Quantitative Developer - High Performance Computing (Python)

Queueco is seeking a skilled Quantitative Developer with a focus on High-Frequency Trading (HFT) to become a vital member of our compact team. In this pivotal role, you will be key in the design, enhancement, and optimization of our trading engines and systems, ensuring they excel in performance and efficiency.Your collaboration with traders and researchers will be crucial in comprehending exchange architectures, protocols, market data, and order entry APIs. Your ability to translate this knowledge into our low-latency solutions will enable us to trade profitably on major exchanges. This position demands a strong focus, impeccable attention to detail, outstanding programming capabilities, and ideally, a passion for financial markets.Please note that this is an onsite role; remote work options are not available.

C++ Developer – High Frequency Trading SystemsJoin MARGO in London – Exceptional Trading EnvironmentsAt MARGO, we are a technology-driven consultancy that provides premier software engineering services to the world's most demanding financial market environments.We specialize in latency-critical trading scenarios where performance, determinism, and predictability are paramount. Our consultants work in highly specialized trading environments, creating systems that communicate directly with exchanges and market venues under intense time constraints.Business ContextYou will be part of a High Frequency Trading / Low Latency Trading environment collaborating with one of our partners, which may include investment banks, proprietary trading firms, or market makers.Our teams design, build, and operate latency-sensitive trading systems that are directly connected to exchanges, typically deployed in colocated environments.These systems are known for:·Microsecond to sub-microsecond latency constraints·Deterministic and predictable execution paths·Minimal software and network overhead·Direct interaction with market data feeds and order gatewaysRole OverviewWe are seeking a C++ Software Engineer focused on developing latency-critical trading infrastructure.This position is primarily engineering-driven, emphasizing speed, predictability, and control of execution rather than just functional feature delivery.Depending on the environment, you may also interact with C# components utilized outside of the ultra-latency-critical execution path.Key ResponsibilitiesCore HFT EngineeringEngage in the design and enhancement of high-performance trading systems to meet stringent latency requirements.

Are you eager to explore the exciting realm of high-frequency trading? Do you have a passion for advanced technology's role in trading? Join us for our UK Masterclass in London! This immersive program will take place on September 27 for Trading enthusiasts and on September 28 for those interested in Technology. During the Masterclass, you'll gain insights into technology-driven high-frequency trading at IMC. Experience the dynamic intersection of trading and software engineering firsthand. Learn the fundamentals of interacting with a financial exchange and how to develop a strategy capable of processing market data and assessing profitability. You'll engage in not just one, but two unique coding challenges crafted in-house!

Join Teza Technologies as a High-Frequency Trading (HFT) Engineering Lead where you will spearhead the development of innovative HFT algorithms for a diverse range of exchange-traded financial products. Your contributions will directly influence the profitability of our trading strategies in both futures and equities, establishing our competitive advantage in the financial markets.Location: Chicago, IL or London, UK (Hybrid, requiring 3 days in-office)Key ResponsibilitiesDrive the creation of an advanced C++ trading platform, presenting a unique chance to redefine our high-frequency trading infrastructure.Manage and enhance our legacy HFT Java trading platform to ensure high performance, low latency, and reliability across various asset classes.Establish robust protocols and monitoring tools for platform stability and swift issue resolution.Continuously optimize the trading platform for performance and scalability to meet the evolving demands of trading strategies and market opportunities.Oversee system architecture and hardware-software integration, focusing on minimizing latency and maximizing throughput.Lead quantitative analyses on trading infrastructure performance, latency reduction, and system benchmarking.Collaborate with research, trading, and operations teams to ensure seamless integration of trading algorithms and market data feeds within the trading platform.Manage the collection and analysis of trading and infrastructure data to facilitate ongoing improvements and troubleshooting.

