Vertus Partners

My client, a high-end systematic trading firm is on the lookout for a Cloud Engineer to help manage and maintain their cloud-based infrastructure on AWS. You will collaborate with various teams utilising your knowledge to provide cloud-based solutions. This will include implementing CI/CD pipelines, enhancing automation and monitoring production environments. Requirements: Extensive hands-on experience with AWS services including AWS CDK Knowledge of DevOps tools - CloudFormation/Terraform, Jenkins Strong understanding of containers - Docker, Kubernetes Understanding of network protocols and security Experience with Monitoring tools - Prometheus, Grafana Scripting experience - Preferably Python or Bash Please note you will need to travel to their office within central London a minimum of 3 days per week. By submitting your details you agree to our T&Cs

Contact email: Job ref: JD/AG/HH/99 Startdate: ASAP Java Developer - Algo Trading Front Office High-Performance Systems Are you a skilled Java developer with a passion for financial markets and algorithmic trading? This is a rare opportunity to step into a front-office role where you'll work at the intersection of software development and quantitative trading. This is the ideal role if you thrive in a high-energy environment and want to build cutting-edge trading systems. The Role: As part of this high-performing team, you'll be responsible for designing, developing, and optimising algorithmic trading strategies. This isn't just about writing quick scripts-it's about building robust, production-grade systems that execute trades with precision and efficiency. You'll collaborate closely with traders and quants, developing low-latency trading algorithms that operate across multiple asset classes, including FX, Equities, and potentially Rates and Credit. Given the front-office nature of this role, you'll be directly involved in shaping trading strategies, ensuring systems respond in real-time to market conditions. What You'll Be Doing: Developing and optimising trading algorithms with a focus on speed, efficiency, and reliability. Building low-latency, high-throughput systems that can handle real-time market data and execution logic. Working alongside traders and quants to fine-tune strategies and ensure seamless integration of technology into the trading workflow. Enhancing and maintaining existing trading infrastructure, continuously improving performance and scalability. Navigating a fast-paced, high-pressure environment, where milliseconds can make a significant impact on profitability. What We're Looking For: Candidates in the early stages of their career with Java development experience, ideally in a high-performance or real-time systems environment. A strong interest in trading and financial markets, with a desire to be embedded in a front-office team. Experience (or strong enthusiasm) for working with low-latency systems, preferably in FX or Equities, though other asset classes like Rates and Credit are also considered. Strong problem-solving skills and the ability to think critically under pressure. A proactive, curious mindset with the ability to pick up new concepts quickly. Why Apply? Work in a front-office trading environment, gaining direct exposure to market-making and execution strategies. Grow and develop-this role is ideal for someone looking to upskill in both software engineering and trading. Join a firm where technology is a key competitive advantage, and innovation is encouraged. Competitive compensation, strong mentorship, and career progression in a cutting-edge trading environment. By submitting your details you agree to our T&Cs

C++ / Python Developer - Grid Computing Pricing Analytics Contact email: Job ref: Grid_Compute_ Duration: Permanent Startdate: Negotiable Software Engineer - C++ & Python (Grid Computing) We are currently seeking a highly skilled C++ & Python Software Engineer to join the Grid Computing Team at a leading financial organization. This role focuses on the design, development, and enhancement of a high-performance computing platform used for large-scale analytics and risk computations for electronic trading. You will collaborate with a range of technical and business stakeholders to gather requirements and ensure the platform performs optimally, especially during peak trading hours. Key Responsibilities: Develop and maintain scalable, high-performance systems for pricing and risk analytics Work closely with stakeholders to understand and implement technical and business requirements Optimise system performance for demanding real-time workloads Required Skills and Experience: Advanced proficiency in C++ and Python (50/50) Strong background in analytics and risk across multiple asset classes Solid problem solving and debugging skills Hands-on experience with grid computing platforms (highly advantageous) Experience with distributed analytics systems for pricing and risk Prior experience working in an investment banking environment If you're interested in this opportunity, please submit your CV as soon as possible to be considered. By submitting your details you agree to our T&Cs

