Join a leading quantitative trading firm building a next-generation systematic credit trading platform from the ground up.
This is a rare opportunity to join a greenfield initiative focused on electronic trading across US corporate bonds, fixed income ETFs and credit derivatives. Working alongside traders and quantitative researchers, you’ll develop the technology behind pricing, execution, simulation and research, helping shape both the platform architecture and the future direction of the business.
If you enjoy building high-performance systems, solving complex engineering challenges and working directly with front-office teams, this is an opportunity to have a real impact from day one.
What You’ll Be Working On
- Developing low-latency C++ applications powering pricing, market making and execution across US credit markets.
- Building core components of a systematic electronic trading platform for corporate bonds, fixed income ETFs and credit derivatives.
- Designing and enhancing RFQ platforms, Order Management Systems (OMS), Execution Management Systems (EMS) and portfolio trading workflows.
- Developing research and simulation frameworks used to model, validate and optimise trading strategies.
- Building pricing and execution logic capable of processing high volumes of real-time market data.
- Optimising performance across latency-sensitive, event-driven systems where speed and reliability are critical.
- Collaborating directly with traders and quantitative researchers to transform trading ideas into production-ready technology.
- Influencing engineering standards, platform architecture and the long-term technical direction of a growing trading business.
What We’re Looking For
- Strong software engineering fundamentals with commercial C++ development experience.
- Experience building high-performance, low-latency or real-time distributed systems.
- Strong understanding of concurrent programming, multithreading, memory management and performance optimisation.
- Experience working with real-time market data, event-driven architectures or distributed systems.
- Knowledge of electronic trading infrastructure, market microstructure or exchange connectivity.
- Experience with FIX protocol, RFQ workflows, OMS, EMS or electronic execution platforms is highly desirable.
- Exposure to US corporate bonds, fixed income ETFs, credit derivatives (CDS, CDX) or other fixed income products is a strong advantage.
- Excellent problem-solving skills and the ability to collaborate closely with traders, quantitative researchers and software engineers.
- Passion for writing clean, scalable and maintainable production code.
Compensation & Benefits
- Base salary: $200,000–$250,000 USD
- Discretionary performance bonus.
- Comprehensive healthcare and retirement benefits.
- Generous paid time off.
- Long-term career development within a highly technical, collaborative engineering environment.
What Can You Expect?
- Join a true greenfield build where you’ll help shape both the technology and the future of the trading business.
- Solve challenging engineering problems across pricing, execution, simulation and electronic trading.
- Work alongside world-class quantitative researchers, traders and software engineers in a highly collaborative environment.
- Own projects from architecture and design through to production deployment, with direct business impact.
- Gain exposure to cutting-edge technologies while building systems that operate in one of the most performance-critical environments in finance.
Does this sound like the next step in your career? We’d love to hear from you.
