Graduate Quantitative Developer – HFT / Low-Latency Systems
On-site
Core
Develop and optimise low-latency trading systems for live electronic trading across major global exchanges.
Role type
Graduate quantitative developer (HFT)
Builds
Low-latency trading systems, exchange simulators, backtesting infrastructure
Domain
Financial markets / High-Frequency Trading
Deliverable
production ML models
Required skills
C++, Java, Rust, Golang, C#, systems programming, concurrency, networking, memory management, performance optimisation
Preferred skills
HFT internships, competitive programming, exchange protocol experience
Responsibilities
Develop and optimise low-latency trading systems, work directly with traders and quantitative researchers, understand exchange architecture and market data feeds, investigate latency and system behaviour in live markets
Seniority
Graduate
