£115,000 Per year
Undetermined
Hybrid
City of London, London
Summary: A leading global financial institution is seeking a Quantitative Developer for their electronic trading and execution algorithms team in London. This front-office role involves core Java development, quantitative research, and systematic strategy implementation, focusing on equity market microstructure and electronic trading systems. The position requires collaboration with traders and technologists to enhance execution logic for systematic trading strategies. The role offers exposure to low-latency trading infrastructure and client-driven product development.
Key Responsibilities:
- Analyse performance of algorithmic trading strategies using large datasets
- Optimise market microstructure-aware trading logic & execution tactics
- Design & implement Java-based business logic for live trading systems
- Collaborate with quant researchers, engineers, & execution consultants across global offices
- Act as a technical point of contact on trading algorithm performance & behaviour
Key Skills:
- 3+ years of core Java development (Java 8+, multithreading, testing frameworks, DI)
- Experience with electronic trading systems (preferably equities, agency or prop)
- Strong understanding of European equities market microstructure
- Background in quantitative modelling, data analysis, or algorithm design
- MSc or PhD in a relevant field: Computer Science, Applied Mathematics, Statistics, or similar
Salary (Rate): £115,000 yearly
City: London
Country: United Kingdom
Working Arrangements: hybrid
IR35 Status: undetermined
Seniority Level: undetermined
Industry: Finance
Quantitative Developer - Systematic Execution
Algo Trading | Java, Equities, Market Microstructure | £115,000 | London (Hybrid)
A leading global financial institution is looking to hire a Quantitative Developer into their electronic trading / execution algorithms team in London. This is a front-office role combining core Java development, quantitative research, & systematic strategy implementation, ideal for someone with a deep understanding of equity market microstructure, electronic trading systems, & performance modelling.
You'll sit in a globally distributed Quant Trading & Strategy function, working closely with traders, quants, & technologists to research, design, & enhance the execution logic behind systematic trading strategies. The position offers strong exposure to both low-latency trading infrastructure & client-driven product development.
Key Responsibilities:
- Analyse performance of algorithmic trading strategies using large datasets
- Optimise market microstructure-aware trading logic & execution tactics
- Design & implement Java-based business logic for live trading systems
- Collaborate with quant researchers, engineers, & execution consultants across global offices
- Act as a technical point of contact on trading algorithm performance & behaviour
Required Skills:
- 3+ years of core Java development (Java 8+, multithreading, testing frameworks, DI)
- Experience with electronic trading systems (preferably equities, agency or prop)
- Strong understanding of European equities market microstructure
- Background in quantitative modelling, data analysis, or algorithm design
- MSc or PhD in a relevant field: Computer Science, Applied Mathematics, Statistics, or similar
Desirable Experience:
- Experience with low-latency systems, high-frequency trading (HFT) or execution consultancy
- Exposure to Python for prototyping & data analytics
- Familiarity with distributed systems, messaging frameworks (e.g. Kafka), or order management systems (OMS)
Position Overview:
- Salary: Up to £115,000 base
- Location: London (Hybrid, 2-3 days per week onsite)
- Industry: Financial services, electronic trading, front-office technology
- Team: Global quant/algo trading group
This is a unique opportunity for a Java Quant Developer to work directly on the engine of real-time equity trading, driving tangible performance improvements & collaborating with some of the brightest minds in systematic execution.