Description

As a Research Developer, you will play a critical role in transforming quantitative models into scalable, high-performance trading applications. You'll optimise research workflows, enhance back testing frameworks, and develop robust execution strategies that operate in real-time markets.

Key Responsibilities:

• Build and optimise back testing and simulation frameworks for evaluating trading strategies.
• Develop low-latency, high-performance software to execute and refine research-driven trading models.
• Work closely with quantitative researchers to translate ideas into production-ready code.
• Enhance data pipelines for ingesting, processing, and analysing vast amounts of financial data.
• Optimise and deploy machine learning and statistical models in a trading environment.
• Improve execution logic by refining order routing, risk management, and latency-sensitive components.
• Collaborate with infrastructure teams to ensure scalability and robustness of research systems.

You Need:

• 3+ years of experience in software development, with a focus on quantitative research or trading systems.
• Strong programming skills in Python, C++, or Java
• Experience with high-performance computing, parallel processing, and low-latency systems.
• Knowledge of financial markets, market microstructure, or algorithmic trading.
• Proficiency in working with large datasets, time-series analysis, and statistical modelling.
• Strong understanding of data structures, algorithms, and software optimisation.

Please reach out to [email protected] to find out more.