New Grad Full-Time Quantitative Researcher

About the role

This is a remote, full‑time position with a London‑based proprietary trading firm. The role is designed for current students or recent graduates who want to work at the intersection of software engineering, market data, and quantitative finance. You will join a small, technical team that builds research platforms, market‑data systems, and low‑latency trading infrastructure.

Key responsibilities

• Develop tools and services used by researchers, traders, and data teams.
• Work with time‑series data, external APIs, and internal services to build reliable pipelines.
• Improve testing, reliability, and performance of research and trading workflows.
• Design and maintain high‑throughput data pipelines and APIs for time‑sensitive financial systems.
• Profile latency, memory usage, and overall performance of critical applications.
• Write unit and integration tests, participate in code reviews, and raise engineering standards.
• Troubleshoot production issues and implement monitoring to detect failures.
• Collaborate closely with traders and researchers to turn quantitative ideas into dependable tools.

Required profile

• Current student in any degree discipline with practical programming experience.
• Strong computer‑science fundamentals: data structures, algorithms, testing, and systems design.
• Interest in quantitative finance technology; no prior finance experience required.
• Evidence of curiosity and problem‑solving through projects, competitions, or self‑study.
• Ability to reason about performance, reliability, concurrency, and operational trade‑offs.

Required skills

• Proficiency in Python, C++, Java, Rust, Go, or another production language.
• Experience with building APIs, data pipelines, and handling time‑series data.
• Knowledge of performance profiling, memory management, and concurrency.
• Familiarity with testing frameworks and code review processes.