You will work with Python 3.10+, JavaScript/TypeScript, Go, RabbitMQ, Kafka, PostgreSQL, Redis, OpenTelemetry, Prometheus, Grafana, and Zabbix on Linux servers. You will join a team building and supporting systematic trading models for a sports betting company. You will collaborate with quantitative researchers, developers, and traders.

Work with Java (including JDK migration), Kotlin, Python, Kubernetes, ArgoCD, OpenTelemetry, and modern CI/CD pipelines to develop and maintain distributed services for ingesting and processing financial market reference data. You will modernize critical production systems, including a large-scale Java/JDK upgrade programme and improvements to platform reliability and cloud-native infrastructure.

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.

JPMorgan★3.9 (20k)· London

Lead projects on the Strategic Index Technology team, using Python, Java, C++, or C# to build and maintain the cross-markets index platform alongside Quantitative Research, Trading, and Sales.

You will work with Go and/or Python, plus Kubernetes, Docker, and cloud infrastructure. You'll support a systematic cryptocurrency trading team by maintaining live production trading and research systems, and helping to deploy strategies.

Durlston Partners· London

You'll use Java, Spring Boot, Kafka, and AWS (EKS, S3), plus PostgreSQL, SQL Server, and CI/CD. The team builds the core trade processing, reconciliation, and reporting platform for a leading systematic hedge fund’s multi-asset trading, collaborating closely with traders and quants.

As a Kdb+/Q Engineer at Citadel Securities, you will design and build high-performance data and analytics platforms using Kdb+/Q, Python/Java/C++, and Linux/distributed systems for real-time and historical market data that power trading and quantitative research globally. You will collaborate with traders, researchers, and engineers on scalable solutions for large-scale market data and time-series analytics.

Work with Python, Java, C++, Linux, and kernel-bypass networking. You will develop and maintain infrastructure for low-latency market data delivery and order execution across global exchanges, supporting multiple trading desks at a quantitative investment management firm.

Develop trading algorithm implementations, options pricing, volatility calculations, and simulation frameworks in Java 21+ and Python. You will collaborate with traders, researchers, and quants on high-impact projects for IMC, a global trading firm.

Jump Trading★3.8 (11)· London

You will use advanced TypeScript, Python, and modern Web frameworks to build Web-based applications interacting with Jump Trading’s real-time trading platform. The Core Development team architects and maintains the firm’s world-class trading platform.

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.

You will work with Python, TypeScript, AWS (Cognito, Lambda, Fargate, API Gateway, S3, IAM), Terraform, PostgreSQL, and AI tools (Claude, GitHub Copilot, Cursor, LLM APIs). The team builds and evolves scalable microservices for BMLL Lab & Vantage, the company’s SaaS products for data science and visualisation on large financial datasets.

Castleton Commodities International★3.2 (24)· London

The engineer will work with Python, React, Angular, TypeScript, AWS, Snowflake, and CI/CD to build cloud-native tools for the front office. The team develops real-time analytics, backtesting engines, and market analysis tools to support energy commodity trading and risk management.

You will work with C++, Rust, Python, TypeScript, and protocols like FIX, WebSocket, and HTTP to build ultra-low-latency event-driven trading systems. The team develops Flow Traders' proprietary trading platform, covering venue connectivity, trading engines, and shared platforms for high-frequency trading across hundreds of global venues.

You'll develop high-performance algorithmic trading systems and real-time execution platforms in Java, working with Kafka or Solace messaging technologies and low-latency distributed systems. The Equities Tech Algorithmic Development team at Millennium, a global alternative investment firm, builds execution technology supporting Portfolio Managers across developed and emerging markets. You'll partner with technologists and trading teams to enhance VWAP, TWAP, and other execution algorithms while ensuring performance, scalability, and regulatory compliance.

Point72★3.6 (15)· London

You'll work with large datasets using languages like Python, C++, Java, R, or MATLAB to preprocess data and build predictive models for market dynamics and systematic trading. Point72 is a quantitative investment firm applying advanced statistical learning to market prediction. This internship involves feature engineering and data validation for model estimation across a small team environment.

