
Qube Research & Technologies · London
Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a ...
Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset
classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining
data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex
challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.
QRT is seeking a Quantitative Developer with strong Python skills and a deep understanding of systems design and reliability
principles to help evolve and scale our high-performance trading platform. You'll build tools, automation, and design systems that
support the speed and reliability our business depends on.
Your future role within QRT
Your Present Skill Set
QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and
respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to
enable employees achieve a healthy work-life balance.
IMC is looking for a Quantitative Developer to own the full path from research to production. This role blends research and engineering, with tight feedback loops from ideation to live trading. You will build the systems that turn quantitative insights into measurable edge, with direct visibility into how your work creates impact. Your Core Responsibilities * Build and maintain systems that span research and production, enabling rapid iteration from idea to production * Design high-fidelity simulation and backtesting infrastructure that models latency, microstructure, and real-world constraints * Define, compute, and curate features across instruments, regimes, and time horizons * Own feature and signal pipelines, ensuring clean, consistent delivery from research to execution * Contribute to strategy optimization, balancing expected performance with real-world constraints * Debug issues end-to-end across research and execution Your Skills and Experience * 3-7 years of experience in quantitative software development, preferably at a trading firm or systematic fund * Strong production experience in Python, including data analysis workflows (pandas, polars, or similar) * Strong grounding in probability, statistics, and time series analysis; familiarity with backtesting and simulation frameworks * Solid understanding of ML concepts as applied to systematic strategies, from research through production * Experience with low-latency systems is valuable * Ability to work fluidly across research and engineering teams The Base Salary range for the role is included below. Base salary is only one component of total compensation; all full-time, permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance. Please visit Benefits - US | IMC Trading for more comprehensive information. Salary Range $200,000—$225,000 USD About Us IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we’ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.
We’re looking for a quantitative developer who is passionate about working with financial data and building products that traders and researchers actually use. At Intropic you’ll join a fast-moving fintech startup where engineers own hard, open-ended problems across research, data and product — we don’t just pick up JIRA tickets. A typical week will mix Python and SQL development, deploying infrastructure changes, building new features for financial-data products, strategic planning with team leads, and attending client meetings to explain work and gather feedback. You should enjoy shipping production-grade code, be comfortable with ambiguity, collaborate closely with analysts and product teams, and take pride in clean, well-tested systems that power real trading and research workflows. We hire the person, not the CV. If you thrive on end-to-end ownership and want to help shape product and research direction, we’d love to hear from you.This is a full-time role, expected to start in the first half of 2026.
Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology, and trading expertise has shaped our collaborative mindset, which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors. You will join a quantitative development function that works closely with Researchers, Traders and Cloud Engineering teams to build applications, data pipelines and analytics that support research and trading workflows. The role combines software engineering, quantitative development and data engineering, with responsibility for developing production applications, supporting research infrastructure and integrating large scale datasets. Your future role within QRT * Design, develop, deploy and maintain cloud native Python applications supporting research and trading workflows, including market data dashboards, risk analytics, profit and loss reporting, weather analytics and performance analysis * Develop quantitative tools including backtesting frameworks, optimisation tools, pricing libraries and ETL pipelines for integrating and validating alternative datasets * Build and maintain scalable data pipelines that support model development and production workflows * Monitor, support, debug and enhance existing research and trading infrastructure * Work closely with Researchers, Traders and Engineering teams to deliver production quality solutions that meet evolving business requirements Your present skillset * At least three years of professional Python development experience * Strong knowledge of Python, including numerical libraries such as NumPy, Pandas, Polars and Xarray * Strong quantitative mindset with an interest in working closely with trading and research functions * Experience developing user interfaces or an interest in building data visualisation applications such as Plotly, Dash or Streamlit is beneficial * Experience with AWS or another cloud platform together with infrastructure as code technologies (e.g. Lambda, S3, DynamoDB, RDS or AWS CDK is advantageous) * Good knowledge of relational databases such as PostgreSQL together with object storage technologies * Experience developing ETL pipelines and working with large scale datasets * Strong understanding of software engineering practices including version control, automated testing, packaging and deployment * Ability to work independently while collaborating closely with business and technology stakeholders to deliver production solutions * Experience with parallel or distributed computing is advantageous QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.