Quant Algo Developer - Equity Derivatives - Market Making

Are you passionate about algorithmic trading and building cutting-edge solutions in a fast-paced, trader-facing environment? We're looking for an experienced C++ Quant Developer to join a growing team and work on high-performance trading algorithms in the Equity Derivatives space.

• Algorithm Development: Enhance and refine existing equity trading algorithms while contributing to the development of new market-making strategies.
• Low-Latency Trading: Build execution and market-making algorithms that interact directly with exchanges, including automated RFQ pricing for options.
• Quantitative Problem-Solving: Work closely with traders to develop solutions for portfolio optimisation, large-scale data analysis, and statistical modelling.
• Market Structure & Trading Expertise: Apply your knowledge of market microstructure, volatility trading, options pricing, hedging, and Delta1 products (futures, ETFs, stocks, swaps).
• Ownership & Collaboration: Engage directly with traders and the Head of the EqD desk, ensuring seamless integration of algorithms into trading strategies.

• Strong C++ (C+, C+) & KDB/Q Experience - Essential for building robust, high-performance trading systems.
• Low Latency Expertise - A strong understanding of optimizing for speed in trading environments.
• Quantitative Background - Hands-on experience with large data analysis, statistical techniques, and trading models.
• Trader-Facing Mindset - Ability to engage with the desk, understand business needs, and take ownership of algo development.

• Work on greenfield algorithmic trading projects, driving innovation in execution and market-making strategies.
• Be part of a highly interactive trading environment with direct access to traders and decision-makers.
• Shape the future of trading technology, building and optimizing algorithms that impact Real Time market dynamics.