Founded in 2013, GSR is a leading market-making and programmatic trading company in the fast-evolving world of cryptocurrency trading. With more than 200 employees in 5 countries, we provide billions of dollars of liquidity to cryptocurrency protocols and exchanges daily. We build long-term relationships with cryptocurrency communities and traditional investors by offering exceptional service, expertise, and trading capabilities tailored to their specific needs. GSR works with token issuers, traders, investors, miners, and over 30 cryptocurrency exchanges worldwide. In volatile markets, we are a trusted partner to crypto-native builders and those exploring the industry for the first time. Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, and Citadel, among others, has developed one of the world's most robust trading platforms designed to navigate issues unique to the digital asset markets. We have continuously improved our technology, allowing our clients to scale and execute their strategies with the highest level of efficiency. Working at GSR offers the opportunity to be deeply embedded in every major sector of the cryptocurrency ecosystem. About the Role Deliver high-performance trading systems in Rust that directly drive strategy execution and profitability. Enable traders and researchers to operate at scale by building robust infrastructure, analytics tools, and automation. Shape the architecture behind live trading, reduce latency, and solve complex real-time challenges in collaboration with a high-calibre, cross-functional team. Responsibilities: Design, develop, and maintain a low-latency trading system in Rust. Collaborate with traders, engineers, and quants to design and implement trading strategies within market-making, prop, and OTC. Build new tools/infrastructure to facilitate research; e.g., analytics and optimization. Automate the deployment and monitoring of trading strategies. Troubleshoot and resolve technical issues in real-time. Your Profile: Minimum of one year experience developing in Rust; will be tested. Familiarity with core trading strategies (e.g., market-making, arbitrage, execution). Strong understanding of algorithms and data structures, as well as quant finance concepts: limit-order books, market microstructure, pricing. Experience with real-time data processing, IPC/shared-memory architectures, and low-allocation/zero-copy design. A Bachelor's degree (minimum) or PhD (preferred) in Computer Science, Mathematics, Physics, or a related field. Prior experience in high-frequency trading, market-making, or other electronic trading environments is a strong advantage but not required. What We Offer: A collaborative and transparent company culture founded on Integrity, Innovation, and Performance. Competitive Salary with two discretionary bonus payments a year. Benefits such as Healthcare, Dental, Vision, Retirement Planning, 30 days holiday, and free lunches when in the office (benefits vary depending on employment location). Regular Town Halls, team lunches, and drinks. A Corporate and Social Responsibility program as well as charity fundraising matching and volunteer days. GSR is proudly an Equal Employment Opportunity employer. We do not discriminate based upon any applicable legally protected characteristics such as race, religion, color, country of origin, sexual orientation, gender, gender identity, gender expression, or age. We operate a meritocracy; all aspects of people engagement from the decision to hire or promote as well as our performance management process will be based on the business needs and individual merit, competence in the role. Learn more about us at . Apply for this job indicates a required field First Name Last Name Email Phone Resume/CV Enter manually Accepted file types: pdf, doc, docx, txt, rtf Enter manually Accepted file types: pdf, doc, docx, txt, rtf LinkedIn Profile Select Prior Total Comp Select Notice / Non-Compete? Select What is the total length of time, you will need to serve to clear your current post-termination restrictions? Related industry experience? Crypto Prop Trading Hedge Fund Banking Tech Other Financial Services Other Education Have you worked in any of the following prior to applying to GSR? Experience level, applicable to this role? Select What best describes your current level of proficiency in Rust? Select Which of the following best reflects your experience with trading concepts? Select What best describes your experience working with real-time, low-latency systems? Select Are you based in the UK and do you currently have the right to work in the UK? Select By submitting your application, you confirm that you have read and understood GSR's Privacy Notice for Candidates and consent to the processing of your personal data in accordance with GDPR and applicable data protection laws. Select GSR is proudly an Equal Employment Opportunity employer. We do not discriminate based upon any applicable legally protected characteristics such as race, religion, colour, country of origin, sexual orientation, gender, gender identity, gender expression or age. We operate a meritocracy, all aspects of people engagement from the decision to hire or promote as well as our performance management process will be based on the business needs and individual merit, competence in the role. Learn more about us at Your responses will be used (in aggregate only) to help us identifyareas of improvement in our process. Your responseswill notbe associated with your specific application andwill notin any way be used in the hiring decision. Select I identify as transgender: Select I identify my sexual orientation as: Select I identify my ethnicity as (mark all that apply): Select
