Quantitative Python Developer – Algorithmic Trading
Brussels
Hybrid working — 2 remote days per week
What if your Python code could directly influence real-time trading decisions?
We are supporting the growth of a Brussels-based Algorithmic Trading team operating at the intersection of quantitative finance, software engineering and market execution.
As trading activities become increasingly automated, the team is building a new generation of algorithms capable of identifying market opportunities, generating bids and supporting traders in their execution decisions.
We are looking for a Quantitative Python Developer who combines strong software engineering skills with a genuine understanding of financial markets, trading or quantitative modelling.
Your role
You will work directly with Quant Developers, Algo Traders, IT teams and market specialists to transform trading strategies into reliable, scalable and production-ready solutions.
Your responsibilities will include:
- Designing, developing and optimising automatic and semi-automatic trading algorithms
- Building high-performance Python applications supporting real-time trading activities
- Processing and consuming large volumes of market and operational data
- Contributing to quantitative optimisation and decision-making models
- Translating trading strategies and business requirements into robust technical solutions
- Collaborating closely with traders and quantitative specialists throughout the full development lifecycle
- Participating in the industrialisation and automation of a rapidly evolving trading environment
Technical environment
- Python
- Real-time data processing
- Kafka and/or RabbitMQ
- PostgreSQL and time-series databases such as TimescaleDB
- Quantitative modelling and optimisation
- Algorithmic trading and market data
What we are looking for
You are first and foremost a strong Python software engineer, but you also enjoy understanding the quantitative and business logic behind the systems you build.
You ideally bring:
- Strong professional experience developing production-grade applications in Python
- Previous exposure to trading, financial markets, capital markets or commodity markets
- An understanding of quantitative concepts such as optimisation, pricing, execution or market modelling
- Experience working with real-time data, event-driven architectures or streaming technologies
- Good software engineering practices: clean code, testing, performance and maintainability
- The ability to communicate effectively with traders, quantitative analysts and non-technical stakeholders
Experience in power markets, commodities trading, energy optimisation or physical asset management would be highly valuable, but strong candidates coming from banking, electronic trading, asset management or quantitative finance environments will also be considered.
Why join?
You will join a strategic transformation programme where algorithms are becoming central to market decision-making.
The position offers:
- Direct exposure to trading and quantitative teams
- Complex real-time and data-intensive technical challenges
- A role combining software engineering, quantitative analysis and financial markets
- The opportunity to contribute to a multi-year algorithmic trading transformation
- A collaborative and international environment
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