Description

A high-performing systematic trading firm is building a next-generation trading platform focused on scalable infrastructure, cutting-edge research, and rapid strategy deployment.

Role Overview

They're looking for a Quantitative Developer to sit at the intersection of research and technology, building the tools and infrastructure that enable the firm's trading strategies. You'll work closely with researchers and traders to implement models, optimise performance, and ensure robust deployment across live trading environments.

This is a front-office engineering role with direct impact on PnL.

Key Responsibilities

• Contribute to Build out of research and trading platform from scratch
• Implement and optimise alpha models, signal pipelines, and execution logic
• Build high-performance tools for data analysis, backtesting, and simulation
• Collaborate with researchers to translate ideas into robust, scalable code
• Ensure reliability, latency, and correctness of live trading systems

Candidate Requirements

• PhD or MSc in Computer Science, Engineering, or related field, from a Top 10 Globally Ranked University
• Strong programming skills in Python and/or C++ (Rust or Java also valued)
• Experience building systems for data processing, modelling, or trading
• Familiarity with numerical computing, time series analysis, or distributed systems
• Exposure to quantitative finance, trading, or research environments preferred