A trading team generating over $1 billion in annual PnL at one of the world's most established quant trading firms has tasked us with finding a Senior Quantitative Developer for their London research team.

This isn't a central infra role. You'd be sitting inside the team itself, owning the research and backtesting framework that their quants use every day to develop and refine live strategies. Direct PnL impact. You see it. You feel it in your comp.

At the biggest shops in this space, you can spend years building tools that never get near a live strategy. This is the opposite of that.

What you'd be doing: → Own and iterate on the simulation and backtesting framework → Build Python tooling used daily by on-site quant researchers → Monitor and maintain research jobs in production → Collaborate with a global research team on live strategy development

What they want: → Production-grade Python, strong with statistical libraries → Sharp problem solver, comfortable moving fast in a collaborative environment → C++ or scripting a plus, not a requirement → Someone who genuinely wants to be close to the trading

Comp is market-leading for prop trading and reflects exactly how close you are to the PnL.