Quant Developer

XTX Markets

The Firm   XTX Markets is a leading algorithmic trading firm which uses state-of-the-art machine learning technology to produce price forecasts for over 50,000 financial instruments across equities, fixed income, currencies, commodities and crypto. It uses those forecasts to trade on exchanges and alternative trading venues, and to offer differentiated liquidity directly to clients worldwide. The firm trades over $250bn a day across 35 countries and has over 250 employees based in London, Singapore, New York, Paris, Bristol, Mumbai, Yerevan and Kajaani. We leverage the talent of the people who work here, modern computational techniques and state-of-the-art research infrastructure to analyse large data sets across markets quickly and efficiently, to maximize the effectiveness of our proprietary trading algorithms. We are actively seeking new methods and ideas. The models that drive our trading strategies have evolved considerably over the last 10 years, from econometric methods that gave our company its name, to trees, to neural networks, to modern deep learning architectures. XTX Markets has an unrivalled level of computational resources in the trading industry, with a growing research cluster currently containing over 25,000 GPUs with 650 petabytes of usable storage. Teams across the firm include world-class researchers with backgrounds in pure math, programming, physics, computer science and machine learning. The firm is also constructing a large-scale data centre in Finland to future-proof its significant computational capabilities. At XTX Markets technology is our business and we are a diverse organization which attracts outstanding talent from across all industry backgrounds. We are focused on teamwork, and our people collaborate on all aspects of the business, working openly and with respect for each other, our clients and the market. Our culture is non-hierarchical and one where everyone is valued. We strive for excellence in everything we do.   The Role The OTC Trading Development team is currently looking to hire an experienced developer focused on trading system development.   The Team: * Architects, implements and maintains a diverse set of trading systems: whilst ETFs will be the immediate focus for this position, the team works to build a wide range of systems which span prop trading on venue and OTC liquidity provision platforms across other asset classes (primarily Equities, FX and Crypto). * Receives reference implementations of models from quants, hard control requirements from Risk and Compliance, and system ergonomics requests from Trading Analysts, often working closely with those teams to find the best direction. * Is highly autonomous in how we work, maximising safety and velocity. We build and maintain multiple trading systems with a fraction of the headcount of our competitors, so it's critical we can eliminate bureaucracy. * This will be the team’s first hire in New York. This role will involve working on our ETF trading system. The role will require close platform with stakeholders to the system in NYC e.g. Business Development, as well as with OTC’s developers in London. * There are no out-of-hours support responsibilities involved in this role. * There may be an occasional requirement for travel to our London offices. The Technology:   * Consists of high-performance trading venue integrations, fair value generation, trading algorithms, risk controls and real time UIs implemented from business requirements. * Is predominantly implemented in Kotlin, with limited amounts of C++. Older parts of the codebase may use Python or Java; this is a decreasing minority. * Is tailored to a wide range of latency and throughput requirements. Where necessary we use a thread-per-core architecture, implement large parts of the network stack and integrate with network card APIs directly. Attributes Someone that would be an excellent fit: * Is an experienced coder, with a solid understanding of Computer Science fundamentals. * Has several years of experience working in Kotlin or other object-oriented languages like Java, C++, or C#. * Knows how to build technology quickly and safely using a variety of testing methods. * Unblocks the team with code reviews that prioritise correctness over style preferences. * Has experience in systems with requirements of microseconds per request or gigabits per second per thread. * A well-founded understanding of ETFs is desirable, though we are open to candidates with any domain knowledge, experience or evidence of interest within finance. Benefits * Extensive medical and wellness benefits including gym membership. * Breakfast and lunch provided daily. * Beautiful Hudson Yards office. * 25 days paid holiday per year + statutory holiday and paid sick days. * Generous 401k contributions. * We work 4 days per week in the office, 1 from home unless stated otherwise. The base salary range for this role is between $200,000 to $300,000 depending on relevant job-related skills and experience. You will be eligible for participation in a discretionary annual performance bonus scheme and will enjoy a comprehensive package of benefits. All bonuses, benefits, and any sign-on payments are in addition to the base salary range stated.

