About the Role

The Role

You will work closely with quants, researchers, and traders to design and implement systems that power pricing, risk, and trading strategies. Your work will directly influence live decisions in fast-moving markets, where correctness, latency, and reliability all matter at once.

This isn’t just a “build models” role, and it isn’t just “write backend services” either. It’s both—plus the engineering discipline to make it all hold together in production.

What You’ll Do

Design and build high-performance systems supporting quantitative research and trading workflows
Translate mathematical and statistical models into production-grade code
Develop and optimise low-latency services for data processing and execution
Build robust data pipelines, simulation frameworks, and analytics tooling
Collaborate closely with quantitative researchers to refine models and assumptions
Improve research-to-production infrastructure and deployment workflows

Tech Stack

We don’t expect you to know everything—but experience in parts of the following stack is highly relevant:

Core Languages: C++, Python, Rust
Quant & Data: NumPy, pandas, SciPy, Jupyter
Data Infrastructure: Kafka, Redis, PostgreSQL, kdb+ (or similar time-series databases)
Distributed Systems: Microservices architectures, gRPC, REST APIs
Cloud & Infrastructure: AWS / GCP, Docker, Kubernetes
Performance & Systems: Low-latency optimisation, multithreading, memory management
CI/CD & DevOps: Git, CI pipelines, automated testing frameworks

What We’re Looking For

We’re looking for engineers who combine strong software fundamentals with genuine quantitative curiosity.

You should be comfortable with systems-level thinking, performance optimisation, and writing clean, maintainable code in a production environment. A strong background in one or more of C++, Python, or similar languages is expected.

You’ll likely have experience with data structures, algorithms, and distributed systems, and you’ll be confident reasoning about trade-offs between speed, accuracy, and complexity.

A degree in Computer Science, Mathematics, Physics, Engineering, or a related discipline is typical—but what matters most is how you think and build.

Exposure to quantitative finance, trading systems, or numerical methods is a strong plus, but not strictly required if you can demonstrate equivalent depth elsewhere.

Requirements

C++ experience

A strong background in C++ is expected for this role.

Python proficiency

Experience with Python is essential for developing production-grade code.

Quantitative skills

You should have a solid understanding of quantitative finance and trading systems.

Systems-level thinking

Comfort with performance optimisation and writing maintainable code is crucial.

Nice to Have

Experience with Rust

Familiarity with Rust is a plus but not mandatory.

Knowledge of data structures

Experience with data structures and algorithms is beneficial.

Benefits

Competitive salary

The role offers a competitive salary starting at £300k.

Collaborative environment

Work alongside talented quants and traders in a dynamic setting.