Junior quant developer Work, Jobs in London (with Salaries)

Graduate Quantitative Developer
DeepFin Research —London
- Software troubleshooting
- Master's degree
- C++
Quant Developer – Quantitative Strategies & Data Group
Bank of America —London
- Full-time
- Doctoral degree
- Data analysis skills
- Master's degree
Junior-Mid Options Trader (US Hours)
G-20 Group —London
- Weekend availability
- Data analysis skills
- Master's degree
- Communication skills
Quick apply
Risk Quant – Quantitative Strategies & Data Group
Bank of America —London
- Full-time
- Doctoral degree
- Data analysis skills
- Master's degree
Java Developer – Systematic Hedge Fund
Durlston Partners —London
- Up to £130,000 a year
- Java
kdb+ Contractor (Capital Markets)
Data Intellect —London
- Hybrid work
- Team management
- Mentoring
- Scripting
Quick apply
Senior Python Developer - Quant Models AI Automation, Vice President
Citi —London
- Full-time
- Computer Science
- Engineering
- Master's degree
7d
Sr Python Developer
FalconSmartIT —London
- System design
- SQL
- Mentoring
Quick apply
Senior kdb+ Engineer
Data Intellect —London
- Full-time
- Hybrid work
- Team management
- Mentoring
- Scripting
- Paid training
- Referral programme
Quick apply
Senior Beacon Engineer Quant
RocketFin Consulting Ltd —London
- Maths
- Continuous improvement
- Communication skills
Quick apply
FO Fixed Income (Rates, Inflation & Credit) – VP
BBVA —London
- Full-time
- Doctoral degree
- Writing skills
- Engineering
Senior Experience Designer
Havas Group —London
- Full-time
- Team management
- Mentoring
- Agile
Lead Software Engineer - Equities - VP
Morgan Stanley —London
- Full-time
- Java
- Analysis skills
- Software development
Manager, Digital Assets, TC, FS
EY —London
- Analysis skills
- Mentoring
- Financial services
- Employee discount

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Quant Developer – Quantitative Strategies & Data Group
Bank of America —London
Support the implementation of robust risk data testing frameworks to assess the appropriateness, completeness and reasonableness of risk scenarios, VaR,…
Risk Quant – Quantitative Strategies & Data Group
Bank of America —London
We welcome applications from junior candidates with at least 2 years of financial markets experience, as well as from more experienced professionals.

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Graduate Quantitative Developer

DeepFin Research
London

Apply Now

Job details

Qualifications

Technical troubleshooting
Performance tuning
Stakeholder collaboration
Software troubleshooting
NumPy
Master's degree
Pandas
C++
Bachelor's degree
Data pipeline
Multidisciplinary collaboration
Debugging
Analytics

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

junior quant developer jobs in london

Graduate Quantitative Developer

Quant Developer – Quantitative Strategies & Data Group

Junior-Mid Options Trader (US Hours)

Risk Quant – Quantitative Strategies & Data Group

Java Developer – Systematic Hedge Fund

kdb+ Contractor (Capital Markets)

Senior Python Developer - Quant Models AI Automation, Vice President

Sr Python Developer

Senior kdb+ Engineer

Senior Beacon Engineer Quant

FO Fixed Income (Rates, Inflation & Credit) – VP

Senior Experience Designer

Lead Software Engineer - Equities - VP

Manager, Digital Assets, TC, FS

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