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Quantitative Developer (Quantitative Finance)

Формат работы
remote (только Europe)/onsite
Тип работы
fulltime
Грейд
junior
Английский
b2
Страна
UK/Europe
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Quantitative Developer (Quantitative Finance): Building research platforms, market-data systems, APIs, and trading technology with an accent on Python and C++ engineering, low-latency systems, and quantitative research workflows. Focus on designing high-throughput data pipelines, profiling latency and memory use, improving reliability, and translating quantitative ideas into dependable production tools.

Location: London, England, United Kingdom; remote work is open to candidates across Europe. Workplace: on-site.

Company

hirify.global is a proprietary trading firm building quantitative research and engineering capabilities.

What you will do

  • Build research platforms, market-data systems, and trading technology used by researchers, traders, and data teams.
  • Develop high-throughput data pipelines, APIs, internal services, and reliable software for quantitative research, simulation, and trading.
  • Work with time-series data and profile latency, memory use, reliability, and performance across critical systems.
  • Write tests, participate in code reviews, improve engineering standards, and troubleshoot production issues.
  • Build monitoring and collaborate with traders and researchers to turn quantitative ideas into dependable tools.

Requirements

  • Current enrollment in a degree program; applicants from every degree discipline are welcome.
  • Practical programming experience with Python, C++, Java, Rust, Go, or another production language.
  • Strong computer science fundamentals, including data structures, algorithms, testing, and systems design.
  • Ability to reason about performance, reliability, concurrency, and operational trade-offs.
  • Curiosity, problem-solving ability, attention to detail, and strong communication and teamwork skills.
  • Prior quantitative finance, trading, investment-industry, or finance experience is not required.

Culture & Benefits

  • Hands-on development across quantitative systems, market data, research platforms, performance engineering, and production reliability.
  • Mentorship from experienced quantitative traders, researchers, engineers, and technologists.
  • Exposure to live markets, real financial datasets, and the full path from idea to implementation.
  • Collaborative, high-performance environment focused on curiosity, discipline, and continuous learning.
  • Growth opportunities based on performance, ownership, and measurable impact.
  • Competitive compensation and benefits aligned with the employer and location.

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