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Systematic Asset Manager. 6 months. Primarily remote with monthly on-site. A systematic asset manager is seeking a Cloud Infrastructure Engineer to migrate their quantitative research compute environment from on-premise infrastructure to AWS — covering architecture design, distributed compute build-out, and full handoff to the permanent team. The primary deliverables are a distributed compute layer (Ray or AWS Batch), a research data lake (S3 + Athena), and a self-service compute platform ...
HFT Prop Desk. 6–9 months. A high-frequency trading prop desk is seeking a FIX Protocol and Exchange Connectivity Engineer to own exchange onboarding, order routing infrastructure, and FIX engine performance and resilience. You will be directly responsible for expanding venue connectivity, reducing order-to-ack latency across existing connections, and stress-testing the full execution stack ahead of a new strategy deployment. This role is for connectivity and execution engineers who have built and operate ...
A growing systematic fund is seeking a KDB+/q Architect on a 9–12 month contract to define and implement their long-term data architecture strategy. This is a senior advisory and delivery role, working directly with the CTO and Head of Research to shape how the fund stores, accesses, and analyses tick and reference data at scale. About the Engagement: You will operate at Lead/Principal level, splitting time between architecture design, hands-on implementation, and mentoring of two junior KDB engineers. The fund is scaling AUM and needs in ...
Systematic Hedge Fund. 6 months, strong likelihood of extension. A systematic hedge fund is seeking a KDB+/q Developer to support their tick data analytics function and provide ongoing research platform support. This is a production KDB+/q engagement for a developer who knows the environment — the data structures, the research workflows, the pace. This role is specifically for KDB+/q developers who have worked in a production financial services environment — at a hedge fund, prop de ...
Tier-1 Systematic Hedge Fund. This one is rare and it requires genuine quant finance pedigree. A tier-1 systematic hedge fund needs a Senior KDB+/q Engineer to lead a full migration of their tick data platform from KDB+ 3.x to Kx 4.1 across Equities, FX and rates. You'll own the migration architecture, manage the transition without disrupting live research and trading workflows and hand off with full documentation to the permanent team. ...
Prop Desk. 6–12 months. This is one of the most technically demanding C++ contracts in London right now and one that requires you to have lived and breathed it inside a trading environment. A high-frequency trading prop desk is looking for a Senior Low-Latency C++ Developer to work directly on their core execution infrastructure — order routing, market data handlers, OMS — embedded within the engineering team alongside the CTO. ...
Systematic Hedge Fund. 6–9 months. A systematic hedge fund is seeking a Machine Learning Engineer to work embedded within their quant research team — building, validating and productionising ML models for alpha signal generation, regime classification, and factor research across equities and futures. This is not a generic ML engineering role. You will be working directly alongside quant researchers on models that feed live investment strategies. Candidates must have machine learning engineering expe ...
Systematic Hedge Fund. 6–9 months. A systematic hedge fund expanding its machine learning research capabilities is seeking an MLOps Engineer to build foundational ML infrastructure — a feature store for systematic signals, a model training pipeline, and a model serving layer for live strategy deployment. This role is for MLOps engineers who have built ML infrastructure specifically within a quantitative finance or systematic trading context — working directly alongside quant r ...
Multi-Strategy Hedge Fund. 6 months. A multi-strategy hedge fund is seeking a Market Data Engineer to build and optimise exchange feed handlers and normalisation layers across equities, futures, and FX venues. The primary deliverable is a new normalised feed handler supporting five additional venues, with latency benchmarking against the existing stack. This role requires hands-on feed handler experience gained within a trading firm, hedge fund, exchange, or tier-1 market data vendor in a live ...
Systematic Hedge Fund. 6 months. Not an execution role. Not infrastructure for its own sake. This is a research-facing Python contract where you'll be embedded directly with quant researchers improving the speed, flexibility and reliability of a core backtesting framework. The deliverables: a new signal evaluation and attribution module, improved data access tooling, parallel backtesting with Dask or Ray and clean handoff code the permanent team can maintain. ...
Systematic Asset Manager. 6 months, possible extension or permanent conversion. A systematic asset manager is seeking a Python Quant Developer to help build out their core research platform — covering backtesting framework development, data pipeline architecture, and research tooling for a growing quantitative research team. This role is for Python developers who have worked directly within a quantitative finance environment — at a systematic hedge fund, asset manager, or prop desk ...
Systematic Hedge Fund. 6 months, strong likelihood of extension. A systematic hedge fund is seeking a Quant Data Engineer to own the onboarding, normalisation and integration of alternative data sources — satellite imagery, NLP/news feeds, web-scraped data, and ESG signals — into their quantitative research environment. You will work directly with quant researchers to ensure alternative data is clean, correctly licensed, and accessible in the research platform in a form researchers can actually use. ...
Multi-Strategy Hedge Fund. 6 months, possible extension. A multi-strategy hedge fund is seeking a Quant Risk Engineer to integrate third-party factor risk models and build real-time exposure aggregation and scenario analytics across their pod structure. This is a senior technical role bridging the central risk team and individual strategy pods. Candidates must have quant risk technology experience gained at a hedge fund, prime brokerage, or sell-side risk group — working directly on syste ...
Between contracts or approaching end of engagement? We have live mandates across: ▸ KDB+/q Engineers — tick data & platform migrations ▸ Low Latency C++ Developers — HFT & execution infrastructure ▸ Python Quant Developers — research platforms & backtesting ▸ Systematic Researchers — live buy-side track record preferred ▸ FPGA Engineers — electronic trading & execution Day rates published in full. Weekly pay. Fast starts. All roles are hedge fund, p ...
A systematic hedge fund is seeking a Quantitative Researcher on a 6–9 month contract to contribute to signal development and strategy research during a period of team expansion. This is a rare contract research role — suitable for a senior quant researcher comfortable working across the full research lifecycle on a fixed-term basis. About the Engagement: You will work directly with the Head of Research and senior PMs, contributing original research on alpha signals, systematic strategy development, and backtesting. The engagement co ...
Multi-Strategy Systematic Hedge Fund. 6–9 months. A multi-strategy systematic hedge fund is seeking a Trading Platform DevOps Engineer to own reliability, observability, and CI/CD infrastructure for their quant research and live trading environment. You will work directly with the Head of Engineering, owning the deployment pipeline, observability stack, and Linux performance environment for both research compute and live trading systems. Candidates must have DevOps or platform engineering ...