Quantitative Developer

Our client is a proprietary trading firm specialising in systematic and high-performing discretionary strategies across multiple asset classes. The firm leverages advanced technology, quantitative research and sophisticated models to capitalise on opportunities in global markets.

Its culture is built on innovation, efficiency and transparency, with a commitment to providing liquidity and supporting fair, efficient markets. Our client ensures its traders and professionals have the flexibility, tools and continuous learning opportunities needed to succeed.

Role

Our client is seeking a talented and driven Quantitative Developer to join its trading technology team. The role focuses on developing and enhancing the research infrastructure supporting quantitative systematic strategies, alongside the production-level development and optimisation of quantitative strategies, primarily across futures and other derivatives.

The ideal candidate will have a strong foundation in C++ and/or Python, a sound understanding of market microstructure and a passion for building high-performance trading infrastructure.

Our client values individuals who are passionate about innovation and solving complex problems. This opportunity offers the chance to make a meaningful impact, contribute to the development of advanced trading technology and take quantitative strategies to the next level.

Key Responsibilities

• Research Infrastructure and Tooling: Build and maintain research pipelines and tools for data sampling, quantitative analysis, simulation, backtesting and post-trade analysis to support the assessment and monetisation of live trading performance.
• Platform Integration: Develop and integrate quantitative systematic strategies, migrating them from the research environment to the production trading platform.
• Execution Systems: Develop and maintain low-latency trading execution systems across equities, derivatives and digital assets.

Required Qualifications

• Strategy Experience: A proven track record of working with fully systematic high-frequency trading (HFT) or medium-frequency trading (MFT) strategies, including backtesting and execution.
• Programming Skills: Proficiency in C++ and Python, with an emphasis on developing systematic research tools, implementing quantitative systematic strategies in production environments and optimising performance.
• Industry Experience: At least three years of relevant experience, with a strong understanding of systematic strategies, market microstructure, order types and execution venues for futures markets, particularly CME.
• Academic and Analytical Background: Expertise in mathematics, statistics or computer science, supported by strong numerical programming skills and experience with libraries such as NumPy and SciPy.
• Quantitative Techniques: Experience with statistical modelling, signal processing or machine learning applied to trading systems would be advantageous.