Quantitative Developer Python C++ - MFT
Client Server
Overview
In this Quantitative Developer role, you will join a new team building a greenfield MFT platform for Equities trading. You’ll design, develop and implement trade execution algorithms using Python and C++, operating within TWAP/VWAP infrastructure. You will set technical direction, drive standards and own technical projects in a collaborative, high-impact environment. This is a chance to shape core trading systems at a global firm and contribute to scalable, data-driven decision making. A strong hook is the opportunity to influence architecture and deliver measurable performance improvements.
Pay / Benefits- base salary up to 175k
- discretionary performance-based bonuses
- 5 weeks holiday + bank holidays
- pension
- medical, dental, life assurance, income protection
- wellness expense reimbursement
- Build and own a greenfield MFT platform for equities trading
- Design, develop and implement trade execution algorithms (Python & C++)
- Work within TWAP/VWAP infrastructure
- Set technical direction and drive coding standards
- Take technical project ownership and collaborate with cross-functional teams
- Influence architecture and performance of the trading system
- Expert-level Python skills
- Ability to read and understand C++ code (Java also considered)
- Experience with Python data libraries NumPy and Pandas
- Experience with Mid-Frequency Trading (MFT) systems
- Strong analytical and problem-solving abilities
- Collaborative with strong communication skills
- BSc in Computer Science, Mathematics or Statistics with a 2:1 or above
- collaborative
- strong communication
- problem solving
- Python
- C++
- NumPy
Reference: WJ-747_30158786