Description

Our client is seeking a Quantitative Python Engineer to join their highest-performing team at a leading trading firm in London. This is a business-critical role focused on building, maintaining, and optimising tools that support the firm's world-class research team.

As a Quantitative Python Engineer, you'll work in a fast-paced, intellectually stimulating environment, where top talent will both challenge and support you to perform at your best. You'll play a key role in enhancing performance across core technologies and trading strategies.

Responsibilities:

• Develop, test, and maintain models and infrastructure for pricing and risk
• Write clean, efficient Python code with a focus on performance and reliability
• Contribute to collaborative engineering practices, including code reviews and design discussions
• Improve development pipelines, testing tools, and monitoring systems
• Work with a range of financial instruments across asset classes
• Translate research requirements into robust technical solutions

Requirements:

• 3-6 years of Python experience
• Experience within the financial services industry, ideally within fixed income, derivatives, or options.
• In-depth knowledge of statistical libraries like Numpy, Pandas, Polars.
• Understanding of software engineering best practices (testing, CI/CD, version control with Git)
• Ability to work in a fast-paced dynamic environment.
• Familiarity with C++ is preferred.
• Awareness of pricing libraries like QuantLib, Strata, or similar
• High level of energy and enthusiastic to learn more about financial products