Quant Developer - Rust/Java/C++ - London - £130k base (minimum) + bonus
Who? One of the world's leading macro hedge funds ($30bn+ AUM) with a dedicated digital assets division. Small Product Engineering team (13-14 engineers) sitting between core systems and trading desks.
Tech? Rust (primary language from day one). If you're currently in Java, C++, or C#, you'll transition to Rust immediately. Strong fundamentals matter more than prior Rust experience (memory management, garbage collection, algorithms, systems concepts). Python is a plus, but insufficient alone.
What? Build critical trading infrastructure in Rust (no prior exp needed). You'll own the data layer between core systems and digital PM teams (real-time market data ingestion, position consolidation, and exchange connectivity). Front-to-back visibility across the front/mid/back office, without sitting at a trading desk. Pure engineering, not quant analysis.
Why? Portfolio Managers, Risk, and Treasury rely daily on the production-critical infrastructure that you'll be building. Ingest real-time market data via exchange APIs, consolidate positions and pricing across multiple sources, and deliver clean data pipelines to the business. The kind of work where downtime matters.
Where? London, 3 days in office (likely moving to 5). WFH Monday & Friday for now.
Requirements:
* 2+ years as a backend/systems engineer (in finance, preferably)
* 3+ years in Java, C++, or C# (Rust preferred but not required)
* Computer Science bachelor's preferred
* Solid understanding of memory management, algorithms, and systems fundamentals
We encourage you to apply even if you don't tick every box (proven academics, willingness to learn, and genuine intellectual curiosity count for a lot here). Note: if you haven't received a reply within 3 days, your application was unfortunately not accepted.
Quant Developer - Rust/Java/C++ - London - £130k base (minimum) + bonus