Enterprise Storage Engineer - Buyside - London Enterprise Storage Engineer - Buyside - London My client, a leading systematic trading firm known for their high-performance infrastructure and innovative strategies are currently expanding their Infrastructure team and looking for a Storage Engineer to lead Enterprise storage solutions where you will design, build, and maintain storage services to support the growth of the company. You'll need in depth knowledge of Linux and Windows systems where your day to day will include tasks such as hardware and software installation and configuration, product selection, vendor management and much more. Requirements Proficient in both Linux and Windows environments Familiar with distributed storage systems and various storage protocols Skilled in optimising storage solutions for enterprise-level needs Proven ability to design and implement effective data backup strategies Experience working within a similar trading environment Exposure to working with cloud service providers is an advantage Please note you will need to travel to their office within central London a minimum of 3 days per week. By submitting your details you agree to our T&Cs

We are currently recruiting for an experienced Python Developer to join the Front Office trading team at a leading Investment Manager to help shape the future of their Fixed Income trading platform. What You'll Be Doing: Designing and developing object oriented Python-based trading applications from the ground up Building and enhancing core trading capabilities in the Fixed Income space Working with large datasets, implementing efficient ETL processes Collaborating with quants and traders on portfolio optimisation and pricing models Applying best practices in Object-Oriented Design to deliver scalable, maintainable solutions What We're Looking For: Deep expertise in core Python development Strong foundation in OOP and software design patterns and multithreading Experience working with large-scale data pipelines and ETL workflows Experience working on Time Series systems Proven track record building Fixed Income trading systems Exposure to portfolio optimisation and pricing analytics Please submit your CV immediately in order to be considered for this exciting role. By submitting your details you agree to our T&Cs

Quant Developer - C++ - Execution Algo's - Hedge Fund Contact email: Job ref: qcpp/hh/09 Startdate: ASAP Join the Pinnacle of Quantitative Trading: C++ Developer Opportunity at a Global Hedge Fund! Are you an accomplished C++ Developer with a background in mid-frequency execution platforms? Here's an exceptional chance to play a pivotal role within one of the world's leading Hedge Funds! We are actively seeking a skilled individual to join an esteemed Cross-Asset Quant Trading Team. Key Responsibilities: Collaborate with a dynamic team to craft cutting-edge algorithms for seamless trade execution. Develop and implement robust, high-performance C++ code, specifically tailored for mid-frequency execution platforms, to enhance our trading strategies. Work closely with quantitative researchers and traders to optimise algorithmic performance across diverse asset classes. Qualifications: Profound expertise in C++ development, showcasing a solid grasp of data structures and algorithms. Proven track record in algorithmic execution, particularly on mid-frequency platforms within a financial context. Familiarity with Cross-Asset trading and an enthusiasm for staying at the forefront of quantitative trading technologies. Exceptional problem-solving skills and the ability to thrive in a fast-paced, collaborative environment. By submitting your details you agree to our T&Cs

£80000 - £100000 per annum + Bonus, Pension, Other Benefits Contact email: Job ref: CC/0506/GC_ Startdate: ASAP A leading Investment Bank are looking to continue their buildout of their FX Options Desk, expanding their bespoke pricing and booking platform. This is a proprietary platform written predominantly in C++, which faces off directly to the traders. They are looking for someone to: Expand their current pricing infrastructure capacity. Take requirements directly from business stakeholders and translate to code. Learn the business area and understand the various products traded. Code in a high impact area. They are looking for people with: Experience working with C++ in a FinTech environment. Great communication skills and ability to speak with the business. A desire to work within a Front Office environment Ideally, some experience with Python and some Financial Derivatives business knowledge. If interested, please apply through this advert. By submitting your details you agree to our T&Cs

Java Developer - eFX - Greenfield - Banking £110000 - £120000 per annum + Bonus, Pension, Other Benefits Contact email: Job ref: JD/1312/GC_ A leading Investment Bank is initiating a multi-year greenfield project to rebuild their FX Trading system. As such, they are looking to hire a Java Developer to work on multiple projects, including rebuilding the Algo and Order Management system and introducing a bleeding edge real-time analytics platform. Your responsibilities would be: Building core trading systems components in Java. Collaborating directly with stakeholders to take requirements. Developing the core Algo and Order Management System. Understanding the FX business area. They are looking for people who: Have very strong core Java Development skills. Have an exceptional educational background in STEM. Ideally have exposure to working with Front Office stakeholders. Enjoy fast-paced, collaborative cultures. If interested, please apply through this advert.

