automating the key decisions taken every day. Our team has a wide remit across product types such as stock, options, ETFs and futures, with strategies including marketmaking, automatic quoting, central risk books, systematic trading and algorithmic execution, trading on venues around the world. We deploy statistical analysis techniques and mathematical models to improve business performance while … traders and salespeople on the trading floor to bring value to our clients and the firm. Role Responsibilities Take a leading role on our Quantitative Trading & MarketMaking desk, building marketmaking and quoting strategies across equities products from cash to derivatives. Implement automated hedging algorithms, and build platforms to manage risk centrally across … asset classes Build and expand data pipelines for our advanced statistical and AI models, operating at scale with large quantities of time series data Drive our marketmaking platform development using a range of technologies, and collaborate closely with Quant Researchers and core engineering teams Take ownership of architectural decisions and implementation of our marketMore ❯
We're seeking a Quant to join a specialist Rates/e-trading team in London. You will work between quant research, market-making strategy, and automated trading platform development. You'll be part of a small, high-impact team that collaborates with traders to deliver measurable results in PnL performance, without carrying individual book risk. This … is a hands-on role working directly to influence trading and market-making capabilities in rates products across multiple currencies. Key Responsibilities Partner with the swaps desk to design and implement short-medium term trading signals across products such as Eurodollar, Scandinavian, Swiss, and select G3 currencies Create alpha-generating market-making metrics and … trading signals, ideally within Rates Proficiency in Python; Java knowledge a strong plus Strong background in tick-data analysis and implementation of trading models Understanding of market-making analytics and the design of trading performance metrics Familiarity with interest rate markets (highly advantageous and accelerates interview process) Ability to work closely with traders, engineers, and quants in More ❯
to our client franchise. We are looking for someone with a passion for using technology to drive commercial results, to focus on building our equities systematic marketmaking business. The team structure is designed to embrace hybrid skillsets across software development, quantitative research and trading. SYSTEMATIC MARKETMAKING - Equities Equities SMM is a systematic … marketmaking business covering European equities, equity futures and ETFs. SMM focuses on providing liquidity to clients, primarily via electronic channels, in equities, futures and ETFs. Our mission is to grow liquidity provision, increase innovation across the division, generate trading revenues, and run systematic trading and risk management strategies. As an automated trading business, SMM manages both … Science or an analytical field such as Mathematics, Physics, Engineering. Preferred haves Developing a cutting-edge core platform for automated quoting, risk management and hedging algorithms for Equities market making. Financial markets/securities/trading experience. Understanding the regulatory and supervisory environment and demonstrate ownership of our obligations and responsibilities under this. ABOUT GLOBAL MARKETS Our core More ❯
Founded in 2013, GSR is a leading market-making and programmatic trading company in the fast-evolving world of cryptocurrency trading. With more than 200 employees in 5 countries, we provide billions of dollars of liquidity to cryptocurrency protocols and exchanges daily. We build long-term relationships with cryptocurrency communities and traditional investors by offering exceptional service … team. Responsibilities: Design, develop, and maintain a low-latency trading system in Rust. Collaborate with traders, engineers, and quants to design and implement trading strategies within market-making, prop, and OTC. Build new tools/infrastructure to facilitate research; e.g., analytics and optimization. Automate the deployment and monitoring of trading strategies. Troubleshoot and resolve technical issues in … real-time. Your Profile: Minimum of one year experience developing in Rust; will be tested. Familiarity with core trading strategies (e.g., market-making, arbitrage, execution). Strong understanding of algorithms and data structures, as well as quant finance concepts: limit-order books, market microstructure, pricing. Experience with real-time data processing, IPC/shared-memory More ❯
Title: Quantitative Developer Location: London About Us: Founded in 2013, GSR is a leading market-making and programmatic trading company in the fast-evolving world of cryptocurrency trading. With more than 200 employees in 5 countries, we provide billions of dollars of liquidity to cryptocurrency protocols and exchanges daily. We build long-term relationships with cryptocurrency communities … team. Responsibilities: Design, develop, and maintain a low-latency trading system in Rust. Collaborate with traders, engineers, and quants to design and implement trading strategies within market-making, prop, and OTC. Build new tools/infrastructure to facilitate research; e.g., analytics and optimization. Automate the deployment and monitoring of trading strategies. Troubleshoot and resolve technical issues in … real-time. Your Profile: Minimum of one year experience developing in Rust; will be tested. Familiarity with core trading strategies (e.g., market-making, arbitrage, execution). Strong understanding of algorithms and data structures, as well as quant finance concepts: limit-order books, market microstructure, pricing. Experience with real-time data processing, IPC/shared-memory More ❯
