Quantitative Developer - (Python | Equities | Backtesting)
Key Skills: Python, Equities, Backtesting, Data Analysis, Systematic Trading
A leading financial organisation is seeking a Quantitative Developer with strong Python expertise and solid equities knowledge. You will contribute to the design, development, and optimisation of systematic trading models, backtesting frameworks, and analytical tools. (Client name intentionally omitted)
Role Overview
Build and enhance Python-based tools, analytics, and trading model components
Develop and refine backtesting frameworks to support systematic strategies
Work closely with quants and researchers to translate ideas into robust production code
Analyse large equities datasets and support model validation
Contribute to performance optimisation and workflow automation
Required Experience
3-5+ years' experience in a quantitative, trading, or financial engineering environment
Strong Python engineering skills (core Python, data structures, scientific libraries)
Solid understanding of equities markets, pricing, and market microstructure
Hands-on experience with backtesting frameworks or building model testing tools
Ability to work in a fast-paced, Front Office environment
Nice to Have
Experience with systematic strategies or Alpha research
Exposure to cloud, CI/CD, or modern data tooling
Strong numerical background (STEM discipline)
Additional Notes
Java NOT required
Candidates should not be too junior unless exceptional