Senior Quantitative Engineer, Systematic Cross Commodity

Overview

In this role you will advance our core trading technology, building and maintaining research tooling and real-time systems that support alpha discovery, signal computation, and execution. You’ll work closely with a small, collaborative London-based team to design robust data pipelines and distributed services. The role combines deep systems thinking with practical engineering to enable high-impact, technology-driven trading. You will help shape scalable infrastructure for multi-asset systematic strategies.

Responsibilities

• Develop sophisticated research tooling to enable and accelerate alpha discovery
• Build real-time, event-driven systems for signal computation, trade decisions, and execution
• Design, implement, and maintain core data ingestion, retrieval, and distributed compute systems for research and production
• Oversee operation of all components in the systems landscape to ensure resilience and defect detection

Key requirements

• 5+ years of experience in CS/engineering
• Strong computer science or engineering background
• Experience designing and implementing distributed systems and real-time event-driven systems
• Experience with large-scale time series data ingress, storage and processing
• Familiarity with quantitative trading architectures and data sources
• Proficiency in Python and C++ (or similar)
• Experience with CI/CD practices and release processes
• Strong communication, problem-solving, and analytical skills
• strong attention to detail
• pragmatic approach to robustness
• collaborative, startup-style teamwork
• Python
• C++
• distributed computing platforms: Docker, Kubernetes, Ceph, MongoDB, Kafka

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