Quantitative Engineer
Hybrid · London, England, United Kingdom
Job Summary
Quantitative Engineer responsible for designing and maintaining high-performance pricing and risk libraries for OTC trading, building and optimizing C++/Rust components for real-time quoting and execution, and owning critical parts of the trading stack (order logic, pricing, risk tracking, data handling). Collaborates with traders and quants to identify latency bottlenecks, profile and tune systems for performance and scale, and drive projects from conception to production with full ownership. Requires expert C++ or Rust programming, low-level optimization and debugging, familiarity with trading infrastructure or derivatives risk systems, and a degree in CS/math/engineering. Nice-to-have skills include Python for data handling and experience with fast market connectivity or HFT-style architectures. The role offers a hybrid work setup (4 days in office in London) with up to £180,000 base salary plus equity, and additional perks such as unlimited holiday and a remote-work policy.
Required Qualifications
- Degree in Computer Science, Mathematics, Engineering, or related field
- Expert-level programming in C++ or Rust
- Strong grasp of low-level optimisation and systems-level debugging
- Experience in derivatives pricing, risk systems, or trading infrastructure (preferred)
- Comfort working in latency-sensitive, production-critical environments
- Excellent quantitative and analytical skills
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