Quantitative Developer Python C++ – MFT

Overview

In this Quantitative Developer role, you will join a new team building a greenfield MFT platform for Equities trading. You’ll design, develop and implement trade execution algorithms using Python and C++, operating within TWAP/VWAP infrastructure. You will set technical direction, drive standards and own technical projects in a collaborative, high-impact environment. This is a chance to shape core trading systems at a global firm and contribute to scalable, data-driven decision making. A strong hook is the opportunity to influence architecture and deliver measurable performance improvements.

Pay / Benefits

• base salary up to 175k
• discretionary performance-based bonuses
• 5 weeks holiday + bank holidays
• pension
• medical, dental, life assurance, income protection
• wellness expense reimbursement

Responsibilities

• Build and own a greenfield MFT platform for equities trading
• Design, develop and implement trade execution algorithms (Python & C++)
• Work within TWAP/VWAP infrastructure
• Set technical direction and drive coding standards
• Take technical project ownership and collaborate with cross-functional teams
• Influence architecture and performance of the trading system

Key requirements

• Expert-level Python skills
• Ability to read and understand C++ code (Java also considered)
• Experience with Python data libraries NumPy and Pandas
• Experience with Mid-Frequency Trading (MFT) systems
• Strong analytical and problem-solving abilities
• Collaborative with strong communication skills
• BSc in Computer Science, Mathematics or Statistics with a 2:1 or above

• collaborative
• strong communication
• problem solving
• Python
• C++
• NumPy

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