Quant Trading Developer

Morgan McKinley; Greater London; On-site; GBP 130,000 - 190,000; Full time

Job summary

Morgan McKinley is partnering with a premier global institutional trading platform to hire a hands-on Quant Trading Developer for their quantitative engineering group in London. This role sits at the intersection of quantitative research and software engineering, translating strategy ideas into high-performance, live production code across the trading lifecycle.

Note: Prior crypto experience is not required.

Qualifications

• Strong Java development experience in a front-office, production environment.
• Background in quantitative development and desk strats or algorithmic trading.
• Experience taking models from research/backtest to live trading systems.

Responsibilities

• Develop, test, and deploy quantitative trading strategies into production systems.
• Translate complex models from researchers into efficient Java code for live desks.
• Optimize trading engines for throughput, latency, and resilience.
• Own components of the strategy lifecycle including data integration and risk checks.

Skills

Java

Quantitative development

Production experience

Front-office trading

Job description

Morgan McKinley is partnering with a premier global institutional trading platform to hire a hands-on Quant Trading Developer for their quantitative engineering group in London.

This role sits squarely at the intersection of quantitative research and software engineering. You will work directly with traders and quantitative analysts to translate strategy ideas into high-performance, live production code across the end-to-end trading lifecycle.

Note: Prior experience in digital assets/crypto is not required. The team is explicitly prioritizing candidates with strong traditional financial market experience (e.g., Bank Strats, Quant Development groups).

Key Responsibilities

• Strategy Productionisation: Develop, test, and deploy quantitative trading strategies and algorithmic models into production systems.
• Research-to-Engineering Bridge: Work alongside quantitative researchers and desk traders to translate complex mathematical models into clean, efficient, and scalable Java code.
• Trading Systems Integration: Optimize existing trading engines for throughput, speed, and operational resilience across live execution desks.
• End-to-End Ownership: Own critical components of the strategy lifecycle, including tick-data integration, pricing logic, risk controls, and execution monitoring.

Requirements

• Core Technical Stack: Strong, hands-on programming skills in Java.
• Quant Background: Experience working in front-office quantitative development, desk strats (e.g., Goldman Sachs Strats, bank quantitative engineering teams), or algorithmic trading groups.
• Production Experience: Proven track record of taking algorithms from research/backtest into live, high-frequency or high-performance production trading environments.
• Asset Class Domain: Strong understanding of traditional financial markets (Equities, FX, Fixed Income, Derivatives).