Quantitative Developer
About the Role
You will design, implement, and maintain low-latency trading systems in Rust that directly drive strategy execution. You will collaborate with traders, engineers, and quants to translate strategies into robust production services, build analytics and research tools, and automate deployment and monitoring. You will optimize real-time data processing, reduce latency through careful system design, and troubleshoot production issues under time pressure.
Requirements
- Minimum of one year experience developing in Rust
- Familiarity with core trading strategies such as market-making, arbitrage, and execution
- Strong understanding of algorithms and data structures
- Knowledge of quant finance concepts including limit-order books, market microstructure, and pricing
- Experience with real-time data processing, IPC and shared-memory architectures, and low-allocation/zero-copy design
- Bachelor's degree in Computer Science, Mathematics, Physics, or a related field (PhD preferred)
- Prior experience in high-frequency trading, market-making, or electronic trading is a strong advantage
Responsibilities
- Design, develop, and maintain a low-latency trading system in Rust
- Collaborate with traders, engineers, and quants to design and implement trading strategies for market-making, prop, and OTC
- Build tools and infrastructure to facilitate research, analytics, and optimization
- Automate deployment and monitoring of trading strategies
- Troubleshoot and resolve technical issues in real-time
Benefits
- Two discretionary bonus payments per year
- Healthcare
- Dental
- Vision
- Retirement planning
- 30 days holiday
- Free lunches when in the office
- Regular town halls, team lunches, and drinks
- Charity fundraising matching and volunteer days