C++ Developer - Systematic Trading - HFT - Hedge Fund £200000 - £400000 per annum + Bonus and Benefits Contact email: Job ref: cpp/hf/01 Start date: ASAP A global HFT Hedge Fund is looking to hire an experienced C++ Quant Developer. They are looking for an experienced C++ Developer with a background in HFT and Ultra Low Latency programming to assist in building out their Cross Asset Trading capability. As a member of a dynamic team, you will have the opportunity to play an important role in the world of electronic and algorithmic trading. Your work will involve a wide range of responsibilities, from exchange price feeds and core trading systems to back testing engines, tick data management, exchange simulators, and trading gateways. Collaborating closely with investment management professionals such as Quants and Trading teams, you will be at the forefront of designing and developing cutting-edge systems that keep the business ahead of the curve. Candidates will require: Strong C++ Development background on Linux Business knowledge in FX but can look at other asset classes. Strong experience building and developing high frequency, ultra-low-latency applications Previous experience in developing business logic would be highly beneficial. Strong multi-threading, concurrency and memory management Good technical or scientific academic background in Computer Science, Maths, Physics etc.

£170,000 - £300,000 per annum + Bonus and Benefits Contact email: Job ref: LLJ/27 Low Latency Java Engineer - Cross Asset A global hedge fund is looking to hire Low Latency Java engineers to join a high-impact team driving the next generation of low latency trading platforms. You'll be part of a major multi-year effort to modernise and unify the firm's eTrading tech stack. This is a greenfield rebuild of core pricing and algorithmic execution frameworks used across multiple asset classes. Responsibilities: Building ultra-low latency systems for pricing, market data, and algorithmic execution. Designing scalable, reusable frameworks across multiple asset classes. Collaborating closely with traders, quants, and product teams in a highly autonomous environment. Developing high-performance, low-latency applications. Asset class knowledge (FX, equities) or experience in trading systems is a strong plus. Why Apply: Greenfield low latency platform. Work at the intersection of technology and trading. Join a cross-asset, horizontal team building frameworks used firm-wide. By submitting your details, you agree to our T&Cs .

Quantitative Developer - Analytics & Research - Hedge Fund Quantitative Developer - Analytics & Research - Hedge Fund A Global Quantitative Trading Firm is hiring a Python Quant Developer as part of the expansion of their Research-Aligned Quantitative Analytics team. Within this role, you'd be working with complex, unstructured data, facing off directly to the Researchers to build solutions used directly in PnL generation. Your core responsibilities would be: Sourcing and implementing new datasets for the Trading Desk. Taking requirements directly from Cross-Asset Researchers. Programming in Core Python, utilizing Data Libraries like Pandas/NumPy. Working with 3rd party data providers. Optimizing data processes to minimize time to production. They are looking for someone who: Has a STEM degree, ideally in Mathematics. Has a buyside background. Has experience working as a Data Engineer/Quant Developer in a Trading environment. Is an exceptionally strong Python coder. This is a great role for someone with experience working with Data in a buyside environment, who has a keen interest in Financial Markets and Trading and would like to increase their exposure to Researchers.

Our client, a global Market Data organisation are looking to hire a Quant Developer to work on their real-time data analytics platform. You will be working in a team built up of front office business stakeholders including Quants, Data Scientists and Developers on a high profile cross-asset pricing build out used both internally and externally click apply for full job details

Join the Pinnacle of Quantitative Trading: C++ Developer Opportunity at a Global Hedge Fund! Are you an accomplished C++ Developer with a background in mid-frequency execution platforms? Here's an exceptional chance to play a pivotal role within one of the world's leading Hedge Funds! We are actively seeking a skilled individual to join an esteemed Cross-Asset Quant Trading Team click apply for full job details

Algo Quant Developer - Fixed Income - Investment Banking One of our banking clients is looking to hire an experienced Algo Developer to joing a long term project within its Fixed Income Algo business. They are looking for an experienced Java Developer with previous experience developing business logic to assist in building out their Cross Asset Trading capability with a focus on developing Algo Tra click apply for full job details