Fasanara Digital, the cryptocurrency division of Fasanara Capital, has been at the forefront of digital asset investment for the past seven years. As a specialized alternative asset manager with over 14 years of experience, we adopt a rigorous quantitative approach to investing in crypto assets, aiming for exceptional risk-adjusted returns. Our diverse and sophisticated investment strategies leverage market inefficiencies, encompassing various techniques from market making to cross-exchange arbitrage.Our CultureAt Fasanara, we champion a meritocratic environment where individuals are recognized for their contributions and excellence. Our collaborative and entrepreneurial atmosphere is free from the constraints of bureaucracy, fostering trust and teamwork. We set high ambitions, work diligently, and uphold the highest standards of excellence, building our firm around exceptional talent.Position OverviewWe are looking for a Mid-Frequency Quantitative Researcher to spearhead the design, development, and deployment of systematic trading strategies within the digital asset market. This role will also support portfolio management for our multi-strategy book. You will be responsible for the entire research lifecycle, from idea generation and signal construction to implementation, monitoring, and continuous optimization, collaborating closely with execution and infrastructure teams.ResponsibilitiesConduct thorough research to develop and validate high-quality quantitative trading signals for the cryptocurrency markets.Lead the complete strategy development lifecycle, from hypothesis generation through to live deployment.Monitor live trading performance, assess risk exposures, and ensure strategy robustness.Continuously improve and refine existing models based on performance metrics and market dynamics.Create dashboards and analytics to facilitate monitoring and analysis of the Mid-Frequency strategy portfolio.Maintain clear documentation of research methodologies, findings, and enhancements.Effectively communicate insights, risks, and updates on strategies to internal stakeholders.

Fasanara Digital, established seven years ago, is the dedicated cryptocurrency division of Fasanara Capital, a boutique alternative asset manager with a 14-year history. As a quantitative investment fund, we employ a scientific approach to investing in crypto assets, aiming for outstanding risk-adjusted returns. Our diverse and sophisticated investment strategies capitalize on market inefficiencies, spanning from market making to cross-exchange arbitrage.Our CultureWe foster a meritocratic environment where individuals are recognized and rewarded based on their impact and excellence. Unlike large organizations, our atmosphere is collaborative and entrepreneurial, built on a foundation of trust. We set ambitious goals, work diligently, emphasize teamwork, and uphold the highest standards in all our endeavors. Our success relies on our team, and we are committed to assembling a firm with exceptional talent.Position Overview:As a Senior Front Office Developer specializing in high-frequency trading for cryptocurrencies, you will be pivotal in designing, implementing, and optimizing trading algorithms and infrastructure. Your expertise in software development, mathematics, and low-latency systems will enhance our trading platform and facilitate the execution of advanced trading strategies in the digital asset markets. You'll collaborate closely with our quant and trading team to turn innovative ideas into actionable solutions.Key Responsibilities:Design, develop, and maintain high-performance trading algorithms and infrastructure using Java, ensuring optimal speed, efficiency, and reliability within a high-frequency, cloud-deployed trading environment.Work in tandem with quantitative researchers and traders to convert trading strategies into scalable and robust software solutions, implementing complex mathematical models and optimization techniques.Enhance performance by optimizing memory usage and resource allocation within trading system components, employing advanced methods such as memory pooling, off-heap buffering, and cache optimization.Conduct comprehensive testing and validation of trading algorithms in both simulated and live trading environments, analyzing performance metrics and making real-time adjustments to enhance trading strategies.Stay abreast of industry trends, technological advancements, and regulatory changes within the cryptocurrency and high-frequency trading sectors, continuously improving our trading platform and competitive positioning.

About WintermuteWintermute is a pioneering technology company and a leading player in the algorithmic trading sector, focusing on digital assets. We are dedicated to providing liquidity across a vast array of cryptocurrency exchanges and trading platforms. Additionally, we offer comprehensive OTC trading solutions, supporting both high-profile blockchain initiatives and traditional financial institutions transitioning into the crypto space. Our Wintermute Ventures division also invests in promising early-stage DeFi projects.Founded in 2017, Wintermute has adeptly navigated the complexities of industry cycles. Our culture merges the high-frequency trading standards of traditional markets with the innovative and entrepreneurial spirit typical of technology startups. We are firm believers in the transformative potential of blockchain, and we take a long-term approach to the digital asset market, positioning ourselves as leaders in fostering a compliant and innovative trading environment. For more details, you can read more here.Why Join Wintermute?We are on the lookout for an Algorithmic Trader with robust coding abilities (Python) and a keen interest in high-frequency trading, liquidity provision, and cryptocurrency markets. From day one, you will manage your own “desk” and have the chance to create and refine your own trading algorithms and strategies. You will receive invaluable mentorship from seasoned traders and developers, including our founders and management team. Expect a high degree of autonomy and responsibility from the outset, allowing you to make a significant impact without the hindrance of legacy systems or bureaucratic red tape.Your ResponsibilitiesFollowing a brief training period, you will focus on enhancing existing trading strategies, introducing new trading products, and advancing the technology behind our trading systems. You will analyze extensive trading and transaction data to extract insights, prioritize them, and devise solutions based on your findings. You will have the opportunity to influence P&L positively and will be encouraged to experiment with innovative ideas and strategies. We will provide more technical specifics during the interview process.Please note: We seek individuals with strong quantitative and coding skills; however, this is primarily a business/trading role rather than a research position.

