At a Glance
- Tasks: Develop and optimise trading platforms using cutting-edge machine learning and distributed systems.
- Company: Research-led hedge fund at the forefront of systematic trading and machine learning.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Other info: Be part of a new engineering team with significant influence on architecture and standards.
- Why this job: Join a team shaping the future of quantitative research and make a real impact.
- Qualifications: Strong programming skills in algorithms, data structures, and distributed systems.
The predicted salary is between 60000 - 80000 £ per year.
We have partnered with a research-led hedge fund where scientific rigour, experimentation, and evidence-based decision-making sit at the heart of the business. Headquartered in London, they operate at the intersection of systematic trading, machine learning, large-scale distributed compute, and performance engineering.
Despite C# and Python being their core stack, the firm is deliberately language-agnostic, prioritising deep systems understanding, strong programming fundamentals and problem-solving over any particular stack.
They are looking for a Quantitative Developer to partner with Quant Researchers and solve some of the most challenging real-world problems in the industry, spanning high-frequency signal research, global market impact, and trading-driven price formation. The dedicated engineering function was formally established earlier this year, meaning the team is in a genuine build phase with significant opportunity to influence architecture, tooling, standards, and platform direction.
What You Will Do- Develop the trading, modelling and simulation platforms underpinning sophisticated quantitative research and investment strategies.
- Scale cutting-edge machine learning workloads across large distributed compute environments.
- Optimise mission-critical, low-latency infrastructure where performance and reliability are paramount.
- Own the full lifecycle of solutions, from early-stage research and experimentation through to production deployment and ongoing optimisation.
- Experienced with algorithms, data structures, and architecture.
- Deeply proficient with performance, distributed systems, concurrency, and large-scale computing.
- A clear communicator who collaborates and builds strong relationships across the business.
If the opportunity to work on mission-critical quantitative systems in a performance-driven environment without direct ownership of investment risk interests you, either follow the link adjacent to apply or send your CV directly to.
Quantitative Developer in Slough employer: Mondrian Alpha
As a Quantitative Developer at this research-led hedge fund in London, you will thrive in a dynamic work culture that champions scientific rigour and innovation. The firm offers exceptional employee growth opportunities, allowing you to influence architecture and tooling while collaborating with top-tier Quant Researchers on cutting-edge projects. With a focus on performance-driven solutions and a language-agnostic approach, this is an ideal environment for those seeking meaningful and rewarding employment in the finance sector.
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We think you need these skills to ace Quantitative Developer in Slough
Some tips for your application 🫡
Show Off Your Projects:In the world of data science, your projects can speak volumes about your skills. Make sure to showcase a few key projects in your CV or portfolio, especially those that highlight your ability to work with data sets, build models, or use relevant tools like Python, R, or SQL. Don’t forget to include links to any GitHub repositories if applicable!
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