Jul 24, 2025
Full time
Founded in 2013, GSR is a leading market-making and programmatic trading company in the fast-evolving world of cryptocurrency trading. With more than 200 employees in 5 countries, we provide billions of dollars of liquidity to cryptocurrency protocols and exchanges daily. We build long-term relationships with cryptocurrency communities and traditional investors by offering exceptional service, expertise, and trading capabilities tailored to their specific needs. GSR works with token issuers, traders, investors, miners, and over 30 cryptocurrency exchanges worldwide. In volatile markets, we are a trusted partner to crypto-native builders and those exploring the industry for the first time. Our team of veteran finance and technology executives from Goldman Sachs, Two Sigma, and Citadel, among others, has developed one of the world's most robust trading platforms designed to navigate issues unique to the digital asset markets. We have continuously improved our technology, allowing our clients to scale and execute their strategies with the highest level of efficiency. Working at GSR offers the opportunity to be deeply embedded in every major sector of the cryptocurrency ecosystem. About the Role Deliver high-performance trading systems in Rust that directly drive strategy execution and profitability. Enable traders and researchers to operate at scale by building robust infrastructure, analytics tools, and automation. Shape the architecture behind live trading, reduce latency, and solve complex real-time challenges in collaboration with a high-calibre, cross-functional team. Responsibilities: Design, develop, and maintain a low-latency trading system in Rust. Collaborate with traders, engineers, and quants to design and implement trading strategies within market-making, prop, and OTC. Build new tools/infrastructure to facilitate research; e.g., analytics and optimization. Automate the deployment and monitoring of trading strategies. Troubleshoot and resolve technical issues in real-time. Your Profile: Minimum of one year experience developing in Rust; will be tested. Familiarity with core trading strategies (e.g., market-making, arbitrage, execution). Strong understanding of algorithms and data structures, as well as quant finance concepts: limit-order books, market microstructure, pricing. Experience with real-time data processing, IPC/shared-memory architectures, and low-allocation/zero-copy design. A Bachelor's degree (minimum) or PhD (preferred) in Computer Science, Mathematics, Physics, or a related field. Prior experience in high-frequency trading, market-making, or other electronic trading environments is a strong advantage but not required. What We Offer: A collaborative and transparent company culture founded on Integrity, Innovation, and Performance. Competitive Salary with two discretionary bonus payments a year. Benefits such as Healthcare, Dental, Vision, Retirement Planning, 30 days holiday, and free lunches when in the office (benefits vary depending on employment location). Regular Town Halls, team lunches, and drinks. A Corporate and Social Responsibility program as well as charity fundraising matching and volunteer days. GSR is proudly an Equal Employment Opportunity employer. We do not discriminate based upon any applicable legally protected characteristics such as race, religion, color, country of origin, sexual orientation, gender, gender identity, gender expression, or age. We operate a meritocracy; all aspects of people engagement from the decision to hire or promote as well as our performance management process will be based on the business needs and individual merit, competence in the role. Learn more about us at . Apply for this job indicates a required field First Name Last Name Email Phone Resume/CV Enter manually Accepted file types: pdf, doc, docx, txt, rtf Enter manually Accepted file types: pdf, doc, docx, txt, rtf LinkedIn Profile Select Prior Total Comp Select Notice / Non-Compete? Select What is the total length of time, you will need to serve to clear your current post-termination restrictions? Related industry experience? Crypto Prop Trading Hedge Fund Banking Tech Other Financial Services Other Education Have you worked in any of the following prior to applying to GSR? Experience level, applicable to this role? Select What best describes your current level of proficiency in Rust? Select Which of the following best reflects your experience with trading concepts? Select What best describes your experience working with real-time, low-latency systems? Select Are you based in the UK and do you currently have the right to work in the UK? Select By submitting your application, you confirm that you have read and understood GSR's Privacy Notice for Candidates and consent to the processing of your personal data in accordance with GDPR and applicable data protection laws. Select GSR is proudly an Equal Employment Opportunity employer. We do not discriminate based upon any applicable legally protected characteristics such as race, religion, colour, country of origin, sexual orientation, gender, gender identity, gender expression or age. We operate a meritocracy, all aspects of people engagement from the decision to hire or promote as well as our performance management process will be based on the business needs and individual merit, competence in the role. Learn more about us at Your responses will be used (in aggregate only) to help us identifyareas of improvement in our process. Your responseswill notbe associated with your specific application andwill notin any way be used in the hiring decision. Select I identify as transgender: Select I identify my sexual orientation as: Select I identify my ethnicity as (mark all that apply): Select
