You'll develop systematic HFT and market-making strategies in cryptocurrency markets using Python for research, signal generation, backtesting, and live performance analysis. Working with your own firm's capital, you'll own the full research lifecycle—from hypothesis to production deployment—optimising execution quality, latency, inventory risk and spread capture across global exchanges.

You'll work with C# and .NET as core systems, plus Python across quant and data groups, and may use other OO languages. The role involves designing and building high-impact trading and research platforms for a fixed-income hedge fund's front-office engineering team.

You will work primarily with C# and .NET, alongside Python used by quant and data groups. You will design, build, and enhance high‑impact trading and research platforms for a leading fixed income hedge fund, covering core trading systems and front‑office tooling.

Qube Research & Technologies seeks quantitative developers to build high-performance trading infrastructure, research platforms, and analytics tools using C++, C#, or Python. You'll work on low-latency systems, ML pipelines, risk monitoring dashboards, and signal generation infrastructure supporting the firm's systematic investment strategies across all asset classes. The 5-6 month internship offers mentorship from industry professionals with potential conversion to full-time roles.

Hudson River Trading★4.5 (2)· London

You'll build backend processes and UIs using Python and React for Hudson River Trading's trading and research infrastructure. Work on either the platform team supporting distributed-compute frameworks for model training across the compute cluster, or the acceleration team building trading oversight tools, risk assessment dashboards, and strategy research capabilities directly with algo developers and traders.