Join a high-performing team developing advanced models and analytics for global markets. This role offers hands-on development with Python/C#/C++, deep exposure to derivatives pricing and fixed income/commodities, and the chance to mentor juniors. Competitive salary, bonus, share options, and excellent benefits in a collaborative hybrid environment.

Join a flagship volatility trading desk in a high-impact engineering role. You’ll design and deliver Python-based trading systems, working closely with traders and researchers in a talent-dense team. 10+ years in systematic trading tech required, with strong derivatives knowledge.

Join a small but growing systematic trading team, developing C++ and Python systems that power mid- to high-frequency strategies across global markets. Work closely with researchers and traders on everything from market data to execution. Compensation: £220k–£450k total package.

Join a high-impact team building time series data systems and real-time trading infrastructure. Work directly with traders and quants to design performant pipelines and APIs using Python, Java, or C++. Ideal for engineers with strong fundamentals and an interest in financial markets.

Join a high-impact team building time series data systems and real-time trading infrastructure. Work directly with traders and quants to design performant pipelines and APIs using Python, Java, or C++. Ideal for engineers with strong fundamentals and an interest in financial markets.

Join a high-impact team building time series data systems and real-time trading infrastructure. Work directly with traders and quants to design performant pipelines and APIs using Python, Java, or C++. Ideal for engineers with strong fundamentals and an interest in financial markets.

Join a collaborative quant trading team building high-performance research and trading infrastructure in Python. Work on distributed systems, data pipelines, and simulation tools with strong compensation and clear impact.

A leading trading firm is looking for a Data Engineer to join its Treasury Quantitative Development group. You’ll be central to the build-out of scalable, high-availability systems used to calculate margin and cash stress scenarios for senior management, treasurers and PMs. You’ll work closely with quantitative researchers and engineering teams to design backend services and maintain the firm’s data infrastructure, including data models, warehousing and caching layers.

This is a hands-on role within a small, collaborative trading technology team. You’ll be responsible for designing and building core components of a Rust-based trading platform that powers both market-making and execution strategies.

Working closely with quantitative researchers and traders, you’ll help reduce system latency, automate strategy deployment, and support real-time decision-making with performant infrastructure. The firm values engineers who thrive on ownership, technical depth, and clear communication.

Locations: London or Singapore | Hybrid (3 days/week in office)

• Build the systems that underpin a global trading operation
• Work across real-time and batch data pipelines
• Python-focused, infrastructure-aware, and close to the business
• Flexible, high-impact role with strong compensation