Quantative Developer

Quantitative Developer - Equity Execution | Market Microstructure, Java, Python | £115,000 | London (Hybrid)

a Quantitative Developer is required for a global trading firm for their Front Office electronic trading team in London. This is a VP-level role focused on the design, development, and optimisation of Real Time algorithmic execution strategies in the European equity markets.

The position is Embedded in a high-performing quant team with a strong focus on market microstructure modelling, passive order logic, and signal-driven execution tactics. This is not a pure engineering role - it's suited to someone who combines solid coding experience with a deep understanding of trading behaviour, order book dynamics, and execution quality.

You'll collaborate closely with senior quants, trading product leads, and global algo strategy teams, contributing directly to how the platform executes institutional flow across fragmented markets.

Key responsibilities:

• Develop and improve logic for Real Time equity execution algorithms and smart order routing (SOR) strategies
• Model market microstructure behaviours, including auctions, queue dynamics, and liquidity conditions
• Work on initiatives such as signal-to-trade conversion, passive placement strategies, and fill probability field models
• Use Java (Java 8+) and Python to implement execution logic and support algorithm calibration
• Analyse trading performance using large-scale data to refine strategy outcomes and reduce slippage
• Work directly with quant, trading, product, and engineering teams across EMEA, APAC, and the US

Required experience:

• 3+ years in a quant developer, execution strategy, or algo trading environment (buy-side or sell-side)
• Strong understanding of European equities market structure, venue fragmentation, and order routing
• Hands-on development experience with Java (concurrency, low-latency logic) or Python for analytics and modelling
• Background in quantitative research, electronic trading, or execution performance analysis
• Commercial mindset with ability to reason about Real Time trading decisions, market impact, and algorithmic behaviour

Desirable skills:

• Experience working on low-latency trading systems or agency algorithmic execution
• Familiarity with dark and lit venue mechanics, tick sizes, auction logic, and order book simulation
• Exposure to post-trade TCA, execution consulting, or client analytics
• Academic background in Applied Mathematics, Statistics, Computer Science, or related quantitative discipline

Role setup:

• £115,000 base salary
• Hybrid working - 2-3 days per week in the London office
• Join a global quantitative trading and strategy (QTS) team working across London, New York, and Asia
• Long-term opportunity to grow into a pure quant strategy or execution consultancy role

This role suits someone looking to bridge the gap between quant research, trading strategy, and technical implementation. If you're experienced in electronic equity trading and passionate about optimising algorithmic execution through data and logic, this is a high-impact opportunity to work directly on the core of real-world trading systems, reach out to me

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