Vallum Associates

Quantitative Developer (C++/Python)

⭐ - Featured Role | Apply direct with Data Freelance Hub
This role is for a Quantitative Developer (C++/Python) with a contract length of "unknown" and a pay rate of "unknown." Key skills include expert-level C++ and Python development, shell scripting, and experience in financial services. Background in quantitative finance is desirable.
🌎 - Country
United Kingdom
💱 - Currency
£ GBP
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💰 - Day rate
Unknown
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🗓️ - Date
February 11, 2026
🕒 - Duration
Unknown
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🏝️ - Location
Unknown
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📄 - Contract
Unknown
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🔒 - Security
Unknown
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📍 - Location detailed
London Area, United Kingdom
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🧠 - Skills detailed
#GIT #Linux #Python #Bash #Statistics #Scripting #Scala #C++ #Automation #Shell Scripting #Version Control
Role description
ole Overview We are seeking an experienced Quantitative Developer to build and enhance high-performance trading and analytics platforms. The role involves close collaboration with quantitative researchers and trading teams to deliver robust, scalable, and production-ready systems in a fast-paced environment. Key Responsibilities • Design, develop, and maintain high-performance trading, pricing, and analytics systems • Implement quantitative models and strategies using C/C++ and Python • Optimise applications for low latency, high throughput, and stability • Work extensively in Linux environments, including automation via shell scripting • Collaborate with quants, traders, and technology teams to productions research • Troubleshoot complex production issues and drive continuous performance improvements • Adhere to best practices for code quality, testing, and version control using Git Required Skills & Experience • Expert-level development experience in C++and python • Strong hands-on experience with Python in production environments • Proficiency in shell scripting (Bash or similar) • Strong experience with Git and collaborative development workflows • Proven experience delivering mission-critical systems in financial services Desirable Skills • Background in quantitative finance, trading systems, or capital markets • Experience with low-latency architectures, multithreading, and concurrency • Understanding of numerical methods, statistics, or financial models