Join Our Team at WintermuteAs a leading technology unicorn and one of the foremost algorithmic trading firms in the digital assets space, Wintermute is at the forefront of cryptocurrency liquidity provision across major trading platforms. We specialize in offering a wide array of OTC trading solutions and are committed to advancing high-profile blockchain initiatives alongside traditional financial institutions transitioning into the crypto ecosystem. Additionally, our Wintermute Ventures division invests in pioneering DeFi projects.Since our inception in 2017, Wintermute has adeptly navigated the ever-changing landscape of the cryptocurrency market. We pride ourselves on blending the rigorous technology standards of high-frequency trading firms with the dynamic and innovative culture characteristic of technology startups. Our vision is rooted in the transformative potential of blockchain, and we are dedicated to shaping a compliant and progressive market for digital assets. Discover more about us here.Position OverviewWe are looking for a skilled C++ Developer to join our expanding options trading team—one of the largest electronic trading desks within the crypto options market. In this pivotal role, you will work closely with our traders to develop high-performance, scalable options trading systems. Your engagement will span the full options stack, promoting business growth across centralized finance, decentralized finance, and OTC. The ideal candidate will demonstrate strong problem-solving abilities and thrive in a fast-paced environment.

About WintermuteWintermute is a pioneering technology firm and one of the foremost algorithmic trading companies specializing in digital assets. Our mission is to provide liquidity across a diverse range of cryptocurrency exchanges and trading platforms. We also offer comprehensive OTC trading solutions while supporting prominent blockchain initiatives and traditional financial institutions transitioning into the crypto space. Additionally, Wintermute Ventures invests in early-stage DeFi projects, further enhancing our influence in the industry.Founded in 2017, Wintermute has adeptly navigated through various industry cycles. We blend the high-frequency trading standards of traditional markets with the innovative spirit of technology startups. At Wintermute, we are committed to harnessing the disruptive potential of blockchain technology, maintaining a long-term perspective on the digital asset market, and leading the way in establishing a compliant and innovative trading environment. To learn more, please visit our website.Join Our TeamWe are on the lookout for a passionate C++ Quant Developer who thrives on technology and possesses a keen interest in both the intricate details of computer hardware and the overarching design of expansive systems, including data infrastructure. The ideal candidate enjoys exploring the inner workings of technology, has a solid understanding of data structures, and possesses experience in developing client-server network applications and optimizing high-performance code. We value prior experience from personal projects as well as professional backgrounds. A PhD in mathematics is common among our Quant Developers, and a solid grasp of mathematical concepts is essential. An interest in algorithmic and quantitative trading is a bonus.At Wintermute, you will have the unique opportunity to directly influence our trading activities by developing and enhancing various aspects of our trading platform, data infrastructure, and related software. You will receive guidance from seasoned developers and traders, including our founders. Expect immediate responsibility and independence, enabling you to learn at an unparalleled pace! We operate without legacy systems, bureaucratic hurdles, or multiple approval layers; all developers report directly to our hands-on CTO. The impact you make is truly up to you!

