Quant Developer – EMEA | Global HFT

Connecting Tech Talent with High-Performance Trading Firms & Hedge Funds @ Blue Coast

Our client is a top 5 global high‑frequency trading firm, known for cutting‑edge research, ultra‑low‑latency systems, and world‑class engineering.

As a Quant Developer in the EMEA Development team, you’ll work hand‑in‑hand with quantitative researchers to enhance the firm’s research and trading infrastructure. You’ll play a key role in evolving the current research framework, developing new tools, and supporting day‑to‑day research activities all in a fast‑paced, highly collaborative environment.

What You’ll Do

• Collaborate closely with on‑site quantitative researchers to improve research processes and drive trading strategy performance (P&L).
• Design, develop, and maintain Python‑based tools for strategy research and data analysis.
• Enhance the simulation and backtesting framework to ensure robustness and scalability.
• Oversee and maintain quantitative research jobs, ensuring stability and accuracy of results.
• Partner with the global research team to support EMEA‑specific research initiatives and knowledge sharing.

What We’re Looking For

• Bachelor’s, Master’s, or PhD in Computer Science, Engineering, Mathematics, or related field — or equivalent hands‑on experience.
• Expert‑level Python skills, with deep knowledge of libraries such as NumPy, Pandas, Polars, and other statistical tools.
• Ability to thrive in a fast‑paced, distributed, and highly technical environment.
• Familiarity with workflow management, task scheduling, and version control systems.
• Bonus: Experience with C++, Bash scripting, or exposure to financial markets/trading systems.

Why Join

You’ll be joining one of the most sophisticated HFT environments in the world surrounded by top engineers, quants, and researchers pushing the boundaries of technology and quantitative finance.

Reach out to billy@bluecoastcp.com to schedule an initial screening call.

London, England, United Kingdom