Point72★3.6 (15)· London

Cubist Systematic Strategies, Point72's affiliate, seeks quantitative researchers to develop statistical and predictive models for systematic trading across equities, futures, and foreign exchange using languages including Python, C++, Java, R, and MATLAB. Researchers will independently conduct rigorous research into market anomalies, managing methodology selection, data collection, backtesting, and performance monitoring. Candidates should have 3-7 years of alpha-driven quantitative research experience and advanced degrees in finance, computer science, mathematics, physics, or related quantitative disciplines.

Goldman Sachs★3.9 (2.3k)· London

You will develop quantitative trading and market making strategies across Fixed Income, Currencies, and Commodities (FICC) products using C++, Java, or Python alongside advanced statistical analysis, machine learning, and neural networks. The role involves building pricing and risk management models, collaborating with Quant Developers and trading teams, and deploying systematic alpha strategies across interest rates, FX, credit, and commodities at Goldman Sachs' London trading desk.

LSEG★3.7 (402)· London

FTSE Russell seeks a Quantitative Engineer to build scalable applications supporting index calculations, back-testing, and analytics using Python, SQL, numpy, pandas, scipy, and cloud-native solutions with RESTful APIs and CI/CD pipelines. The role combines software engineering with quantitative finance to develop tools for index monitoring, validation, and rebalancing across equity, fixed-income, currencies, and commodities. Requires 2+ years in quantitative analytics within financial services and an advanced degree in Mathematics, Computer Science, Financial Engineering, Statistics, or Physics.

Citi★3.9 (21k)· London

You'll design and build Citi's next-generation algorithmic trading and Smart Order Routing platform using low-latency Java or Rust, collaborating with trading desks and quantitative researchers. The role involves hands-on development, architectural decisions, automated testing frameworks, and CI/CD implementation while optimizing for performance and latency across global markets. Prior experience in algorithmic trading, SOR platforms, or quantitative trading in financial institutions is required, along with expertise in low-latency system design and market microstructure knowledge.

JPMorgan★3.9 (20k)· London

You'll work with Java, low-latency real-time systems, high-throughput messaging APIs, and middleware to design and develop equities algorithmic trading strategies and execution platforms. You'll collaborate with quants, traders, and technologists globally at JPMorgan's Electronic Client Services desk—a market-leading agency flow execution provider—developing simulation environments, enhancing strategies, and maintaining the trading engine across multiple technical areas.

JPMorgan★3.9 (20k)· London

You'll develop and maintain a market-leading equities algo execution platform using Java, focusing on low-latency real-time trading systems, high-throughput messaging APIs, and simulation environments. Working across JPMorgan's Electronic Client Services desk—the top EMEA agency flow provider—you'll collaborate globally with quants, traders, and technologists on trading engine infrastructure, quantitative models, and strategy optimization. This VP-level leadership role involves designing algo strategies, enhancing performance through analytics, and driving operational stability across the global platform.

You will develop production Python systems with SQL and modern databases to build data pipelines handling terabytes of exchange traffic in real-time for Maven Securities, a proprietary trading firm. The role involves designing analytics and data infrastructure supporting traders and quant researchers across discretionary, systematic, and market-making strategies in global listed derivatives. Ideal experience includes large-scale data engineering, streaming pipelines, containerization, C++, React/TypeScript, and financial markets knowledge.

DRW's Cumberland/FICCO Tools Engineering team builds trading infrastructure and tools for fixed-income and options desks, working with Python, Java, C++, and TypeScript across both greenfield and legacy systems. Engineers alternate between embedded deployments on trading desks to solve immediate problems and returning to the central platform to extract reusable patterns for all desks. The role requires 2+ years multi-language experience, customer-facing delivery in ambiguous environments, and ideally familiarity with FICC options or delta-one trading systems.

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.