Role Purpose
The Quantitative Developer is responsible for the design, implementation, and ongoing maintenance of the firm’s core trading infrastructure, with a specific focus on event-driven backtesting systems and FIX-based execution connectivity.
This role is central to ensuring that research results are accurately represented, operationally robust, and consistently reproducible when transitioned from research to live trading, thereby supporting disciplined capital deployment and risk management.
Key Responsibilities
Research & Backtesting Infrastructure
- Designand maintain an event-driven backtesting framework that:
- Accurately models market events, order lifecycles, and execution mechanics
- Supports multi-strategy and multi-asset portfolios
- Produces reproducible, auditable outputs suitable for internal review and external due diligence
- Ensures strong alignment between backtest assumptions and live trading behaviour, minimising model-to-production drift
- Collaborates closely with quantitative researchers to ensure:
- Correct implementation of strategy logic
- Performance efficiency and scalability of simulations
Execution & Connectivity
- Build and maintain a FIX-protocol-based trading engine used for live order routing and execution
- Implement robust handling of:
- Order state management
- Partial fills, rejects, and recovery scenarios
- Broker and venue connectivity
- Integrate execution workflows with risk controls, monitoring, and operational safeguards
Operational & Systems Engineering
- Develop and operate production services using C/C++ and Python, adhering to strong software engineering standards, bearing in mind that end users mostly code in Python
- Deploy trading and research services within a containerised, Kubernetes-based infrastructure
- Implement logging, monitoring, and alerting to support operational transparency and post-trade review
- Contribute to system design with an emphasis on:
- Stability and resilience
- Controlled change management
- Operational risk reduction
Required Experience & Competencies
Technical Foundation
- Proven experience in C/C++ and Python in production environments
- Strong grounding in software engineering best practices, including:
- Modular system design
- Testing and validation
- Version control and code review
Trading Systems Exposure
- Experience building or maintaining event-driven systems
- Familiarity with, or demonstrated ability to work with, FIX-based trading infrastructure
- Understanding of real-world execution considerations and failure modes
Infrastructure & Operations
- Experienced deploying and operating services using Kubernetes
- Familiarity with containerisation and controlled deployment workflows
- Comfortable operating in regulated or risk-sensitive environments