Quantitative Developer - Graduate
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.
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.
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
Benefits
- Discretionary bonus scheme
- Private health insurance
- Pension scheme contributions
- Free Friday lunches, drinks and snacks
- Conference and training budget
- Central London office