Quant Developer – Rust/Java/C++ – London – £130k base (minimum) + bonus
Who?
One of the world’s leading macro hedge funds ($30bn+ AUM) with a dedicated digital assets division. Small Product Engineering team (13-14 engineers) sitting between core systems and trading desks.
Tech?
Rust (primary language from day one). If you’re currently in Java, C++, or C#, you’ll transition to Rust immediately. Strong fundamentals matter more than prior Rust experience (memory management, garbage collection, algorithms, systems concepts). Python is a plus, but insufficient alone.
What?
Build critical trading infrastructure in Rust (no prior exp needed). You’ll own the data layer between core systems and digital PM teams (real-time market data ingestion, position consolidation, and exchange connectivity). Front-to-back visibility across the front/mid/back office, without sitting at a trading desk. Pure engineering, not quant analysis.
Why?
Portfolio Managers, Risk, and Treasury rely daily on the production-critical infrastructure that you’ll be building. Ingest real-time market data via exchange APIs, consolidate positions and pricing across multiple sources, and deliver clean data pipelines to the business. The kind of work where downtime matters.
Where?
London, 3 days in office (likely moving to 5). WFH Monday & Friday for now.
Requirements
- 2+ years as a backend/systems engineer (in finance, preferably)
- 3+ years in Java, C++, or C# (Rust preferred but not required)
- Computer Science bachelor’s preferred
- Solid understanding of memory management, algorithms, and systems fundamentals
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