Quantitative Engineer Rust

Our client is a globally recognised name in High-Frequency Prop Trading and Market Making and known for consistent success and impressive profitability. With continued growth across the firm, they are now looking to expand their world-class Quant Development team by hiring a genuine Quant Engineer with some commercial exposure to coding in Rust. (FYI : the base salary advertised does not include cash bonuses, paid bi-annually. Your total annual will vary but is typically 60-100% of your base salary) THE ROLE : The successful applicant will work within a small autonomous team that acts as a conduit between the low-level core development team and the front office quant researcher and traders across multiple trading platforms (Prop, Market Making & OTC Derivatives) You will work closely with the hands-on Quant Dev Lead within a flat structure, enjoy significant autonomy and a particularly collaborative relationship with the front office where roles / responsibilities typically overlap. For context, it is not unusual for the Quant Dev team to design and deploy trading strategies directly, so this is a fantastic opportunity for a talent Quantitatively focused engineer to showcase their talents. The role focuses on designing & implementing Quant Trading strategies as opposed to having more of a lower-level technical latency / performance emphasis so you will need to demonstrate a strong understanding of Systematic Quant / Algo Trading and have strong mathematical capabilities. KEY RESPOSIBILITIES : Collaborating with Quant Traders & Researchers to design, implement, and test trading strategies and algorithms Automating the deployment and monitoring of trading strategies to ensure optimum effectiveness Creating tooling and infrastructure to support research and improve decision-making, such as data analytics and strategy optimization tools Architecting and maintaining high-performance trading systems using Rust SKILLS / EXPERIENCE REQUIRED : Some demonstrable commercial experience coding in Rust Understanding of trading strategies such as arbitrage, market-making, or execution flow Solid grasp of algorithm design, data structures, and quantitative finance fundamentals including concepts like limit order books, price discovery, and microstructure dynamics Exposure to performance-critical systems : real-time data flows, shared memory communication, and techniques to minimize memory allocation and copying Degree in a technical discipline such as Computer Science, Engineering, Mathematics, or Physics (postgraduate qualification a plus) Prior experience in high-frequency trading or electronic markets is beneficial, but not mandatory