Quantitative Developer
A software-focused role building parts of Quadrature's automated trading system, from research infrastructure to low-latency stream processing and execution. Where you land depends on your strengths and interests.
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.
- Build and operate distributed data systems feeding research and trading
- Work on low-latency stream processing or trade execution components
- Improve research infrastructure so researchers reuse tooling rather than rebuild it
- Add observability so failures are caught and understood quickly
What they ask for
Required
- Strong programming skills
- Python, C++ or Rust
- Design instincts for software systems
- Experience building or operating distributed systems
- Curiosity about how systems fail and evolve
- Education
- Not stated
- Experience
- Experienced developers with distributed-systems background; exact years not stated
- Languages and tools
How to prepare
- Build a small distributed stream-processing pipeline and add metrics, logging and failure handling
- Practise modern C++ or Rust on performance-sensitive code and profile it
- Study how trading systems are structured: market data, signal, order management, execution
- Prepare to discuss design trade-offs and a system you have operated in production
What to study
- Modern C++ for Quantitative Finance
- Trading Systems and Low-Latency Infrastructure
- 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’s site before applying: requirements, location and pay can change after we check them.
View the posting on Quadrature’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Quadrature and doesn’t handle applications.