Graduate Quant Developer

Requirements

• Degree in a quantitative discipline (e.g. Mathematics, Physics, Engineering, Computer Science, or similar) with a strong interest in computational and software-driven problem solving
• Proficiency in at least one of our core languages: Python, C++, or KDB+/q
• Prior exposure to software development in a commercial, academic, or research environment, evidenced through internships, academic projects, work experience, or personal projects
• Familiarity with Linux and version control systems (e.g. git)
• Ability to work effectively with AI tools and systems, including demonstrable experience using them collaboratively to enhance software development, data analysis, or research workflows
• Clear written and verbal communication skills
• Strong curiosity, motivation to learn, and willingness to develop new skills
• Ability to work effectively in a fast-paced, collaborative team environment

Nice to Have

• Proficiency in more than one of our core programming languages
• Exposure to quantitative finance, trading, or financial markets through coursework, projects, or internships
• Previous experience in a financial services or technology-driven environment
• Hands-on experience using git and Linux in team-based or academic projects

What You'll Be Doing

• Apply quantitative reasoning and software engineering skills to support investment research and trading
• Learn to translate business and research requirements into scalable, maintainable data processing workflows
• Work closely with quantitative researchers to design and implement efficient workflows for alpha generation
• Contribute to data-driven analytics and tooling across a wide range of asset classes
• Develop, extend, and maintain libraries, tools, and frameworks used by researchers and traders globally
• Collaborate closely with peers across our global Investment and Technology departments
• Gradually take ownership of technical components and contribute ideas and solutions with direct commercial impact

Perks and Benefits

• Not specified