Quantitative Developer

My clients is seeking an experienced Quantitative Developer to design, build, and optimise high-performance trading systems within prediction markets and market-making environments. This role is suited to candidates with a proven track record delivering high Sharpe strategies in HFT or similarly latency-sensitive domains.You will work on end-to-end system development, including signal research, execution infrastructure, and real-time risk management. The ideal candidate combines strong engineering discipline with a deep understanding of market microstructure, probabilistic modelling, and alpha generation.Key Responsibilities:Develop and maintain low-latency trading systems in Java, Python, or RustDesign and implement predictive models for pricing and executionOptimise market-making strategies across multiple venuesBuild robust backtesting and simulation frameworksCollaborate closely with researchers and traders to deploy live strategiesContinuously improve system performance, reliability, and scalabilityRequirements:Extensive experience in HFT, market making, or prediction marketsDemonstrated ability to generate high Sharpe ratio strategiesStrong programming skills in Java, Python, or RustDeep knowledge of data structures, algorithms, and concurrencySolid understanding of market microstructure and execution dynamicsExperience working with large datasets and real-time data pipelinesDegree in a quantitative field (Maths, Physics, Computer Science, Engineering)Desirable:Experience with exchange connectivity, FIX protocols, or crypto marketsBackground in statistical modelling, ML, or probabilistic forecastingFamiliarity with Linux systems, networking, and performance tuningLocation & Flexibility:Preferably London-based, but open to remote candidates within compatible time zonesThis is a high-impact role in a fast-moving environment, offering significant autonomy and the opportunity to directly influence trading performance.