QUANTITATIVE RESEARCHER (EMEA)About KeyrockEstablished in 2017, Keyrock is a premier digital asset market maker, boasting a diverse team of over 200 professionals from 42 nationalities. We operate across more than 80 exchanges and manage desks in market making, options, OTC, and DeFi. Known for our technology-driven approach, our Rust-based trading systems are at the forefront of shaping the future of digital asset markets.The OpportunityKeyrock is expanding its Algorithmic Market Making (MM) desk, and we are on the lookout for a skilled Quantitative Researcher located in Europe (with the possibility for remote work) to enhance our team’s profitability. This is a unique opportunity to channel your enthusiasm for markets and innovative problem-solving into the dynamic realm of high-frequency systematic trading in cryptocurrencies. You will gain exposure to state-of-the-art trading strategies in a rapidly evolving market landscape, where complex challenges present opportunities for creative solutions.Key ResponsibilitiesConduct research to develop alpha-generating signals.Create statistical models and machine learning frameworks.Collaborate with developers and traders to implement strategies.Contribute to various aspects of the profit pipeline, including alpha generation, inventory management, risk management, execution, and strategy logic.Experience, Skills & QualificationsMinimum of 3 years of quantitative research experience within a high-frequency trading (HFT) or medium-frequency trading (MFT) systematic environment.An advanced degree in a quantitative discipline is preferred (e.g., Mathematics, Physics, Computer Science, Engineering).Proficient in Python with a proven record of research success.Demonstrates critical thinking and data-driven decision-making skills.Exhibits entrepreneurial drive.Familiarity with leading modeling and learning methodologies.Experience with the performance demands of HFT and understanding of system adaptations required for low latency competition.Experience in both traditional finance and cryptocurrency markets is highly advantageous.Exceptional communication skills and fluent in English to collaborate effectively.

Join Maven Securities Holding Ltd as a Quantitative Developer specializing in Systematic Equities Trading. In this dynamic role, you will leverage your expertise in Python to develop innovative trading strategies and robust quantitative models. Collaborate with a multidisciplinary team of traders and quants to enhance our trading platform and improve performance metrics.As a key contributor, you will engage in data analysis, algorithm development, and implementation of systematic trading strategies. Your insights will be critical in driving our trading operations and achieving competitive advantages in the market.

At Jump Trading Group, we are dedicated to pioneering world-class research in the financial sector. We empower the brightest minds in Mathematics, Physics, and Computer Science to explore scientific frontiers, surpass them, and harness cutting-edge research to innovate within global financial markets. Our culture fosters constant innovation, encouraging fearlessness, creativity, intellectual honesty, and a competitive spirit. We believe in collaborative success, unlocking unique individual talents through teamwork and mutual respect. At Jump, our research outcomes extend beyond superior risk-adjusted returns; we design, develop, and implement technologies that reshape industries, fund startups across various sectors, and collaborate with leading global research institutions and universities to address complex challenges.The quantitative trading teams at Jump Trading delve into the intricacies of global markets, striving to comprehend the complexities of diverse traded products and exchanges. They utilize their exceptional statistical analysis and data mining expertise, applying research findings to forecast trends and create profitable predictive trading models.

About Us: DV Trading is a prominent player in the financial services sector, leveraging proprietary capital, innovative trading strategies, and sophisticated risk management techniques to deliver liquidity across global financial markets and various asset classes. Established 20 years ago and headquartered in Chicago, our team has expanded to approximately 600 professionals operating across North America, Europe, the UAE, and Asia. The DV Trading group encompasses two broker-dealers, a futures commission merchant, and a registered investment adviser. Responsibilities: Create predictive models utilizing financial data through advanced statistical analysis techniques. Develop robust solutions to complex challenges faced in the trading environment. Transform research strategies into operational software applications. Formulate and implement mathematical modeling techniques to enhance existing trading strategies while embarking on innovative research aimed at identifying and capitalizing on trading opportunities. Requirements: A degree in a technical discipline, emphasizing statistics, machine learning, or computer science. Demonstrated experience collaborating with trading desks. Proficiency in managing large data sets effectively. Expertise in Python programming. Substantial hands-on experience applying algorithms in practical scenarios. Exceptional problem-solving and statistical analysis skills. A proactive approach in leading assignments and projects.

