Quantitative Developer - Graduate
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will work closely with traders and researchers to understand exchange architectures, protocols, market data and order entry APIs, and translate that understanding into low-latency trading solutions. You will write performance-optimised code, validate trading logic with meticulous attention to detail, and demonstrate your skills through relevant internships and projects. This is an onsite role in Central London; remote work is not available.
Requirements
- Bachelor's or Master's degree in Computer Science, Mathematics, Finance, or a related field
- Understanding of financial markets and trading concepts
- Experience in writing performance-optimised code in Java, Rust, Golang, C++ or C#
- Experience in quantitative development within the HFT space
- Desire to learn new languages and technologies
Responsibilities
- Work closely with traders and researchers to understand exchange architectures, protocols, market data, and order entry APIs.
- Translate exchange knowledge into low-latency trading systems and order entry solutions.
- Write performance-optimized code in Java, Rust, Go, C++, or C#.
- Apply quantitative development techniques relevant to high-frequency trading.
- Maintain meticulous attention to detail and rigorously validate trading logic.
- Demonstrate skills through relevant internships and projects.
Benefits
- Discretionary bonus scheme
- Private health insurance
- Pension scheme contributions
- Free Friday lunches, drinks and snacks
- Conference and training budget
- Central London office