We're Bloomberg. We sit at the heart of the financial markets, from the largest sell-side institutions right through to a one-person hedge fund - we're an integral part of the financial markets' workflow in every corner of the world. We provide our users with real-time market data and analytics and connect them with trading counterparties and the wider community of Bloomberg Terminal subscribers. Our Trading Research & Analytics team is composed of experts in Equities, Fixed Income, and FX trading and quantitative research. We are focused on transforming the financial industry by creating cutting-edge trading tools that enhance efficiency and drive performance. Our decision-support products and advanced models empower thousands of traders, portfolio managers, and CIOs on both the buy-side and sell-side. As we continue to grow, we're seeking a quantitatively minded Product Manager to shape and lead the development of impactful solutions. We are looking for a strategic thinker and a good listener who can translate complex user needs into actionable product roadmaps while aligning cross-functional teams-including engineering, marketing, and sales-around a shared vision. What's the role? As a Product Manager on the Trading Research & Analytics team, you will define product requirements and drive initiatives across a variety of trading-focused solutions, including pre- and post-trade analytics, trading pricing and benchmarks, Broker-Algorithm selection and other quantitative trading decision tools. You'll work closely with clients, quantitative researchers, developers, and commercial stakeholders to deliver products that are data-driven, differentiated, and valuable to our customers. We'll trust you to: Define product requirements based on market research, customer feedback, and internal analysis Research and prototype quantitative models and see through the implementation with the engineering team Act as the bridge between quantitative research, engineering, sales and clients to deliver innovative and timely solutions Collaborate closely with sales and marketing teams to shape go-to-market strategies, support customer engagement, and ensure value propositions are well understood Answer client questions about our quantitative models and decision support tools Define and monitor SLAs for product performance and delivery Own the product roadmap and lead the lifecycle from ideation through design, development, launch, and iteration Communicate regularly with stakeholders at all levels, presenting updates, collecting feedback, and driving alignment You'll need to have: 4+ years of experience in developing products within financial technology or capital markets Strong microstructure expertise in global equity markets Deep understanding of trading workflows, execution algorithms, TCA methodologies, and market analytics tools Excellent communication skills and ability to collaborate across quantitative, commercial, and technical teams Experience defining and enforcing SLAs, KPIs, and success metrics Working knowledge of statistics and ability to maintain in-depth technical discussion with customers who are quants A quantitative or technical background (e.g., in finance, economics, engineering, mathematics or physics) is strongly preferred We'd love to see: MS or PhD in a quantitative field Multi-asset experience Programming experience, preferably with Python Knowledge of Machine Learning Algorithms Bloomberg is an equal opportunity employer and we value diversity at our company. We do not discriminate on the basis of age, ancestry, color, gender identity or expression, genetic predisposition or carrier status, marital status, national or ethnic origin, race, religion or belief, sex, sexual orientation, sexual and other reproductive health decisions, parental or caring status, physical or mental disability, pregnancy or parental leave, protected veteran status, status as a victim of domestic violence, or any other classification protected by applicable law. Bloomberg is a disability inclusive employer. Please let us know if you require any reasonable adjustments to be made for the recruitment process. If you would prefer to discuss this confidentially, please email
Jul 23, 2025
Full time
We're Bloomberg. We sit at the heart of the financial markets, from the largest sell-side institutions right through to a one-person hedge fund - we're an integral part of the financial markets' workflow in every corner of the world. We provide our users with real-time market data and analytics and connect them with trading counterparties and the wider community of Bloomberg Terminal subscribers. Our Trading Research & Analytics team is composed of experts in Equities, Fixed Income, and FX trading and quantitative research. We are focused on transforming the financial industry by creating cutting-edge trading tools that enhance efficiency and drive performance. Our decision-support products and advanced models empower thousands of traders, portfolio managers, and CIOs on both the buy-side and sell-side. As we continue to grow, we're seeking a quantitatively minded Product Manager to shape and lead the development of impactful solutions. We are looking for a strategic thinker and a good listener who can translate complex user needs into actionable product roadmaps while aligning cross-functional teams-including engineering, marketing, and sales-around a shared vision. What's the role? As a Product Manager on the Trading Research & Analytics team, you will define product requirements and drive initiatives across a variety of trading-focused solutions, including pre- and post-trade