quantitative discipline
What’s on Offer
High-impact engineering role in a front-office quant team
Hybrid setup in central London
Up to £160,000 base plus discretionary bonus
Competitive benefits, internal mobility, and long-term growth opportunities
Tight feedback loops, smart colleagues, and zero bureaucracy
If you're interested, apply with an up-to-date CV or reach out directly – chrisgorry@albertbow.com. First-round calls are underway.