Quantitative Developer - Java | kdb - contract
Location: London, UK (Hybrid - 3 days onsite)
Contract: Initial 12-month contract
Rate: Up to £800/day (Inside IR35)
We are seeking a Senior Quantitative Developer to join a high-performing electronic FX (eFX) technology team within a leading global investment bank. This role focuses on the design, development, and optimisation of low-latency trading systems that support automated pricing, execution, and quantitative trading strategies.
Key Responsibilities
- Design and build low-latency, event-driven trading systems for FX markets
- Collaborate with quantitative analysts to integrate and optimise trading models
- Develop and enhance capabilities across pricing, execution, and back-testing frameworks
- Conduct latency and performance analysis, driving continuous optimisation
- Build analytics and monitoring tools to assess system and model performance
- Contribute to the scalability, resilience, and reliability of the core trading platform
- Work in an agile delivery environment with frequent releases to production
Required Skills & Experience
- Strong experience in electronic trading systems, ideally within FX
- Proven track record building low-latency, high-throughput applications
- Advanced Java development skills, including performance optimisation (low GC, lock-free techniques)
- Experience with Real Time messaging frameworks/protocols (eg Aeron, Kafka, FIX, ITCH, OUCH)
- Familiarity with time-series data platforms, preferably KDB
- Solid understanding of modern software engineering practices (CI/CD, testing, agile)
- Ability to work closely with cross-functional teams and contribute to technical documentation