Senior Quant Algo Developer

Barclays

London, United Kingdom
Low-latency modern c++ development
Kdb+/q data engineering practices
Volatility trading and market microstructure knowledge
This role involves building the algorithmic volatility trading stack and markets-facing analytics for the Equity Flow Derivatives business

Job Summary

  • This role involves building the algorithmic volatility trading stack and markets-facing analytics for the Equity Flow Derivatives business.
  • The successful candidate will collaborate with traders, developers, quants, compliance, and risk teams to manage risk and drive revenue generation.
  • Candidates are expected to demonstrate Barclays values of Respect, Integrity, Service, Excellence, and Stewardship while adhering to secure coding practices.

Matching Summary

This role involves building the algorithmic volatility trading stack and markets-facing analytics for the Equity Flow Derivatives business.

Skills & Requirements

Must-have

  • Low-latency modern C++ development
  • KDB+/q data engineering practices
  • Volatility trading and market microstructure knowledge

Nice-to-have

  • Master's or PhD in STEM fields
  • Machine learning and optimization theory
  • Python and Rust programming competence

Key Requirements

  • Algo development experience with low-latency C++
  • Practical knowledge of volatility trading
  • Experience with KDB+/q data engineering

Work Rights

Not specified

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