Quantitative Developer

exabyte-scale market data with real reliability and speed Building the tooling, pipelines and platforms that let quant researchers move faster and dig up new alpha Tackling hard problems in distributed computing, storage, parallelisation and high-performance data engineering Working directly with quants and traders to turn research ideas into production-grade systems Relentlessly tuning latency, throughput and efficiency across the stack Owning major platform components end-to-end - design through deployment and beyond Shaping engineering standards and technical direction across the platform team Progressively gaining exposure to modelling, signal generation and algo development as you grow into the role What You’ll Bring : Strong commercial Python experience in quant finance or another genuinely large-scale distributed systems environment (big tech candidates considered case-by-case, depending on depth of distributed-systems ownership) A track record building large-scale distributed applications or high-performance data platforms Sharp grasp of algorithms, data structures and software architecture Experience wrangling very large datasets and optimising for performance Comfort in Linux environments with strong modern engineering practices Excellent communication - you’ll need to work closely with highly technical, non-engineering stakeholders Bonus Points For : Time spent at a hedge fund, prop trading firm or quant investment manager Familiarity with market data or quant research workflows Experience building research or analytics platforms C++, Rust or other performance-oriented language skills Cloud infra, Kubernetes or modern distributed computing environments Demand for developers with this profile is extremely high right now - get in touch quickly to be considered. #J-18808-Ljbffr