a wide array of asset issuers. As a well-established marketmaker, our distinctive expertise led us to expand rapidly. Today, our services span marketmaking, options trading, high-frequency trading, OTC, and DeFi trading desks. But we're more than a service provider. We're an initiator. We're pioneers in adopting the Rust … future of digital assets. We're actively building it. Mission statement We are seeking a Rust or C++ Engineer with trading experience to join our core MarketMaking Services team. Our technology stack is built on Rust , Node.js , and Python , and while Rust proficiency is preferred, we welcome strong C C engineers who are eager to learn … and master Rust . As part of the core MarketMaking Services engineering team , you will drive continuous improvement in trading infrastructure and system performance. You will join a highly-profitable, fast-paced business unit within Keyrock, where you will be able to make a big impact on the bottom line while collaborating in a global fully More ❯
only as good as our team. Thus, we are building the firm around exceptional talent. The role We are looking for a Quantitative Trader specialising in market-making on crypto centralised exchanges. Leveraging your skills in statistical modeling, quantitative analysis, and live trading execution, you will play a critical role in expanding and optimizing our market-making strategies within the crypto trading business. Key Responsibilities: PnL driving and responsibilities for new and existing strategies, including marketmaking and basis trading Understanding and working with technology teams to optimise quoting logic, latency and strategies as you see fit Collaborating and monetising alpha signals produced by research teams Managing exchange fee tier …/volume requirements Strong experience, with quantitative trading (Crypto preferred) Strong market-oriented mindset with the desire to monetise research and maximise market opportunities Experience using quantitative techniques to analyse and prototype strategies Strong skills in Python, SQL and working knowledge of C Java Hands on experience with large volumes of time-series data - primarily in More ❯
bootstrap liquidity and stabilize the protocol in its earliest stages. The Opportunity Perpl is seeking an Internal Quantitative Trader to design, implement, and operate delta-neutral marketmaking strategies across Perpl's orderbook and vault system. This is a foundational role within our protocol trading team that will focus on providing consistent, risk-managed liquidity while targeting … will play a critical part in supporting Perpl's early user experience, helping us build resilient and efficient markets from launch. Responsibilities Design and implement automated marketmaking strategies that remain delta-neutral across volatile conditions Actively manage capital allocations and position risk across Perpl's internal trading vaults Monitor and adjust inventory, exposure, and quote behavior … uptime, accuracy, and risk controls Produce internal reports on liquidity provision, risk metrics, and trading outcomes Requirements 3+ years of experience in quantitative trading or systematic marketmaking, ideally in crypto or FX Strong understanding of delta-neutral hedging, inventory risk, and capital efficiency in derivatives markets Proficiency in Python and/or Rust for strategy development More ❯
Arrakis aims to disrupt the current market-making industry by providing the infrastructure to enable every project in the world that wants to launch a token to benefit from non-custodial, trustless, and automated on-chain market-making strategies. We believe in a world where every organization, from a small startup to a large … skills Proficiency with Microsoft/Google suite Ability to maintain confidentiality of sensitive HR information Join an amazing team of industry veterans focused on revolutionizing Web3 marketmaking, collaborating with major projects like MakerDAO, Uniswap, Aave, Lido, operating fully remotely with members spanning Zug, Paris, New York, Berlin, and San Francisco supported by world-class investors including More ❯
role will serve as an architect and technical leader role, responsible for refining and executing the IT vision, from market data aggregation and distribution, marketmaking execution & hedging, client negotiation and order management. Hands-on experience in ultra low latency and high availability applications is required. Summary of Key Purposes of the Role: We are … FX Cash & Derivatives) or leading vendors, and can balance microsecond performance targets with resiliency, regulatory and operational requirements. You will address functional and technical issues impacting pricing, electronic market contributions, negotiations, execution, hedging, order management and STP booking, while also being exposed to risk and P&L considerations. Your key responsibilities will include: Lead the architectural design of … cyber security landscapes Proactive - proactive and enthusiastic attitude suitable for a team-oriented, 24x5 global setup Technical skills Very strong knowledge of Forex products and workflows (marketmaking, price distribution, algo execution & hedging, order management) Proven software development experience with expertise in ultra low latency/high availability platforms Proficiency in .net core Proven ability to develop More ❯
proprietary technologies to build cutting edge platforms for pricing, execution, and control over each of these millions of transactions. Who We Look For The FICC Systematic MarketMaking (SMM) business consolidates and expands the firm's electronic marketmaking and algorithmic trade execution. As part of the SMM Engineering team, SMM Production Engineering partners More ❯
