Quantitative Systems Engineer - Trading & Research Tools

Referment; Greater London; Presencial; GBP 90.000 - 140.000; Jornada completa

Descripción de la vacante

Referment is a quantitative investment firm looking for a developer to build software and research frameworks behind its trading activity. The role combines software engineering with quantitative problem-solving across on-premises and cloud environments, using Python and C++ to support market-data delivery and research tooling.

You will work on low-latency data paths, integrated research/execution frameworks, cloud-based simulations, and infrastructure for new asset classes, bridging research

Formación

• Strong programming ability with the engineering judgement to build robust quantitative systems.
• Quantitative acumen and interest in applying it to trading, research and market-data problems.
• Experience with Python, C++ or both.
• Ability to work across research and production concerns.

Responsabilidades

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

Conocimientos

Python

C++

Quantitative thinking

Trading systems

Descripción del empleo

Referment is a quantitative investment firm looking for a developer to build software and research frameworks behind its trading activity. The role combines software engineering with quantitative problem-solving across on-premises and cloud environments, using Python and C++ to support market-data delivery and research tooling.

You will work on low-latency data paths, integrated research/execution frameworks, cloud-based simulations, and infrastructure for new asset classes, bridging research