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.