Quantitative Traders
london, south east england, united kingdom
Mercor
of market microstructure, high-frequency trading systems, probability, optimisation, and time-series analysis. Proficiency in one or more programming languages commonly used in quantitative and HFT environments (Python, C++, Julia, R, or Rust). Experience with simulation systems, trading infrastructure, latency optimization, or machine learning models is a strong plus. Excellent analytical reasoning, communication, and collaboration skills. Ability to commit More ❯
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