analytics, trading pricing and benchmarks, Broker-Algorithm selection and other quantitative trading decision tools. You'll work closely with clients, quantitative researchers, developers, and commercial stakeholders to deliver products that are data-driven, differentiated, and valuable to our customers. We'll trust you to: Define product requirements based on market research, customer feedback, and internal analysis Research and prototype quantitative models and see through the implementation with the engineering team Act as the bridge between quantitative research, engineering, sales and clients to deliver innovative and timely solutions Collaborate closely with sales and marketing teams to shape go-to-market strategies, support customer engagement, and ensure value propositions are well understood Answer client questions about our quantitative models and decision support tools Define and monitor SLAs for product performance and delivery Own the product roadmap and lead the lifecycle from ideation through design, development, launch, and iteration Communicate regularly with stakeholders at all levels, presenting updates, collecting feedback, and driving alignment You'll need to have: 4+ years of experience in developing products within financial technology or capital markets Strong microstructure expertise in global equity markets Deep understanding of trading workflows, execution algorithms, TCA methodologies, and market analytics tools Excellent communication skills and ability to collaborate across quantitative, commercial, and technical teams Experience defining and enforcing SLAs, KPIs, and success metrics Working knowledge of statistics and ability to maintain in-depth technical discussion with customers who are quants A quantitative or technical background (e.g., in finance, economics, engineering, mathematics or physics) is strongly preferred We'd love to see: MS or PhD in a quantitative field Multi-asset experience Programming experience, preferably with Python Knowledge of Machine Learning Algorithms Bloomberg is an equal opportunity employer and we value diversity at our company. We do not discriminate on the basis of age, ancestry, color, gender identity or expression, genetic predisposition or carrier status, marital status, national or ethnic origin, race, religion or belief, sex, sexual orientation, sexual and other reproductive health decisions, parental or caring status, physical or mental disability, pregnancy or parental leave, protected veteran status, status as a victim of domestic violence, or any other classification protected by applicable law. Bloomberg is a disability inclusive employer. Please let us know if you require any reasonable adjustments to be made for the recruitment process. If you would prefer to discuss this confidentially, please email
Hedge Fund - Senior C++ Quant Developer - Equities - Linux - Python - Data/Algos/Low latency Hedge Fund background essential C++ (Version 11 upwards), Linux, Python (nice to have). Trading systems experience - ideally experience working in the equities space. Ideally the technical has experience with algo implementation. Quantitative Developer - Equities Technology We are in search of a Quantitative Developer to join our team who is passionate about designing, architecting, and implementing low latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast. Our team works directly with the firm's central trading teams. By constructing and maintaining this high-performance infrastructure used by these teams, this developer will enable new trading opportunities across businesses and regions, allowing the best possible execution performance. Job Duties Development of execution algorithms, order management systems, strategy containers, connectivity, and messaging systems. Work directly with central trading teams to optimize the firm's overall execution performance. Enhance the platform's efficiency by utilizing network and systems programming, along with other advanced techniques to reduce latency. Create systems, interfaces, and tools for historical market data and trading simulations to boost research productivity and system testability. Assist in building and maintaining our automated tests, performance benchmark framework, and other tools Collaborate closely with trading teams to gather requirements and develop solutions in a fast-paced environment Qualifications 5+ years of professional experience in a Front Office, financial services environment as a senior contributor 10+ years cumulative, professional experience Strong background in data structures, algorithms, and object-oriented programming in C++ Permanent role - Central London based - 5 days a week in the office By applying to this job you are sending us your CV, which may contain personal information. Please refer to our Privacy Notice to understand how we process this information. In short, in order to supply you with work finding services, we will hold and process your personal data, and only with your express permission we will share this personal data with a client (or a third party working on behalf of the client) by email or by upload to the Client/third parties vendor management system. By giving us permission to send your CV to a client, this constitutes permission to share the personal data that would be necessary to consider your application, interview you (Phone/video/face to face) and if successful hire you. Scope AT acts as an employment agency for Permanent Recruitment and an employment business for the supply of temporary workers. By applying for this job you accept the Terms and Conditions, Data Protection Policy, Privacy Notice and Disclaimers which can be found at our website.
