Graduate Quantitative Developer – HFT / Low-Latency Systems

We are working with a quantitative trading firm looking to hire an exceptional graduate developer to join its High-Frequency Trading team.

This is not a general graduate technology role. We are looking for someone with genuinely strong programming ability who enjoys solving difficult, performance-sensitive technical problems and wants to build systems used in live electronic trading.

You will work closely with traders and quantitative researchers to understand exchange architecture, market data feeds, order-entry protocols and APIs, then translate that understanding into low-latency trading technology used across major global exchanges.

The role

You will:

1. Develop and optimise low-latency trading systems
2. Work directly with traders and quantitative researchers
3. Understand exchange architecture, protocols, market data and order-entry APIs
4. Build reliable, performance-sensitive production code
5. Investigate latency, execution and system behaviour in live markets
6. Learn how HFT strategies operate from research through to production

What we are looking for

1. Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, Engineering or another highly technical discipline
2. Excellent programming and problem-solving ability
3. Strong proficiency in at least one of C++, Java, Rust, Golang or C#
4. Strong academic performance
5. Genuine interest in electronic trading, financial markets and HFT
6. Exceptional attention to detail

You are likely to stand out if you have

1. A relevant internship in HFT, quantitative trading, market making or high-performance software engineering
2. Experience with performance optimisation, concurrency, networking, memory management or systems programming
3. Significant technical projects beyond standard university coursework
4. Competitive programming or similar evidence of strong algorithmic problem-solving
5. Built trading systems, exchange simulators, backtesting infrastructure or other technically demanding projects
6. Experience working with market data or exchange protocols

Previous professional HFT experience is not required . However, successful candidates should be able to demonstrate exceptional technical ability through internships, projects, competitions or other substantial work.

Candidates whose programming experience is primarily limited to Python, data analysis or standard university coursework are unlikely to be a fit for this particular role.

This is a fully onsite position and remote working is not available