We are partnering with a globally established, technology-driven investment firm focused on systematic strategies and delivering consistent returns across markets. We are looking for a developer to design, build, and optimise scalable infrastructure that supports quantitative research, market data processing, and systematic trading strategies.
Requirements
- More than 3 years of software engineering experience in a financial space
- Strong in Python and/or Rust (C++ advantageous)
- Experience working on Equity Volatility systematic trading platform
- Solid SQL/database experience (PostgreSQL, Snowflake, ClickHouse, etc.)
- Exposure to arbitrage strategies and market data systems
- Familiar with tools like AWS, Kafka, Kubernetes, Redis, React is a plus
- Understanding of CI/CD, DevOps, Agile methodologies
- Strong problem-solving skills and attention to detail
- Candidates with prior trading (HFT) backgrounds are highly desirable
What's in it for you
- Work directly with Quants and Portfolio Managers
- Build and scale high-performance trading systems
- Fast-paced, high-impact environment with strong engineering culture
- Opportunity to work on complex, real-world financial problems
If you are interested, please apply to the job post or contact me at [Confidential Information]
Regrettably, only shortlisted candidates will be notified.
Business Registration Number: 200611680D |Licence Number: 10C5117 |EA Registration Number: R23115372