Feb 14, 2025
Full time
Hedge Fund - Senior C++ Quant Developer - Equities - Linux - Python - Data/Algos/Low latency Hedge Fund background essential C++ (Version 11 upwards), Linux, Python (nice to have). Trading systems experience - ideally experience working in the equities space. Ideally the technical has experience with algo implementation. Quantitative Developer - Equities Technology We are in search of a Quantitative Developer to join our team who is passionate about designing, architecting, and implementing low latency C++ systems that are not only robust, resilient, and accurate, but also exceptionally fast. Our team works directly with the firm's central trading teams. By constructing and maintaining this high-performance infrastructure used by these teams, this developer will enable new trading opportunities across businesses and regions, allowing the best possible execution performance. Job Duties Development of execution algorithms, order management systems, strategy containers, connectivity, and messaging systems. Work directly with central trading teams to optimize the firm's overall execution performance. Enhance the platform's efficiency by utilizing network and systems programming, along with other advanced techniques to reduce latency. Create systems, interfaces, and tools for historical market data and trading simulations to boost research productivity and system testability. Assist in building and maintaining our automated tests, performance benchmark framework, and other tools Collaborate closely with trading teams to gather requirements and develop solutions in a fast-paced environment Qualifications 5+ years of professional experience in a Front Office, financial services environment as a senior contributor 10+ years cumulative, professional experience Strong background in data structures, algorithms, and object-oriented programming in C++ Permanent role - Central London based - 5 days a week in the office By applying to this job you are sending us your CV, which may contain personal information. Please refer to our Privacy Notice to understand how we process this information. In short, in order to supply you with work finding services, we will hold and process your personal data, and only with your express permission we will share this personal data with a client (or a third party working on behalf of the client) by email or by upload to the Client/third parties vendor management system. By giving us permission to send your CV to a client, this constitutes permission to share the personal data that would be necessary to consider your application, interview you (Phone/video/face to face) and if successful hire you. Scope AT acts as an employment agency for Permanent Recruitment and an employment business for the supply of temporary workers. By applying for this job you accept the Terms and Conditions, Data Protection Policy, Privacy Notice and Disclaimers which can be found at our website.
Introduction: My client, a leading Multi-Strat hedge fund in London is seeking an Execution Futures Trader to optimise trade execution across global futures markets. This role requires expertise in execution strategies, market microstructure, and trading technology to minimise costs and maximise efficiency. Responsibilities: Execute and optimize trades across futures markets (equities, rates, commodities, FX). Develop and refine execution strategies using data-driven insights. Monitor market conditions, liquidity, and slippage to improve execution quality. Collaborate with portfolio managers, quants, and developers to enhance trading infrastructure. Maintain the firm's centralised positions, prices and P&L. Construct highly automated processes to maximised operating efficiency. Provide live trading support and facilitate ad-hoc requests from PM teams. Requirements: 3+ years of finance experience Preferably hold a MSc or PhD from a reputable university in a relevant field Proven experience in execution trading, preferably in equity futures markets. Strong understanding of market microstructure, execution algorithms, and trading technology. Proficiency in Python or other programming languages for execution analysis. Experience in a hedge fund, prop trading, or electronic trading environment is a plus. Ability to work collaboratively, efficiently and communicate effectively How to apply: Interested candidates are invited to submit their resume, detailing their relevant experience and qualifications.
Feb 07, 2025
Full time
Introduction: My client, a leading Multi-Strat hedge fund in London is seeking an Execution Futures Trader to optimise trade execution across global futures markets. This role requires expertise in execution strategies, market microstructure, and trading technology to minimise costs and maximise efficiency. Responsibilities: Execute and optimize trades across futures markets (equities, rates, commodities, FX). Develop and refine execution strategies using data-driven insights. Monitor market conditions, liquidity, and slippage to improve execution quality. Collaborate with portfolio managers, quants, and developers to enhance trading infrastructure. Maintain the firm's centralised positions, prices and P&L. Construct highly automated processes to maximised operating efficiency. Provide live trading support and facilitate ad-hoc requests from PM teams. Requirements: 3+ years of finance experience Preferably hold a MSc or PhD from a reputable university in a relevant field Proven experience in execution trading, preferably in equity futures markets. Strong understanding of market microstructure, execution algorithms, and trading technology. Proficiency in Python or other programming languages for execution analysis. Experience in a hedge fund, prop trading, or electronic trading environment is a plus. Ability to work collaboratively, efficiently and communicate effectively How to apply: Interested candidates are invited to submit their resume, detailing their relevant experience and qualifications.
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
Feb 01, 2024
Full time
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
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
Jan 26, 2024
Full time
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