closely with the trading team and quantitative analysts (quants). You will collaborate with business stakeholders to design and implement systems that meet real-time trading demands, improve market efficiency, and support advanced trading strategies. You'll be a technical advocate for excellence and lead by example in fostering a culture of high standards, agility, and innovation within … when discussing complex technical solutions or business goals. Ensure high availability, reliability, and scalability of trading systems while maintaining a sharp focus on performance and testing. Drive technical decision-making and contribute to high-level architecture discussions, ensuring that all solutions align with the company's goals for scalability, performance, and security. Be a technical advocate for excellence, leading … leading by example, advocating for technical excellence, and mentoring engineers to help them grow their skills. Strong background in trading (ideally cryptocurrency trading),with experience in market-making, arbitrage strategies, and order execution in fast-moving markets. Proven experience iterating quickly on algorithmic strategies, adapting to market dynamics and optimizing performance in real-time. You More ❯
team. As part of its ambition to become a Top 3 contributor in the European ETF market, our client is continuously improving its ETF MarketMaking platform to better serve its clients. In a team of seven IT strategists, dedicated to the ETFs marketmaking desk. The role consists of supporting, maintaining More ❯
of the Java programming language (21+) to implement world class trading and pricing systems. Collaborative Development: Design and develop innovative pricing and risk components for our market-making operations, impacting a wide array of asset classes. Cross-Functional: Partner with financial engineering, quant teams, and other key business groups to ensure seamless product delivery and support. Hands … to junior developers, shaping the future talent within our Pricing and Risk group. Innovation with a Purpose: Create custom maintenance and reporting tools that drive efficiency and improve decision-making across the firm. Why You'll Love It Here Influence the Business: Your work will directly impact critical trading and risk management functions, giving you high visibility and the … models Experience across one or more asset classes such as Equities, FX, Commodities, and Derivatives. Familiarity with Front Office trading systems and a deep understanding of market-making environments. Ability to quickly respond to critical issues in a fast-paced trading environment. Experience mentoring and guiding junior team members. Excellent communication skills and the ability to build More ❯
with leadership, delivering innovation in a fast-paced trading environment. Youll work closely with traders, quants, and global technology teams to develop and refine low-latency market-making platforms for Cash FX, Spot FX, NDFs, and Precious Metals, while guiding a skilled global team of developers. This role is offering a base of £160,000 to … + strong bonus and some flexible working. What youll bring: Proven track record in FX marketmaking Expertise in low-latency pricing platforms (ideally C# or Java) Leadership experience managing and mentoring technical teams Strong C#/.NET skills (C++ a plus) with experience in multithreading, optimisation, and networking performance tuning Familiarity with trading connectivity protocols (e.g. More ❯
GBP Performance Related Bonuses Onsite WORKING Location: Central London, Greater London - United Kingdom Type: Permanent My client, a leading proprietary trading and marketmaking firm with a strong high-frequency trading (HFT) presence, is seeking a Quantitative Researcher to join their London office. This is a unique opportunity to work alongside world-class traders, technologists, and researchers … machine learning techniques, and mathematical modeling to large, complex datasets. Collaborate closely with trading and technology teams to implement and optimize models in live trading environments. Continuously research market microstructure and dynamics to refine and improve current approaches. Requirements: Completed PhD in a highly quantitative field (e.g., Mathematics, Physics, Computer Science, Engineering, Statistics). Strong programming skills in … ability to work effectively in a collaborative, fast-paced environment. Why Join: Opportunity to work on high-impact research with immediate application in high-frequency and marketmaking strategies. Collaborate with top-tier professionals in a stimulating and intellectually challenging environment. Competitive compensation package with performance-based rewards. Access to state-of-the-art technology and infrastructure More ❯
growth. Position Overview The Quant Trader - Execution will be responsible for developing, implementing, and optimizing execution algorithms and strategies for our firm's systematic trading and marketmaking activities. Reporting to the Head of Quantitative Trading, this role combines deep technical expertise in trade execution methodologies with market microstructure knowledge to minimize trading costs, market impact, and slippage while maximizing the efficiency of our trading operations across multiple asset classes. Key Responsibilities Research & Development Develop and enhance proprietary execution algorithms for various market conditions and trading strategies Research market microstructure across venues and asset classes to identify optimal execution approaches Design and implement intelligent order routing approaches and smart order … types Collaborate with researchers and developers to translate execution models into production-ready algorithms Stay current with academic and industry developments in execution methodologies, market microstructure, and exchange rules Trading & Execution Monitor and optimize real-time performance of execution algorithms Analyse transaction cost analysis (TCA) metrics and implement improvements to execution quality Develop strategies to minimize marketMore ❯