About WintermuteWintermute is a pioneering technology firm and one of the largest algorithmic trading companies specializing in digital assets. We excel at providing liquidity across a multitude of cryptocurrency exchanges and trading platforms, offering a wide array of OTC trading solutions, while also bolstering high-profile blockchain initiatives and traditional financial institutions venturing into the crypto space. Additionally, Wintermute operates a ventures arm that invests in promising early-stage DeFi projects.Since our inception in 2017, Wintermute has adeptly navigated through various industry cycles. Culturally, we blend the technological excellence of high-frequency trading firms in traditional markets with the innovative spirit of technology startups. At Wintermute, we are committed to harnessing the transformative potential of blockchain technology. Our long-term vision focuses on the digital asset market, and we strive to play a leading role in establishing an innovative and compliant trading environment. You can learn more about us here.Join Our Team at WintermuteWe are on the lookout for a passionate C++ Trading Platform Developer who possesses a keen interest in both the intricate details of computer hardware and the overarching design of large-scale systems, including data infrastructure. Ideal candidates will have a natural curiosity to explore the inner workings of systems, a solid understanding of data structures, and experience in writing client-server network applications. Additionally, proficiency in writing and optimizing high-performance code is essential. We value both your commercial experience and personal projects that showcase your dedication to technology. A genuine interest in algorithmic and quantitative trading will be considered advantageous.At Wintermute, you will have the opportunity to grow your skills and make a direct impact on our trading activities by developing and enhancing various components of our trading platform, data infrastructure, and related software. You will receive mentorship and insights from seasoned developers and traders, including the founders of the company. Expect a high degree of independence and responsibility from the outset, with a learning curve that is second to none. We do not have legacy systems, excessive approvals, or bureaucracy; all developers report directly to the CTO, who is actively involved in day-to-day operations. Your contributions will be evaluated based on their impact rather than the hours you log.

Galaxy Digital Services is seeking a Vice President of Quantitative Development to join the Crypto trading desk in London. This position partners closely with traders, quantitative analysts, and developers to design, implement, and refine market-making and quantitative trading strategies. Role overview The Vice President of Quantitative Development will focus on building and enhancing trading systems that support the firm's activities in digital assets. Collaboration is central: expect to work alongside experts in trading, quantitative research, and software engineering. The role requires a strong foundation in software development and quantitative analysis, with particular emphasis on financial markets such as FX and Crypto. What you will do Design and implement quantitative trading strategies for the crypto trading desk Enhance and maintain market-making systems Work closely with traders and quantitative analysts to identify and execute new opportunities Contribute to the ongoing improvement of the trading platform Requirements Proven experience in software development and quantitative analysis Strong understanding of financial markets, with a focus on FX and Crypto trading Ability to collaborate with cross-functional teams Our values Pursue Excellence Selectivity for Effectiveness High Alignment, Loose Coupling Transparent Disagreement Encourage Independent Decision-Making Create Dream Teams Galaxy Digital brings together a diverse team of thinkers and achievers, united by a mission-first mentality and a commitment to transparency and accountability. The company supports institutions, startups, and developers at the intersection of finance and technology, shaping the future of Web3 and AI.

Position Overview Join our dynamic and collaborative team as a Quantitative Developer specializing in C++. In this role, you will be instrumental in developing and maintaining high-performance trading systems and signal logic while supporting critical infrastructure. You will work closely with quantitative researchers and traders, assisting in the implementation of trading strategies and various research projects. Your collaboration with technology teams will involve providing strategy and signals containers, ensuring seamless integration with Squarepoint's comprehensive infrastructure. The ideal candidate will thrive in a fast-paced environment, adeptly balancing rapid tactical delivery with long-term strategic initiatives. Strong communication skills are essential for driving cross-team projects and daily interactions with quant researchers and traders. A solid work ethic, enthusiasm for cutting-edge technology, and the determination to navigate complex challenges are key attributes for success in this role. Attention to detail and experience with defensive programming are vital. Research and implement trading strategies and signals logic, including backtesting, simulations, and processing frameworks. Develop advanced tooling for analyzing large data sets using statistical methods to identify trading opportunities and assess impacts over time. Gain a thorough understanding of market operations and structures to effectively apply domain knowledge to software design and development. Focus on long-term design improvements and maximizing code reuse. Support quantitative researchers with technical aspects of trading strategies and contribute to R&D efforts. Participate in the strategic design and roadmap for high-performance trading infrastructure. Provide production support, primarily in a Level 2 capacity, with Level 1 support during specific strategy rollouts. Collaborate with cross-functional teams (feed handlers, order gateways, reference data) to drive initiatives including latency monitoring and product rollouts.

