Quant Developer - Quant Associate Programme - 2027
The quant implementation team turns systematic research into monitored trading models. This associate programme provides practical training while contributing to production models, portfolio allocation and simulation reliability.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Integrate research changes into live model implementations
- Build checks for trading-model behaviour and performance
- Compare simulation assumptions against observed trading
- Help automate strategy allocation and resolve production issues
What they ask for
Required
- Postgraduate quantitative training
- Python, C++ or comparable coding skills
- Probability and statistics
- Numerical techniques
- Analytical problem-solving
- Clear technical communication
- Managing competing priorities
- Education
- Master or doctoral qualification in a strongly quantitative subject.
- Experience
- Early-career associate intake; start between January and September 2027.
- Languages and tools
How to prepare
- Implement a monitored trading simulation with explicit checks
- Show how a research model is deployed and tested
- Explain how simulation assumptions differ from live execution
What to study
- Modern C++ for Quantitative Finance
- Quantitative Research, Data and Backtesting
- Market Microstructure and Execution
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Marshall Wace’s site before applying: requirements, location and pay can change after we check them.
View the posting on Marshall Wace’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Marshall Wace and doesn’t handle applications.