Quantitative Developer - Graduate

Work closely with traders and researchers to understand exchange architectures, protocols, market data, and order entry APIs, translating that knowledge into low-latency trading solutions. Write performance-optimised code, validate trading logic with meticulous attention to detail, and demonstrate 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

• Competitive base salary
• Discretionary bonus scheme
• Private health insurance
• Pension scheme contributions
• Free Friday lunches, drinks and snacks
• Conference and training budget
• Central London office