For project-shaped, build-out and specialist engineering work where speed matters more than tenure. KDB+/q, C++ low-latency, Python quant dev and market data engineers, transparent day rates, weekly pay, full compliance managed.
We publish day rate ranges because confidence and transparency attract quality. Candidates self-select, clients get accurate benchmarks, and everyone saves time.
Tick data platform builds and migrations, Kx 4.x upgrades, research infrastructure, time-series analytics. Senior £900–1,300/day, Lead/Principal £1,300–1,800/day, specialist tick-plant build experience £1,800–2,200/day. Every tier-1 systematic shop runs KDB — chronic unmet demand.
Execution systems, market data handlers, order management, co-location infrastructure. Optimising for microsecond and nanosecond execution at HFT desks and prop firms.
Backtesting frameworks, signal infrastructure, data pipelines, research platforms. The backbone of every systematic research process — high demand across all strategy types.
Exchange feeds, market data normalisation, connectivity infrastructure. The plumbing that keeps a systematic fund's execution chain running cleanly.
Factor risk model integration, P&L attribution, exposure aggregation, VaR and stress engines, regulatory reporting. Constant demand as multi-strats scale pod complexity.
Production trading infrastructure reliability, CI/CD pipelines, observability, and Linux performance tuning for latency-sensitive research and trading systems.
AWS or GCP migration for quant research workloads — distributed compute (Ray, Dask, AWS Batch), data lake architecture, self-service research provisioning, FinOps. Every fund roadmap has a cloud migration workstream.
Position monitoring, P&L attribution, bespoke analytics and dashboards for PMs and researchers. Constant demand at multi-strats — every new pod needs one. Broad candidate pool, fast to mobilise.
Feature stores, model training pipelines, model serving, GPU scheduling for ML research. Growing demand as systematic funds layer ML signals over traditional strategies.
FIX connectivity, settlement reconciliation, regulatory reporting (MiFID II, CAT, T+1). Broadest candidate pool on the ladder — reliable, recurring client demand at all times.
Rates shown are indicative for senior contractors (5+ years buy-side or top-tier sell-side production experience). Lead/Principal-level engineers command the top of each range.
Rates shown are senior-tier benchmarks. New York rates run approximately 20–30% above London equivalents. Actual rates depend on seniority, skill specificity, contract duration and engagement structure — discuss directly with the team.
We run a fully managed contract operation, with weekly pay for contractors once timesheets are approved, standard terms for clients, and contractor compliance fully handled through our regulated back-office infrastructure. We manage timesheet administration and contractor compliance end to end.
These are representative examples of how we present live briefs — specific, honest about rates and scope. Live roles are listed on our Jobs board under the Contract tab.
Senior KDB engineer to lead migration of tick data platform to Kx 4.1 across equities and FX. Must have 5+ years production KDB at a hedge fund or tier-1 bank, strong q, comfortable with cluster ops. Start within 4 weeks.
Multi-strategy platform needs a senior C++ engineer to rebuild their execution engine for a new cash equities pod. Lock-free queues, kernel bypass, FIX protocol knowledge essential. Immediate start.
Tell us the role, stack, start date and rate. We confirm within 24 hours and return a shortlist within 48–72 hours.