Apply Software Engineering

Low Latency Software Engineer

Location : London

G-Research is Europe’s leading quantitative finance research firm. We hire the brightest minds in the world to tackle some of the biggest questions in finance. We pair this expertise with machine learning, big data, and some of the most advanced technology available to predict movements in financial markets.

The role

The Fast Path Execution (FPX) team is part of Low Latency Engineering (LLE) at G-Research. LLE is a cross-functional group comprised of software, hardware and infrastructure engineering teams which provides three key capabilities to the business:

  • A core platform providing market data and order services to both internal LLE systems and systems in other areas of the business, across many markets and asset classes
  • A low latency execution platform capable of hosting small, optimised algorithms devised by quantitative researchers
  • A highly optimised hardware version of the above component, for use in specific scenarios identified by the quantitative researchers

FPX is responsible for a key part of the second capability above. Some examples of the type of work we are involved in include:

  • Improving and optimising our software execution platform, and working with quantitative researchers to implement new capabilities
  • Expanding, adapting and improving the accuracy of our simulation environment: used for back-testing and researching new ideas from the quantitative researchers
  • Building and improving frameworks and tools to help understand and test the performance of our systems
  • Building monitoring solutions to observe, understand and alert on production performance issues
  • Ensuring our production platform, monitoring and post-trade systems are reliable and resilient

We predominantly work on our C# codebase, we also work on or interact with components/libraries in F#, Scala and Python. We provide support for our core components as part of a global production platform, typically in a rota of one week in every eight.

Who are we looking for?

The ideal candidate will be an enthusiastic, competent, and practical software engineer with:

  • Excellent academics, such as a 2:1 or better in Computer Science or a related technical subject, or comparable professional experience
  • Strong problem solving skills, with the ability to work independently on projects and as part of a team in order to develop solutions and improve system architecture
  • The ability to communicate well with both technical and non-technical stakeholders in order to understand their needs; how best to support them; and to work with them to agree on approaches and solutions to their problems
  • Experience building high-quality solutions to interesting problems (C++, C# or Java experience is an advantage)
  • Good understanding of fundamental algorithms and data structures
  • A determined and hardworking outlook, with the ability to communicate well with technical and non-technical people
  • Financial experience is useful but not required. We hire people from a wide range of backgrounds outside of finance 

Why should you apply?

  • Highly competitive compensation plus annual discretionary bonus
  • Lunch provided (via Just Eat for Business) and dedicated barista bar
  • 30 days’ annual leave
  • 9% contributory pension scheme
  • Informal dress code and excellent work/life balance
  • Comprehensive healthcare and life assurance
  • Cycle-to-work scheme
  • Monthly company events

G-Research is committed to cultivating and preserving an inclusive work environment. We are an ideas-driven business and we place great value on diversity of experience and opinions.

We want to ensure that applicants receive a recruitment experience that enables them to perform at their best. If you have a disability or special need that requires accommodation please let us know in the relevant section.


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