At Jump Trading Group, we are dedicated to pioneering world-class research in the fields of Mathematics, Physics, and Computer Science. We empower extraordinary talents to explore scientific frontiers and apply avant-garde research to global financial markets. Our distinct culture fosters constant innovation, demanding creativity, intellectual honesty, and a fiercely competitive spirit. We believe in collective success and aim to unlock unique individual talents through collaboration and mutual respect. Research outcomes at Jump go beyond delivering superior risk-adjusted returns; we develop and deploy transformative technologies, support start-ups across diverse industries, and collaborate with leading global research organizations and academies to tackle pressing challenges. We are seeking a motivated Software Engineer to join one of our expanding quantitative trading teams. In this role, you will collaborate closely with traders and technologists to manage trading and operational challenges, ensuring the deployment process for the team’s production trading systems is scalable and fault-tolerant. Your responsibilities will include crafting and maintaining a sophisticated Python infrastructure, configuring production servers, and keeping all information sources for production processes current. The ideal candidate will possess a passion for development, a desire to learn about automated electronic trading, and the ability to tackle complex technical problems in a fast-paced and dynamic setting. This position promises exposure to a wide array of intriguing and challenging issues. The trading team views technology as an essential element of their ongoing success, and candidates will have the opportunity to work with cutting-edge technologies.

About Man GroupMan Group is a leading global alternative investment management firm dedicated to delivering superior returns for discerning clients through our Systematic, Discretionary, and Solutions offerings. Leveraging exceptional talent and cutting-edge technology, our investment strategies—both single and multi-manager—are grounded in extensive research and span public and private markets across all major asset classes, with a notable emphasis on alternative investments. We prioritize a partnership approach, forging deep connections with clients to create customized solutions that address their investment objectives and those of the millions of retirees and savers they represent.Based in London, we manage assets totaling $227.6 billion* and have a presence in multiple global offices. Man Group plc is publicly traded on the London Stock Exchange under the ticker EMG.LN and is a constituent of the FTSE 250 Index. More information is available at www.man.com.* As of 31 December 2025Algo Research Team:The Algo Research team is tasked with conducting alpha research across a diverse range of time frames—from high-frequency to daily strategies—designing monetization and execution algorithms, and performing market impact modeling across all major asset classes, including Cash Equities, Futures, FX, and Options. We collaborate closely with various systematic research teams within Man Group to maximize the realized profit and loss of our strategies. Algo Research is a critical area of focus for Man Group.We are seeking a Quantitative Researcher primarily focused on Futures, with responsibilities including:Developing high-quality intraday predictive alpha signals in futures with time scales ranging from sub-seconds to hours, utilizing order book and alternative datasets.Implementing machine learning techniques in alpha research.Conducting detailed market impact modeling.Addressing optimal execution optimization challenges.Identifying the most lucrative profit and loss opportunities.Collaborating closely with researchers across the Man Systematic team.

At Flowdesk, our mission is to establish a leading global financial institution for digital assets, meticulously crafted to ensure market integrity and operational efficiency.In a fast-paced and ever-changing market environment, we adopt a structured, first-principles approach across all our operations. This methodology is reflected in our core offerings, which include institutional liquidity provision, advanced trading solutions, OTC execution, and comprehensive treasury management services. Our focus is on navigating the complexities of the market to develop resilient and scalable systems across various business lines.We are in search of passionate individuals who resonate with this systematic philosophy. Becoming part of Flowdesk means you will contribute significantly to the creation and enhancement of a more transparent and efficient infrastructure for financial markets.Are you eager to seize a thrilling opportunity within a newly established quant trading team at an innovative crypto trading firm? As a Quantitative Developer, you will play a crucial role in developing and scaling our cutting-edge HFT platform built in Rust. Your responsibilities will include but are not limited to:Algorithm Development: Design and enhance trading algorithms for low-latency, high-frequency trading.Front-Office System Development: Build and optimize systems for algorithmic trading, covering data analysis, risk management, live trading, and post-trade processes.Integration with DeFi Venues: Implement real-time data feeds from decentralized finance protocols.Model Backtesting: Evaluate algorithms with historical data to verify their effectiveness and identify areas for improvement.Founded in 2020, Flowdesk is a pioneering technology and crypto financial services firm operating globally, catering to a diverse clientele. Our ambition is to become a premier technology provider within this industry while adhering to the highest standards of compliance and efficiency. The newly formed team is led by a renowned HFT expert with a track record of building some of the most successful trading desks in the sector.Work Location: Remote or hybrid for candidates based in London, Paris, or Singapore.