Global Banking & Markets - Quantitative Developer, Systematic Market Making - Associate - London

Overview

In this role you will design and build high-performance trading strategies and monitor their effectiveness. You’ll work closely with traders and sales to tailor algorithms to client needs and regulatory constraints. You will leverage market structure knowledge and data-driven insights to deliver robust, low-latency solutions that impact trading decisions. This is a fast-paced, collaborative role at a leading global firm where you help shape quantitative tools and models across markets.

Pay / Benefits

• training and development opportunities
• benefits and wellness programs
• mindfulness programs
• firmwide networks
• personal finance offerings

Responsibilities

• Design, build, and maintain high-performance trading strategies for internal and external clients
• Monitor daily trading performance and tailor algorithms to client needs
• Incorporate market structure and regulatory considerations into ongoing updates
• Communicate feature requests and explanations of features to traders, sales, clients, and compliance
• Adapt strategies to changes in exchange services and governance environments

Key requirements

• 2-5 years of relevant work experience
• Proficiency in Java or C++
• Extensive experience designing and implementing algorithms for US trading
• Experience in data-driven trading strategy performance analysis and optimizations
• Strong communication skills and teamwork ability
• strong communication
• team collaboration
• problem-solving mindset
• Java
• C++
• algorithm design

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