Job Description
Referment are partnering with a newly independent, highly sophisticated systematic proprietary trading business backed by one of the world’s most respected macro hedge fund platforms.
The team is looking to hire exceptional Quantitative Developers / Quant Researchers to join a growing front‑office technology and modelling group in London.
We’re Particularly Interested In Candidates With Experience Across
- Quantitative modelling
- Trading systems infrastructure
- Pricing and analytics libraries
- Python and/or C++ development in trading environments
- Systematic trading or quantitative research environments
Ideal Backgrounds Include
- 2–5 years of experience on the sellside or buyside
- Strong academic pedigree, Oxbridge Maths, Computer Science, Physics or related quantitative disciplines preferred
- Also open to exceptional candidates from Imperial, Warwick, ETH, EPFL and ...