Quantitative Systems Engineer for Low-Latency Trading

Referment; Greater London; On-site; GBP 70,000 - 120,000; Full time

Job summary

Referment is seeking a developer to build the software and research frameworks behind its trading activity. The role sits at the intersection of software engineering and quantitative problem-solving, with project mix defined by the team and scope.

You could work on low-latency market-data delivery, cloud-based simulation environments, or a robust research framework for new asset classes, using Python and C++ across on-premises and the cloud.

Qualifications

• Strong programming ability to build robust quantitative systems.
• Interest in applying quantitative methods to trading and market data.
• Experience with Python, C++ or both.
• Ability to bridge research and production concerns.

Responsibilities

• Build reliable software and frameworks for quantitative research and trading.
• Deliver fast market data into trading systems with high performance.
• Develop integrated research and execution frameworks for fast predictors.
• Create simulation tooling for cloud environments.
• Support research infrastructure for new asset classes.
• Work across Python and C++ on-premises and in the cloud.

Skills

Python

C++

Quantitative analysis

Research-to-production

Job description

Referment is seeking a developer to build the software and research frameworks behind its trading activity. The role sits at the intersection of software engineering and quantitative problem-solving, with project mix defined by the team and scope.

You could work on low-latency market-data delivery, cloud-based simulation environments, or a robust research framework for new asset classes, using Python and C++ across on-premises and the cloud.