Trading, research
and engineering.
We hire on ability, not background. Roles are London-based, at the desk, with real ownership from the start.
Current openings
All roles are London-based. To apply, use the application form and attach a CV with a few sentences on the role. No cover letter. A person reads every application and replies within a week.
Quantitative Trader — Digital Assets
Own quoting, inventory, and hedging on the 24/7 digital-assets desk, working closely with engineers and researchers.
Trader — Frontier Assets
Price compute capacity, spectrum and satellite bandwidth. Half trading, half market design.
Quantitative Researcher
Find signal in tick data and test whether it survives costs. Strong probability, healthy scepticism, working code.
Low-Latency Engineer (C++/Rust)
Build and own execution paths where microseconds are P&L. Exchange connectivity, order gateways, risk checks in the hot path.
Trading Systems Engineer (Python)
Research platform, simulation, data pipelines, and the tooling that turns a notebook into a live strategy.
Internships — Trading & Engineering
Ten weeks of real projects with direct mentorship. We expect most of our future full-time offers to start here. Penultimate-year students preferred; dates flexible.
London, in the office. We sponsor visas and help with relocation.
Top of market. Salary plus a bonus tied to firm P&L.
Rust and C++ at the exchange edge, Python research on top of our own tick store, and simulation that replays every strategy nightly.
The loop
A problem drawn from something we faced on the desk. No trick questions.
You and one of us, working through a problem live. We are interested in how you reason when stuck.
Sit with the team, see the systems, ask anything.
Days, not months. If it is a no, we say so quickly and tell you why.
No suitable role?
Send us an application anyway and tell us what you do well. We read everything.