to optimise away manual inefficiencies. Example projects: The team has helped develop a number of modular building blocks Low-latency Algorithms for Automated Trading and Systematic MarketMaking Real-time streaming pipelines and signals Pricing libraries and tooling Venue connectivity for automated fund movement and management. By the end of 2025 where we want to be Further … Design and rigorously backtest trading models, ensuring statistical robustness and real-world applicability. Develop and optimize execution algorithms (VWAP, TWAP, Participation, SOR) to enhance trading performance and minimize market impact. Monitor and maintain real-time trading systems, proactively addressing issues in execution, risk, and P&L. Perform post-trade and transaction cost analysis (TCA) to continuously improve execution More ❯
whilst looking to optimise away manual inefficiencies. The team has helped develop a number of modular building blocks Low-latency Algorithms for Automated Trading and Systematic MarketMaking Real-time streaming pipelines and signals Pricing libraries and tooling Venue connectivity for automated fund movement and management. By the end of 2025 where we want to be Further More ❯
methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency marketmaking firm, and a bourgeoning investment adviser. DV Commodities is a rapidly growing division that specializes in trading crude oil, refined products, natural gas, and related energy markets across US … energy complex. We are looking for an experienced software developer to work with a small team responsible for development and daily operations of an event-based risk management, market data and pricing platform using modern and performant technologies. This effort is part of a greenfield project and the suitable candidate will be involved in the development of the … system. Responsibilities: Work alongside other software engineers, traders, and quants to develop and expand our risk management and trading platform Create scalable services for financial derivatives pricing and market data Efficient storage and access scheme for data and reference data across all frequencies, including microstructure data Building high-performance components for simulation and live trading Requirements: Bachelor's More ❯
to optimise away manual inefficiencies. Example projects: The team has helped develop a number of modular building blocks Low-latency Algorithms for Automated Trading and Systematic MarketMaking Real-time streaming pipelines and signals Pricing libraries and tooling Venue connectivity for automated fund movement and management. By the end of 2025 where we want to be Further More ❯
Maven is a market-leading proprietary trading firm allocating internal capital across discretionary, systematic, and market-making strategies. Our collective expertise spans traders, engineers, and technologists, unified by an unwavering dedication to enhance our efficiency as a premier liquidity provider for globally listed derivatives. We leverage groundbreaking execution and pricing technologies to elevate and improve … They will own and develop our internal project life cycle and related processes. The Project Manager collaborates with technology programme management to enforce, tailor, and develop the framework for making and delivering project decisions. They will support business users with this process, educate them and develop it with the necessary stakeholders. The project manager will also oversee and drive … across the business, gaining exposure to technology, trading, and support teams. The Project Manager helps support the collection, integration, analysis, and presentation of business information to support strategic decision making, including reporting to ExCo. It is a full-time permanent role and remuneration comprises an annual base salary depending on experience, plus a discretionary bonus. Role Specifications: Work with More ❯
Onyx Capital Group is a leading global marketmaker in commodity derivatives. We provide the world's largest commodity traders with the liquidity they need to trade a broad range of products under any market conditions. We are creating a team of the brightest minds in trading, technology and finance to build the trading system of … applications. Experience with DPDK , RDMA , or other kernel bypass/network acceleration techniques. Deep understanding of multithreading , lock-free programming , and memory management . Familiarity with FIX protocol , market data APIs , and exchange connectivity . Experience with Linux systems , especially in HFT or real-time environments. Knowledge of containerization (Docker, Kubernetes) and CI/CD pipelines . Experience … and ultra-low latency networks . Understanding of NVMe storage , high-frequency trading-grade servers , and network redundancy . Prior experience in financial services, especially in market-making , algo trading , or exchange connectivity . More ❯
methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency marketmaking firm, and a bourgeoning investment adviser. DV Commodities is a rapidly growing division that specializes in trading crude oil, refined products, natural gas, and related energy markets across US More ❯
McGregor Boyall are partnered with a market-leading, quant-driven tech hedge fund looking for C++ talent across multiple teams within trading and market execution. The roles involve building high-performance components for their systematic trading platform, working with advanced concurrency patterns and lock-free data structures. You'll be optimizing critical paths where microseconds matter … implementing sophisticated order execution algorithms, and collaborating with quants to deploy new trading strategies. Their stack leverages cutting-edge HPC techniques for market data processing and order management. They are using highly modern C++: custom allocators, zero-copy messaging, and SIMD optimization. You'll work directly with quants to translate mathematical models into production trading systems and see … of experience with Python - Experience working with systems processing high volumes of data (terra or petabyte-scale) - Extensive expertise with at least ONE of: fixed income, marketmaking, algo/eTrading, connectivity, execution, high frequency trading Nice to have: - Prior experience working for a leading systematic trading company - Excellent academics at the post-grad level McGregor Boyall More ❯