Graduate quantitative trading Work, Jobs (with Salaries)

Graduate Quantitative Developer
DeepFin Research —London
- Master's degree
- C++
- Bachelor's degree
Graduate E-commerce Data Analyst
Lovesofas —Manchester
- £27,000 - £30,000 a year
- Full-time
- Microsoft Excel
- SQL
- In-person
- Employee discount
Quick apply
1d
Graduate Machine Learning Researcher - Chicago
IMC Financial Markets —London
- £300,000 a year
- Full-time
- Doctoral degree
- Computer Science
- Machine learning
- Annual leave
New Grad Full-Time Quantitative Researcher
WallStreetQuants —London
- £145,000 - £200,000 a year
- Full-time
- Remote
- System design
- Java
- Analysis skills
Quick apply
8d
Investment Risk Analyst, Fixed Income
Wellington Management —London
- £90,000 - £180,000 a year
- Full-time
- SQL
- Organisational skills
- Python
- Annual leave
- Employee assistance programme
Trading Analyst
Wintermute Trading —London
- Full-time
- Hybrid work
- Analysis skills
- Software development
- Python
- Relocation assistance
Bloomberg Intelligence European Consumer Credit Research Analyst
Bloomberg —London
- Master's degree
- Bachelor's degree
- No degree
C++ Quant Developer
Wintermute Trading —London
- Full-time
- Doctoral degree
- Analysis skills
- C++
- Relocation assistance
Quantitative Risk Analyst
E.ON Energy Markets —Solihull
- £37,659 - £50,250 a year
- Full-time
- Hybrid work
- C++
- Python
- Annual leave
2d
Machine Learning Specialist – Systematic Trading
Durlston Partners —London
- Up to £300,000 a year
- Doctoral degree
- Computer Science
- Data analysis skills
Graduate Machine Learning Researcher - London
IMC Financial Markets —London
- Full-time
- Doctoral degree
- Master's degree
- Machine learning
Associate, Front Office Software Engineer
Castleton Commodities International —London
- Full-time
- Computer Science
- DevOps
- Master's degree
- Annual leave
- Employee discount
Algorithmic Trader
Wintermute Trading —London
- Full-time
- Analysis skills
- Python
- Relocation assistance
Junior Data Engineer
Aquis Exchange —London
- Hybrid work
- Spanish
- Azure
- Computer Science
Quick apply
Market Data Risk Analyst
ING —London
- Hybrid work
- English
- SQL
- Communication skills
- Annual leave
- Employee assistance programme
6d
Vice President - Modeling & Quant Analytics (MRG)
Moody's —London
- English
- SQL
- C++
Graduate Machine Learning Researcher
Longshot Systems Ltd —London
- Full-time
- Hybrid work
- Doctoral degree
- Master's degree
- Maths
- Gym membership
Quick apply
Meteorologist
Statkraft —London
- Full-time
- Analysis skills
- Presentation skills
- Machine learning
Director (Quantitative Manager) | Energy Trading
FTI Consulting —London
- Full-time
- Analysis skills
- C++
- Communication skills
eFX Alpha Quant Trader, Vice President
State Street —London
- Full-time
- Doctoral degree
- Engineering
- Java

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Graduate Quantitative Developer

DeepFin Research
London

Apply Now

Job details

Qualifications

NumPy
Master's degree
Pandas
C++
Bachelor's degree
Python

Full job description

DeepFin is a systematic proprietary trading firm combining deep learning, traditional quantitative research methods, and cutting-edge trading technology, to trade global markets. Founded by engineers and researchers, we build and deploy advanced trading systems that operate across global markets.

Our team is lean, highly technical, and impact-driven - every hire plays a direct role in shaping the firm’s technology, strategy, and performance. We value curiosity, precision, and collaboration, and we’re building an environment where exceptional people can do their best work at the intersection of AI and financial markets.

Junior Quant Developer — Backtesting, Simulation & Research, Productionise Research (C++/Python)

Role Overview

We’re hiring a junior Quant Developer to help productionise research into robust, high-performance trading systems. You’ll work closely with Quant Researchers and senior engineers to convert Python research code into production C++, build and optimise backtesting / simulation infrastructure, and support strategy development using L3 market data across multiple venues.

This is a hands-on, engineering-heavy role in a fast-moving environment: you’ll own components end-to-end and contribute directly to research velocity and trading PnL.

Key Responsibilities

Productionise research models into C++: translate Python prototypes into efficient, maintainable C++ production code.
Backtesting & simulation: build and improve simulation systems that reflect real market mechanics (order book, fills, cancels, exchange rules).
L3 market data handling: ingest and process high-volume tick/order-level feeds; create reliable feature pipelines from raw exchange data.
Performance optimisation: improve latency and throughput of backtests/sims (profiling, memory optimisation, data structures, parallelism where appropriate).
Research support tooling: create utilities for data inspection, experiment tracking, run orchestration, and post-trade analytics in Python.
Debugging & correctness: investigate mismatches between simulation and production behaviour; diagnose edge cases and implement fixes with strong test coverage.
production.

Requirements

Education: Bachelor’s or Master’s from a top university in Computer Science, Engineering, Math, Physics, or similar.
0-3 years experience in quantitative finance or other relevant data-intensive industries working with C++
Strong working knowledge of C++ (memory, ownership, STL, performance-aware coding).
Experience: demonstrable evidence of hands-on systems work in C++ handling large-scale data (internships, research labs, competitive projects, open-source).
Comfortable with Python for analysis, tooling, and debugging (pandas/numpy/Jupyter a plus).
Exposure to quantitative finance, eg through internships/university societies, including market microstructure and L3/order book data.
Clear “builder mindset”: you like owning problems end-to-end, shipping incrementally, and iterating quickly.

If you’re passionate about applying advanced technology to real-world markets and want to work alongside a focused, high-performing team, we’d love to hear from you. DeepFin offers a collaborative, research-driven environment where ideas move quickly from concept to execution and where every contribution has visible impact.

Join us in building the next generation of deep-learning-driven trading systems - shaping the future of finance through innovation, rigour, and technology.

Apply Now

Refine Your Search

graduate quantitative trading jobs

Graduate Quantitative Developer

Graduate E-commerce Data Analyst

Graduate Machine Learning Researcher - Chicago

New Grad Full-Time Quantitative Researcher

Investment Risk Analyst, Fixed Income

Trading Analyst

Bloomberg Intelligence European Consumer Credit Research Analyst

C++ Quant Developer

Quantitative Risk Analyst

Machine Learning Specialist – Systematic Trading

Graduate Machine Learning Researcher - London

Associate, Front Office Software Engineer

Algorithmic Trader

Junior Data Engineer

Market Data Risk Analyst

Vice President - Modeling & Quant Analytics (MRG)

Graduate Machine Learning Researcher

Meteorologist

Director (Quantitative Manager) | Energy Trading

eFX Alpha Quant Trader, Vice President

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