Front Office Python Developer - Market Risk - Banking Our client are looking for a Front Office Python Developer to work within their Market Risk team. You'd be sitting directly in the business, rather than in IT, focusing on both building new Market Risk and VaR systems and maintaining existing applications. Crucially, they are looking for a core software engineer, as opposed to someone who builds click apply for full job details

One of our Banking clients is looking to hire a Business Analyst to play an important role on a major migration piece that has the potential to last until 2026. The Bank are migrating their accountancy platform from one legacy platform to another, and so ideally need a BA with strong experience of defining 'as is' and 'to be' processes/operating models, ideally in Banking and on a migration progra click apply for full job details

Our client, a global Market Data organisation are looking to hire a Quant Developer to work on their Real Time data analytics platform. You will be working in a team built up of Front Office business stakeholders including Quants, Data Scientists and Developers on a high profile cross-asset pricing build out used both internally and externally. The role will involve the development and integration of pricing models so candidates need to have prior experience of this from their current/previous roles. Key requirements: - Prior experience building and integrating pricing models - Background in Real Time environments - Strong knowledge of pricing analytics - Experience in either Python, Java or C++ (kdb+ is a bonus). - Exposure to execution and hedging algorithms is a plus - Excellent communication skills This role operates on a hybrid working model and will require 2-4 days in the office.

Join the Pinnacle of Quantitative Trading: C++ Developer Opportunity at a Global Hedge Fund! Are you an accomplished C++ Developer with a background in mid-frequency execution platforms? Here's an exceptional chance to play a pivotal role within one of the world's leading Hedge Funds! We are actively seeking a skilled individual to join an esteemed Cross-Asset Quant Trading Team. Key Responsibilities: Collaborate with a dynamic team to craft cutting-edge algorithms for seamless trade execution. Develop and implement robust, high-performance C++ code, specifically tailored for mid-frequency execution platforms, to enhance our trading strategies. Work closely with quantitative researchers and traders to optimise algorithmic performance across diverse asset classes. Qualifications: Profound expertise in C++ development, showcasing a solid grasp of data structures and algorithms. Proven track record in algorithmic execution, particularly on mid-frequency platforms within a financial context. Familiarity with Cross-Asset trading and an enthusiasm for staying at the forefront of quantitative trading technologies. Exceptional problem-solving skills and the ability to thrive in a fast-paced, collaborative environment. Benefits: Competitive base salary Bonus buyout option Guaranteed bonus Benefits

Algo Quant Developer - Fixed Income - Investment Banking One of our banking clients is looking to hire an experienced Algo Developer to joing a long term project within its Fixed Income Algo business. They are looking for an experienced Java Developer with previous experience developing business logic to assist in building out their Cross Asset Trading capability with a focus on developing Algo Trading execution strategies for the markets business. The role will involve working closely with the Quant team to develop solutions to problems both tactical and strategic as the business requires it. Candidates will require: Strong Java Development background (including Java 8). Excellent business knowledge around Credit, Rates, FX or Equities Strong experience building and developing high throughput, low-latency applications Strong multi-threading, concurrency and memory management Strong test first approach (including unit testing, integration testing, back testing and end-to-end testing). Good technical or scientific academic background in Computer Science, Maths, Physics etc As the role sits directly in the business the role offers extremely good bonus potential.

Python Developer - Data - Systematic Trading My Hedge Fund client is looking to hire a talented Python Developer to join their team, working directly with Researchers to process data. This is an ideal role for a developer looking to make a transition into Data Engineering, in a quantitative capacity, working alongside an exceptionally talented and profitable Trading and Research team. You will be working on implementing new market developments and software engineering projects in a market leading environment with best practices and high quality code base. Because of this, key skills that are needed to be successful are as follows: Strong Python development skills Computer Science Degree Strong Communication Skills The organisation uses both fundamental and quantitative trading & market making strategies across global financial markets and therefore it would be a bonus if you had: Previous Data Engineering Experience Experience working at a Big Tech company or in a Finance Environment Experience with SQL. Experience with Git and AWS. This is a great Pathway for a Python developer who is looking to gain more experience working in a Systematic Trading Hedge Fund environment.