A high-frequency proprietary trading firm is building out its London and US teams across equities, futures and options market-making and liquidity-taking. Both roles sit close to the desk, with ownership of production strategies where microseconds and basis points are measured.
HFT Quantitative Developer (C++ / low-latency)
- Build and optimise ultra-low-latency trading systems: order gateways, market-data handlers, matching-engine simulators, order-book and signal engines
- Profile and tune at kernel, network and CPU level (cache, NUMA, kernel bypass, lock-free structures); FPGA or Rust experience is a strong plus
- Own the path from research prototype to production, including replay, backtesting and live monitoring infrastructure
- Requirements: 3+ years of modern C++ (17/20) in HFT, market making or exchange technology; strong Linux and networking; evidence of measured latency gains
HFT Quantitative Researcher
- Research short-horizon alpha, market-making and execution models from tick and order-book data
- Develop and calibrate fill, queue-position, adverse-selection and inventory-risk models
- Run rigorous simulation and live A/B testing; deploy and monitor the models you build
- Requirements: strong quantitative background (maths, physics, statistics, CS, or similar; PhD valued but not required); experience in microstructure, market making or HFT stat-arb; Python and C++ or Rust; clear signal-to-production record
Not a fit: low-frequency or discretionary profiles; sell-side e-trading roles without ownership of strategy or latency-critical code; candidates without buy-side or prop experience.