Quantitative Developer
My clients is seeking an experienced Quantitative Developer to design, build, and optimise high-performance trading systems within prediction markets and market-making environments. This role is suited to candidates with a proven track record delivering high Sharpe strategies in HFT or similarly latency-sensitive domains.
You will work on end-to-end system development, including signal research, execution infrastructure, and real-time risk management. The ideal candidate combines strong engineering discipline with a deep understanding of market microstructure, probabilistic modelling, and alpha generation.
Key Responsibilities:
- Develop and maintain low-latency trading systems in Java, Python, or Rust
- Design and implement predictive models for pricing and execution
- Optimise market-making strategies across multiple venues
- Build robust backtesting and simulation frameworks
- Collaborate closely with researchers and traders to deploy live strategies
- Continuously improve system performance, reliability, and scalability
Requirements:
- Extensive experience in HFT, market making, or prediction markets
- Demonstrated ability to generate high Sharpe ratio strategies
- Strong programming skills in Java, Python, or Rust
- Deep knowledge of data structures, algorithms, and concurrency
- Solid understanding of market microstructure and execution dynamics
- Experience working with large datasets and real-time data pipelines
- Degree in a quantitative field (Maths, Physics, Computer Science, Engineering)
Desirable:
- Experience with exchange connectivity, FIX protocols, or crypto markets
- Background in statistical modelling, ML, or probabilistic forecasting
- Familiarity with Linux systems, networking, and performance tuning
Location & Flexibility:
- Preferably London-based, but open to remote candidates within compatible time zones
This is a high-impact role in a fast-moving environment, offering significant autonomy and the opportunity to directly influence trading performance.