Quantitative Developer, Java

JR United Kingdom; Ipswich; On-site; GBP 80,000 - 120,000; Full time

Job summary

A leading global investment bank is seeking a Quantitative Developer for their Equities Electronic Trading team in London. This hands-on role involves developing low-latency trading algorithms and collaborating with quants and traders. Ideal candidates will have a strong background in Java and a quantitative skillset, thriving in a fast-paced front-office environment.

Qualifications

• Minimum 5 years in front-office electronic trading development.
• Experience with low-latency, high-performance environments required.
• Background in cash equities or algorithmic trading preferred.

Responsibilities

• Design and implement proprietary trading algorithms in Java.
• Collaborate with teams to enhance trading strategies.
• Optimize trading models through ongoing monitoring.

Skills

Java

Quantitative analysis

Problem solving

Attention to detail

Collaboration

Education

Degree in Computer Science, Engineering, Financial Engineering, or quantitative disciplines

Tools

KDB+/q

SQL

Python

C++

Job description

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Our client, a leading global investment bank, is looking to hire an experienced Quantitative Developer to join their front-office Equities Electronic Trading team. This is a high-impact, hands-on development role focused on building and optimizing low-latency trading algorithms and infrastructure. The position is based in London and requires significant on-site presence, reflecting the collaborative, fast-paced nature of the business.

Team Overview

The team sits within the Equities division, specifically supporting electronic and algorithmic trading across EMEA markets. They focus on designing proprietary execution algorithms, building model-based trading logic, and developing analytics tools that power decision-making and performance optimization.

This team plays a central role in ensuring the firm remains competitive in modern electronic markets by integrating quantitative techniques and high-performance engineering.

Role Responsibilities

• Design and implement proprietary trading algorithms in Java
• Develop and enhance the firm’s smart order router and market analytics systems
• Ensure code is well-documented, performant, and production-ready
• Review peer code and provide constructive feedback
• Collaborate with quants, traders, and technologists to enhance trading strategies
• Contribute to the ongoing monitoring and optimization of trading models
• Engage in both technical and business-level discussions to improve model design

Candidate Requirements

• Minimum 5 years of experience in front-office electronic trading development
• Strong hands-on experience with Java in low-latency, high-performance environments
• Background in cash equities or similar fast-paced asset classes
• Experience with algorithmic trading systems or smart order routing (highly preferred)
• Quantitative skillset with hands-on data analysis capabilities
• Preferred tools: KDB+/q, SQL, or Python
• Familiarity with C++ is beneficial
• Degree in Computer Science, Engineering, Financial Engineering, or other quantitative disciplines
• Strong problem-solving ability and attention to detail
• Ability to thrive in a collaborative, front-office environment

Who This Role Suits

This role is ideal for someone who straddles the line between quant and developer—comfortable writing production-level Java code while also contributing to strategy and model development. If you have experience in front-office trading teams and enjoy working with data to drive trading decisions, this is a rare opportunity to join a technically advanced and intellectually rigorous environment.

Interview Process

• Initial call with the hiring team
• Technical phone screen
• On-site coding interview
• On-site quant/business knowledge session
• Final round focusing on risk, controls, and team fit

If you are interested (or you have a friend/colleague who would be a good fit) please feel free to apply or send your resume at [emailprotected] !