Quantitative Developer
A developer role at Quadrature building an automated trading system covering research infrastructure, low-latency streaming, distributed data and execution. Where you land depends on your strengths.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Work on research infrastructure or stream-processing components
- Build and operate distributed data systems
- Improve observability and reliability of trading components
- Contribute to execution tooling
What they ask for
Required
- Strong programming
- Design sense for distributed systems
- Experience building or running such systems
- Curiosity about how systems fail
- Care for code quality and colleagues
- Education
- Not specified
- Experience
- Experience with distributed systems; level not stated
- Languages and tools
How to prepare
- Build a small distributed streaming project and test failure modes
- Learn Rust or C++ concurrency basics
- Study observability tools and incident response
- Read about low-latency system design
What to study
- Trading Systems and Low-Latency Infrastructure
- Modern C++ for Quantitative Finance
- Quantitative Data Engineering
- Python for Quantitative Finance
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Quadrature Capital’s site before applying: requirements, location and pay can change after we check them.
View the posting on Quadrature Capital’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Quadrature Capital and doesn’t handle applications.