You will work with Python, FastAPI/Django, React, and AI tools like Claude Code, Enterprise Claude, Gemini, or Copilot. As a senior technical leader on the Real Assets and Real Estate technology team, you will build platforms supporting the end-to-end asset lifecycle for Macquarie Asset Management’s private markets business.

You will work with Python, LLMs, and modern generative AI technologies to build and launch AI-powered products used by millions of learners and professionals globally.

You will work with C++ and Python to build and maintain core vanilla pricing models for commodities. The Commodities Risk & Pricing team owns the risk and pricing libraries used firm-wide, partnering directly with traders and structurers on live transactions in a front-office role.

You will use C++ and Python on Linux to build and enhance key components for algorithmic trading and data management systems at a leading systematic trading firm. The role involves working directly with Traders and Researchers on bespoke tooling, leveraging real-time systems and high-performance computing.

You will work with Python, RabbitMQ, OpenShift/Kubernetes, SQL Server, and Parquet. The role is in the London Commodities Risk Technology team, developing a distributed micro-services platform for the front-office risk system in the Commodities trading business. No team size is specified.

Use Python and SQL with connections to execution/order management systems. Build components for live trading and simulations of systematic strategies across equities, futures, and foreign exchange. Work within a small trading pod.

You will work with Python, databases, APIs, and microservices architecture. You will build and maintain software tools for risk analysis and reporting, specifically supporting the Fixed Income function of a global quantitative investment manager.

Work with Python, JavaScript, SQL, Kafka, AWS/Azure, PostgreSQL, SQL Server, ClickHouse, MongoDB, and optionally Kubernetes to architect real-time, high-performance trading systems for energy and commodities markets, integrating market data, risk, and back-office platforms.

You’ll build and maintain tools and frameworks in Python for trading risk analysis and reporting, processing large volumes of market and trade data across fixed income products. You will work with databases, APIs, and microservices architecture alongside Fixed Income Risk Managers, Traders, and Researchers on the Risk team at a tech-driven quant hedge fund.

You will use Python for object-oriented design, performance optimisation, and testing of pricing, risk, and P&L analytics libraries, along with SQL and data-intensive systems. As a Senior Quant Developer at Quanteam (a consulting firm), you will build and maintain front-office pricing and analytics libraries for investment banking clients, partnering with traders, quants, and risk teams.

Work with Python, C++ (preferred), tree-based models, deep learning, and NLP to develop predictive features from HFT/intraday market data. As part of a multi-strategy hedge fund’s Equity/Futures team, you will design ML-driven alphas for cash equities and futures.

Use Python, C++, distributed computing, machine learning, and HPC to build tools for quant research and signal generation. This team constructs the infrastructure powering trading signal research, letting researchers and traders test and scale strategies across global markets.

You will work with Python, RPA tools, SQL, and database tooling, along with cloud services. The role involves designing and building regulatory reporting systems that underpin compliance functions, helping to manage risk in a regulated financial environment.

Build high-performance front ends using React, TypeScript, JavaScript, React Hooks, and ES6/ES7 within a leading HFT firm's trading environment.

You will work with modern C++ (C++17 or later), Python, SQL, and Linux. The team is building and enhancing a cutting-edge quantitative trading platform and back-testing, simulation, and trading systems alongside senior PMs, quants, and engineers.

Develop low-latency trading engines (nanosecond-scale) and analytics infrastructure using modern C++. Python is a significant plus. You will work directly on a trading desk alongside traders and researchers at a quant hedge fund, owning projects from idea to completion.

Expert C++ and Python developer with strong Linux skills will build data pipelines, prediction tools, and systematic trading infrastructure for an equities pod, using machine learning libraries and DevOps tooling (Google Cloud, Airflow, Influx DB, Grafana) to support large-scale quantitative research and intraday trading.

You will use modern C++ and Python while working within a trading desk at a systematic hedge fund, contributing to an ultra-low-latency trading engine, research platform handling terabytes of data daily, and cloud-based analytics infrastructure.

Develop and maintain in-house C++ pricing libraries and Python tools for automated trading systems, signal research, and execution/portfolio construction. Work with QuantLib, fixed income, and FX derivatives. Build multi-threaded servers and model frameworks, collaborating closely with traders and quantitative analysts.

Work with C++ and Python on multithreaded, real-time trading infrastructure. You will develop ultra-low-latency exchange protocol encoders and fine-tune fully automated trading strategies for a data-driven prop fund. The role is in a small, fast-paced team that collaborates with researchers and operations.

Lead Pricing Engineer at Citi's FX eTrading team, working with Java to build and optimize low-latency trading systems. Role involves hands-on technical implementation, system architecture, and managing a team of engineers.

Senior Low Latency Engineer working with Java, C++, Rust, KDB, market data, algorithmic trading, microservices, event sourcing, Linux, and kernel bypass technologies. The High Performance Architectures team produces application frameworks to modernise low latency eTrading platforms across over 100 teams at Citi.

You will work with Rust, Java, C++, KDB, market data, algorithmic trading technology, and low-latency frameworks including kernel bypass. As part of Citi’s High Performance Architectures team, you will build microservices-based event sourcing systems for low-latency eTrading platforms, engaging with over 100 teams across Markets Technology. This senior role involves hands-on coding, leading integration, and mentoring junior developers.

A C# Developer using .Net Framework 4.5+ and .Net 5+, with unit testing frameworks like NUnit, xUnit, Shouldly, and web technologies including REST, authentication, TLS, and tools like Git and CI/CD. The role supports the Equities Technology team at Citi in building a global platform for execution, prime, clearing, and cross-product margining.

You'll work with Core Java, Aeron, FIX, SBE, Artio, Linux, and performance profiling tools. The team develops a high-performance electronic trading platform focused on microsecond-level latency.