Platinum & Partners — Quant & Systematic Recruitment
Specialist Quant Developer & Trading Technology Recruitment
Quant Developers sit at the intersection of quantitative research and software engineering. They build the systems, infrastructure and tools that bring systematic strategies to life — from backtesting frameworks and signal generation pipelines to execution systems and real-time risk platforms. The best Quant Developers are in continuous demand across systematic hedge funds, quantitative asset managers and proprietary trading firms. Platinum & Partners places C++ Quant Developers, Python Quant Developers, KDB+/q Developers and Quant Infrastructure Engineers at the world's leading buy-side institutions.
A Quant Developer at a systematic fund is responsible for building and maintaining the technology that implements quantitative strategies. This spans: backtesting and simulation frameworks, data pipelines and data engineering, execution infrastructure, portfolio management systems, risk platforms, and the research tooling that enables quant researchers to iterate rapidly. The role requires both strong software engineering skills and sufficient quantitative knowledge to understand and implement complex financial models. Senior Quant Developers often architect entire quantitative platforms and have significant influence over research productivity and trading performance.
Live market data from Platinum & Partners mandates. London unless stated. Contact Tabby Kaan for role-specific benchmarks.
| Level | Base Salary | Total Comp (incl. bonus) | Notes |
|---|---|---|---|
| Junior Quant Developer (0–2 years) | £65,000 – £110,000 | £90,000 – £180,000 | Bonus 30–60% of base at leading buy-side firms |
| Mid-Level Quant Developer (2–5 years) | £110,000 – £200,000 | £170,000 – £360,000 | Strong bonus; some firms offer carry access at this level |
| Senior Quant Developer (5–10 years) | £180,000 – £320,000 | £300,000 – £700,000+ | Bonus often 50–100%+ of base; co-investment opportunities |
| Lead / Principal Quant Developer (10+ years) | £280,000 – £500,000+ | £500,000 – £1,500,000+ | Carry and co-investment at most platforms; significant autonomy |
New York typically runs 15–25% above London. Singapore is narrowing the gap rapidly. Figures based on Platinum & Partners placement data 2025–2026.
The dominant languages for quant developers at systematic hedge funds are C++ and Python. C++ is used for performance-critical production systems — execution engines, risk systems, order management. Python dominates research infrastructure, backtesting frameworks and data pipelines. KDB+/q is the standard for time-series and market data at many established funds. Rust is gaining traction at newer firms and for systems where C++ safety guarantees matter. Java is less common in pure quant roles but present at larger asset managers.
In 2026, mid-level Quant Developers in London with 2–5 years of experience earn £110,000–£200,000 base with total compensation of £170,000–£360,000. Senior Quant Developers with 5–10 years earn £180,000–£320,000 base with total packages of £300,000–£700,000+. C++ developers at HFT firms command a premium over Python-focused roles at asset managers. New York runs 15–25% above London. For current compensation benchmarks, contact Tabby Kaan at tabby@platinumandpartners.com.
A Quant Developer at a systematic fund has closer proximity to the investment process than a pure software engineer. They understand the models and strategies they are implementing, work directly with quant researchers, and their work has direct impact on trading performance and research productivity. Software engineers at funds typically work on infrastructure, data engineering, or enterprise systems with less direct connection to the alpha-generating process. Quant Developers typically command significantly higher compensation.
The buy-side typically offers higher compensation, greater technical autonomy, and direct proximity to the investment process compared to quant developer roles at investment banks. The work is more specialised — you focus deeply on a smaller set of problems that directly impact trading performance. The culture is leaner and faster-moving. The main trade-offs are job security (performance-linked environments) and the smaller team size. Most quant developers who make the move do not go back. Platinum & Partners advises on buy-side transition regularly — contact Tabby Kaan to discuss your options.
Speak to Tabby Kaan directly. Retained, exclusive and contingency mandates — 48–72 hours to initial longlist. London, New York, Singapore, Hong Kong and global systematic investment centres.
Register confidentially with Platinum & Partners. We never circulate your CV without permission. Direct access to the off-market roles at the world's best systematic funds.
Tabby Kaan — Founder & Managing Partner | tabby@platinumandpartners.com | +44 (0)203 941 9113