Quantitative Trading Systems Engineer (Python/C++)

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 in London. You will blend software engineering with quantitative problem solving across Python and C++ in on-premises and cloud environments.

You'll work on low-latency data delivery, integrated research and execution tooling, cloud-based simulation environments, and production-grade research infrastructure for new asset classes.

Qualifications

• Strong programming ability and 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 rather than treating them as separate disciplines.

Responsibilities

• 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.

Skills

Python

C++

Quantitative analysis

Low-latency

Job description

Referment is seeking a developer to build the software and research frameworks behind its trading activity in London. You will blend software engineering with quantitative problem solving across Python and C++ in on-premises and cloud environments.

You'll work on low-latency data delivery, integrated research and execution tooling, cloud-based simulation environments, and production-grade research infrastructure for new asset classes.