Flow Traders

Flow Traders is looking for a Senior C++ Software Engineer to lead the next-generation architecture of the market data and execution platforms that power our fully systematic trading. We don't treat market data as plumbing - for us it's a source of alpha, where feed handling, order book construction, and a deep understanding of exchange microstructure are themselves a competitive edge. We're looking for a senior individual contributor who has lived this philosophy in a proprietary or systematic trading environment and can squeeze every nanosecond out of the path from wire to strategy. As a senior individual contributor, you'll help set the technical direction for the Core Platform that underpins quantitative research, pricing, strategy development, and execution across hundreds of venues - and drive its global rollout across our Market Data, Quant Research, Pricing, and Strategies groups. You'll work in a tight, iterative loop with quants and technical traders, applying deep expertise in modern C++, OS internals, CPU and memory architecture, lock-free concurrency, and low-latency networking to push our systems toward state-of-the-art performance, robustness, and observability. WHAT YOU WILL DO: * Lead the development and global rollout of our Core market data platform used across multiple focus areas (Market data, Research engineering, Pricing, Strategies). * Design and implement high‑performance components for market data ingestion, normalization, and distribution, as well as its usage for order execution and strategy infrastructure. * Develop tools and frameworks that enable quants and technical traders to build, tune, and deploy data‑driven systematic pricing and trading strategies. * Own the full lifecycle of your components in a fast‑paced, iterative environment: deploy, monitor, profile, and optimize your code in production. * Work closely with focus group engineers, quants, and technical traders to refine requirements, collect feedback, and iterate on the platform's design and implementation. WHAT YOU NEED TO SUCCEED: * BSc, MSc, or PhD in Computer Science, Mathematics, or a related field. * 7+ years of post‑graduation professional C++ software development experience. * Experience building low‑latency market data ingestion, order execution, and algorithmic trading systems (proprietary trading industry preferred). * Strong knowledge of algorithms and data structures. * Experience in parallel, asynchronous, and multithreaded programming. * Demonstrated ability to write clean, reliable, and highly scalable C++ code. * Interest in extracting maximum performance from available hardware and software (CPU caches, memory layout, networking, etc.). * Ability to communicate effectively with both technical and non‑technical colleagues.     At Flow Traders, we acknowledge the importance of open and transparent communication whether it be with our employees, our stakeholders, or our local and global communities. When it comes to salary, Flow Traders uses reliable market research to create base ranges. Where candidates will fall within the range depends on a few different factors including but not limited to level of experience, location, and specific skill set. We also consider ourselves one global team, and to demonstrate that, all employees are eligible to share in the company’s success through an annual discretionary variable remuneration allocated based on company, group and individual performance and contribution.  Per NYC salary transparency law, the total compensation for this role includes a base range of $225,000 to $300,000 plus annual discretionary variable remuneration.   Flow Traders does not accept unsolicited resumes from any professional staffing or search firms. All resumes, and any other information identifying potential candidates, submitted to any employee at Flow Traders via-email, the Internet or directly without a valid and signed search agreement will be deemed free to contact by Flow Traders without any restrictions and no placement fee of any kind will be paid in the event the candidate is hired by Flow Traders. #LI-MM1

Qube Research & Technologies

Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors. Your future role within QRT: * The successful candidate will join the Production Management team based in New York, providing high-touch support to the QRT trading desks and Risk managers with a dedicated focus on Risk and PnL systems.   * QRT trades across all major EMEA and US markets, and this role sits at the intersection of technology and front office operations.  * You will be the primary point of contact for the investigation and resolution of issues impacting real-time risk monitoring, daily PnL figures, and trade / positions reconciliation.   * You will work closely with traders, quants, and finance teams to ensure the integrity and availability of risk and PnL data throughout the trading day and at end of day. You will also liaise with internal development, quant research, and external counterparties to maintain a stable and accurate production environment.  Your present skillset: * Real-time risk support: Monitor and support intraday risk systems, ensuring live Greeks, exposure, and limit utilisation data are accurate and available to the front office throughout the trading day  * PnL production and reconciliation: Own the end-of-day PnL process, including identification and resolution of breaks between trader flash PnL and official finance PnL  * Trade and position reconciliation: Investigate and resolve position breaks between internal systems, prime brokers, and exchange/clearing houses  * Market data integrity: Ensure pricing and reference data feeds (EOD prices, vol surfaces, yield curves) used in risk and PnL calculations are correct and complete  * Explain PnL attribution: Work with traders and quants to explain PnL moves by decomposing into risk factors (delta, gamma, vega, theta, etc.)  * System availability: Ensure all risk and PnL components are operational before the start of each trading session; manage morning health checks and sign-off processes  * Incident management: Lead investigation and resolution of risk or PnL discrepancies, communicating clearly with traders and senior management under time pressure  * Process improvement: Develop scripts and tools to automate reconciliation, monitoring, and alerting workflows to reduce manual effort and improve accuracy  * Release management: Support the deployment of risk system and PnL platform releases, validating output integrity before and after changes  * Evening/weekend support: Provide on-call coverage for critical end-of-day and start-of-day processes, normally via remote access  Essential  * Minimum 2 years in a risk, PnL, or quantitative support role within a trading firm, hedge fund, or investment bank * Strong understanding of risk metrics: delta, gamma, vega, theta, DV01, and portfolio-level exposure aggregation  * Hands-on experience with PnL production workflows, including flash vs. official PnL reconciliation and attribution  * Familiarity with financial instruments across at least two asset classes (Equities, Futures, Commodities, FX, Fixed Income)   * Strong relational database skills – able to query and investigate data independently (SQL Server or Postgres preferred)  * ~1 year of scripting experience in Python, Bash, or PowerShell for automation and investigation tooling  * Excellent analytical and problem-solving skills with a methodical approach to root cause analysis  * Strong written and oral communication skills – able to explain technical issues clearly to traders and senior stakeholders  * High sense of ownership: proactive in following issues through to resolution without being chased  Base salary range for this position is $150,000 to $220,000 per year.  QRT Total Compensation includes discretionary performance-based bonuses and a competitive benefits package.