Quantitative Developer

Sartre Group are partnered with a leading multi-strat firm looking to continue its strong growth and innovation across quantitative trading. As part of this, they are expanding their core equity quant research team.

You would be joining this team as a Quantitative Developer, working closely with researchers and trading teams to design and build systems that directly impact firmwide trading performance. This is a high-impact role with direct exposure to alpha generation, execution, and portfolio construction.

You’ll work on:

• Developing high-performance data pipelines to process large-scale structured and unstructured financial datasets.
• Building production-ready optimisation systems for portfolio construction, execution, and risk management.
• Designing and implementing infrastructure for real-time signal generation, order management, and position tracking.
• Integrating research environments with live trading systems to enable seamless deployment of quantitative strategies.
• Collaborating with researchers to productionise alpha models, trading algorithms, and analytics.

They’re looking for:

• 3+ years of software development experience within a hedge fund, investment bank, or technology-driven environment.
• Strong in Python, with experience in at least one other language (Java, C++, C#, or Rust).
• Familiarity with quantitative finance concepts such as statistics, optimisation, or portfolio construction.
• Ability to bridge the gap between research and production environments.

This is an exciting opportunity to join a high-performing quant team where your work will have direct impact on trading outcomes. Our client is actively hiring and interviewing, so apply now to learn more about the role, team, and business.