Quantitative Developer — Proprietary Trading Infrastructure
We are partnering with a globally recognised prop trading firm to recruit a Quantitative Developer who will architect and build the core revenue engine from the ground up. This is not a standard software engineering role, it sits at the intersection of quantitative finance, low-latency systems engineering, and brokerage technology.
You will design, build, and optimise a proprietary trading bridge and risk engine that connects a 220,000+ user demo trading platform to real-world Liquidity Providers, identifying alpha and monetising it through high-speed execution. If you have a trader's mindset, a quant's toolbox, and an engineer's discipline, this is the role you've been waiting for!
Who they are
A global platform revolutionising access to performance-based capital, empowering the world's most driven individuals to rise. Through our flagship brand, we empower dreamers to become doers, and potential to turn into performance. With 500+ driven minds across five countries, we power a global rhythm — 220,000+ daily users from 170+ nations, each chasing greatness in their own way.
Your Role in Our Mission
You are not just writing code; you are building a money-making machine. We are seeking a Quantitative Developer with a deep "Trader's Mindset" to design, build, and optimize a proprietary bridge and risk engine.
Your primary mission is to unlock the value in our data. You will build the infrastructure that connects our demo environment to real-world Liquidity Providers (LPs), identifying our best traders and mathematically replicating their success in the live market via high-speed execution.
How You'll Make an Impact
The "Bridge" & Risk Engine
- Architect and build a low-latency "Trading Bridge" that sits between our proprietary platform (MetaTrader/cTrader) and external Liquidity Providers.
- Develop a sophisticated Risk Engine that analyzes thousands of demo traders in real-time to identify "toxic flow" (to hedge) and "alpha flow" (to copy/monetize).
- Implement statistical models that filter noise from trader data to execute profitable replication strategies on real markets.
FIX Protocol & Connectivity
- Act as the subject matter expert on the FIX Protocol (Financial Information eXchange). You will write the custom engines to manage sessions, parse messages, and handle order routing with various LPs and Prime Brokers.
- Build aggregators that connect to multiple venues simultaneously to find the best pricing and execution speed.
Quantitative Modeling & Math
- Apply advanced statistics (Time Series Analysis, Stochastic Calculus) to create pricing models and execution algorithms (TWAP, VWAP, Sniper) that minimize slippage.
- Build a simulation environment that can replay millions of historical retail trades to validate your copy-trading algorithms before live deployment.
High-Frequency & Low-Latency Engineering
- Optimize Python (and potentially C++/Rust modules) for microsecond-level latency. In FX and CFD arbitrage, milliseconds matter.
- Ensure the system can handle massive bursts of quote updates and order events without clogging or crashing (AsyncIO, ZeroMQ, shared memory architectures).
What You Bring
- FIX Protocol Expert: You know the FIX tags by heart (4.2/4.4). You have built or maintained a FIX engine that connects to real LPs.
- Math & Stats Whiz: You have a strong academic or practical background in Mathematics, Statistics, or Quantitative Finance. You understand probability, variance, and risk modeling deeply.
- Python Performance: You don't just write Python; you write fast Python. You know how to use numpy, pandas, cython, and asyncio to squeeze every bit of performance out of the interpreter.
- Trading Architecture: Experience building Order Management Systems (OMS) or Execution Management Systems (EMS).
- Brokerage Tech: Deep understanding of how Forex Brokers, ECNs, and Liquidity Providers operate (A-Book vs. B-Book execution, slippage, spread arbitrage).
- Trading Platforms: Familiarity with the backend protocols of MetaTrader (MT4/MT5) or cTrader is a massive advantage.
- C++ Experience: For the critical hot-paths of the execution engine.
- Crypto/DeFi: Experience connecting to crypto exchanges (WebSocket/REST) alongside traditional FX.
Your X-Factor
- We are looking for someone who understands the "Quantlane Model" — the ability to treat a prop firm not just as an education platform, but as a source of liquidity and alpha.
- You possess the hybrid skill set of a Senior Software Engineer and a Quantitative Trader.
- You understand Market Microstructure: You know what happens to an order after it leaves the terminal, how it hits the matching engine, and how to exploit inefficiencies in that process.
- You are P&L Driven: You are not just building software; you are building a system designed to generate revenue.
Why Join Us?
This is a rare opportunity to build a hedge-fund-grade system from the ground up, backed by the data and capital of one of the world's fastest-growing prop firms. You will not be a cog in a machine; you will be the engine builder.
The future of fintech is algorithmic. Come build it with us.
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