Consultant | Quantitative and Software Development | Selby Jennings | French, Swiss and UK Market

Our client is seeking a Quantitative Python Engineer to join their highest-performing team at a leading trading firm in London. This is a business-critical role focused on building, maintaining, and optimising tools that support the firm''s world-class research team.As a Quantitative Python Engineer, you''ll work in a fast-paced, intellectually stimulating environment, where top talent will both challenge and support you to perform at your best. You''ll play a key role in enhancing performance across core technologies and trading strategies.Responsibilities

Develop, test, and maintain models and infrastructure for pricing and riskWrite clean, efficient Python code with a focus on performance and reliabilityContribute to collaborative engineering practices, including code reviews and design discussionsImprove development pipelines, testing tools, and monitoring systemsWork with a range of financial instruments across asset classesTranslate research requirements into robust technical solutionsRequirements

3-6 years of Python experienceExperience within the financial services industry, ideally within fixed income, derivatives, or optionsIn-depth knowledge of statistical libraries like Numpy, Pandas, PolarsUnderstanding of software engineering best practices (testing, CI/CD, version control with Git)Ability to work in a fast-paced dynamic environmentFamiliarity with C++ is preferredAwareness of pricing libraries like QuantLib, Strata, or similarHigh level of energy and enthusiastic to learn more about financial productsSeniority level

AssociateEmployment type

Full-timeJob function

Finance and EngineeringIndustries

Financial Services and Engineering Services

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